Unified Approach for Weakly Supervised Multicalibration
Authors: Futoshi Futami, Takashi Ishida
Organizations: The University of Osaka / RIKEN AIP / The University of Tokyo · The University of Tokyo / RIKEN AIP
Abstract
Multicalibration requires predicted scores to agree with label probabilities across rich families of subgroups and score-dependent tests, but existing methods require clean input-label pairs for evaluation and post-processing. This assumption fails in weakly supervised learning (WSL) regimes -- including positive-unlabeled, unlabeled-unlabeled, and positive-confidence learning -- where clean labels are costly or unavailable even though reliable uncertainty estimates may be crucial. We address this gap by developing estimators of multicalibration error and post-hoc correction methods for WSL settings in which clean input-label pairs are unavailable. We propose a unified framework for estimating and correcting multicalibration under weak supervision by combining contamination-matrix risk rewrites with witness-based calibration constraints, yielding corrected multicalibration moments with finite-sample guarantees. We further propose weak-label multicalibration boost (WLMC), a generic post-hoc recalibration algorithm under weak supervision. Finally, we conduct experiments across multiple weak-supervision settings to evaluate multicalibration behavior and offer empirical insight into uncertainty estimation under weak supervision.
Deep learning has achieved great success in recent years thanks to the availability of high-quality, well-annotated training data. However, this requirement is often not met in real-world applications. Weakly supervised learning aims to train an accurate model with incomplete, inexact, or inaccurate supervision. In this chapter, we will discuss recent advances in this field, including new supervision paradigms, relaxed assumptions, and practical solutions. First, we introduce a new weakly supervised binary classification problem called confidence-difference classification and propose consistent approaches to solve it. Next, we investigate complementary-label learning, a weakly supervised multi-class classification problem. Our proposed approaches are based on more relaxed assumptions about the data generation process than existing consistent approaches. Lastly, we present an evaluation framework for partial-label learning, another popular multi-class weakly supervised learning problem, in order to promote fair and realistic evaluation of algorithms in this field.
Multi-instance partial-label learning (MIPL) is a weakly supervised framework that extends the principles of multi-instance learning (MIL) and partial-label learning (PLL) to address the challenges of inexact supervision in both instance and label spaces. However, existing MIPL approaches often suffer from poor calibration, undermining classifier reliability. In this work, we propose a plug-and-play calibratable disambiguation loss (CDL) for classification and calibration, which modulates a disambiguation objective by a top-vs-competitor prediction margin. The competitor is instantiated either as the second strongest candidate label or as the strongest non-candidate label, yielding two variants that respectively emphasize candidate-level separation and candidate-vs-non-candidate suppression. Theoretically, we analyze CDL as a margin-modulated momentum-based disambiguation loss (MDL) objective, derive a lower-bound and a pseudo-label confidence-alignment bound for calibration, and show through gradient and momentum analyses how margin shaping affects weight updates. Experimental results on benchmark and real-world MIPL datasets, together with representative PLL adaptation, confirm that our CDL significantly improves both classification accuracy and expected calibration error.
Weakly supervised learning has emerged as a practical alternative to fully supervised learning when complete and accurate labels are costly or infeasible to acquire. However, many existing methods are tailored to specific supervision patterns -- such as positive-unlabeled (PU), unlabeled-unlabeled (UU), complementary-label (CLL), partial-label (PLL), or similarity-unlabeled annotations -- and rely on post-hoc corrections to mitigate instability induced by indirect supervision. We propose a principled, unified framework that bypasses such post-hoc adjustments by directly formulating a stable surrogate risk grounded in the structure of weakly supervised data. The formulation naturally subsumes diverse settings -- including PU, UU, CLL, PLL, multi-class unlabeled, and tuple-based learning -- under a single optimization objective. We further establish a non-asymptotic generalization bound via Rademacher complexity that clarifies how supervision structure, model capacity, and sample size jointly govern performance. Beyond this, we analyze the effect of class-prior misspecification on the bound, deriving explicit terms that quantify its impact, and we study identifiability, giving sufficient conditions -- most notably via supervision stratification across groups -- under which the target risk is recoverable. Extensive experiments show consistent gains across class priors, dataset scales, and class counts -- without heuristic stabilization -- while exhibiting robustness to overfitting.