LWCal: Loss-Weighted Calibration for Tabular Classifiers with Noisy Calibration Labels
Organizations: Brown University · Georgia Institute of Technology · Independent Researcher
Abstract
Post-hoc probability calibration is usually evaluated under an optimistic assumption: the held-out calibration labels are clean. In many AI deployment settings, however, labels come from weak annotators, historical decisions, heuristics, or distant supervision, so the same label noise that corrupts training also corrupts calibration. We study this overlooked failure mode for tabular classifiers and propose LWCal, a CPU-only post-hoc calibrator that down-weights calibration examples whose noisy labels are contradicted by the base model's held-out probability. LWCal requires no clean validation labels, no noise-rate estimate, and no retraining of the base classifier. A second variant, Gated-LWCal, adds a conservative disagreement gate that backs off toward the raw score when the calibration split appears extremely inconsistent. On nine local binary tabular tasks, six random seeds, symmetric and asymmetric label corruption, and three tree-based base learners, LWCal obtains the lowest average calibration error while Gated-LWCal obtains the best average proper-score tradeoff. In the main random-forest study over 432 noisy cells, Gated-LWCal reduces expected calibration error from 0.188 to 0.122 and negative log likelihood from 0.438 to 0.396 relative to the raw classifier. Paired bootstrap intervals for Gated-LWCal versus raw, Platt, isotonic, and beta calibration exclude zero on ECE, Brier score, and NLL. The artifact contains all scripts, result tables, figures, and the compiled paper.
Figures & tables
| Step | Operation |
|---|---|
| 1 | Fit any probabilistic base classifier on noisy and freeze it. |
| 2 | Score every noisy calibration example: for . |
| 3 | Compute noisy-label losses by Eq. ( 1 ); compute median , median absolute deviation , and bounded reliability weights by Eq. ( 2 ). |
| 4 | Fit a weighted isotonic map by Eq. ( 5 ); this is LWCal . |
| 5 | Compute apparent contradiction and gate by Eq. ( 3 ); output for Gated-LWCal . |
| 6 | Log , , , , and all calibration weights so operators can audit which labels influenced the map. |
| Dataset | Pos. rate | ||
|---|---|---|---|
| Breast Cancer | 569 | 30 | 0.627 |
| Wine Class 0 | 178 | 13 | 0.331 |
| Wine Class 2 | 178 | 13 | 0.270 |
| Digits High | 1797 | 64 | 0.499 |
| Digits Even | 1797 | 64 | 0.496 |
| Iris Versicolor | 150 | 4 | 0.333 |
| Method | ECE | Brier | NLL | AUC |
|---|---|---|---|---|
| Gated-LWCal | 0.122 | 0.125 | 0.396 | 0.895 |
| LWCal | 0.113 | 0.126 | 0.409 | 0.891 |
| Isotonic | 0.147 | 0.134 | 0.424 | 0.879 |
| Raw RF | 0.188 | 0.138 | 0.438 | 0.900 |
| TrimCal-Beta | 0.146 | 0.138 | 0.441 | 0.896 |
| Platt | 0.187 | 0.147 | 0.457 | 0.880 |
| Noise | ECE | NLL | ||||||
|---|---|---|---|---|---|---|---|---|
| Raw | Iso | LWCal | G-LWCal | Raw | Iso | LWCal | G-LWCal | |
| 10% | 0.158 | 0.085 | 0.053 | 0.053 | 0.298 | 0.243 | 0.223 | 0.223 |
| 20% | 0.197 | 0.151 | 0.074 | 0.075 | 0.381 | 0.347 | 0.279 | 0.278 |
| 30% | 0.212 | 0.188 | 0.127 | 0.159 | 0.479 | 0.485 | 0.432 | 0.442 |
| 40% | 0.185 | 0.166 | 0.198 | 0.200 | 0.594 | 0.620 | 0.700 | 0.640 |
| Noise type | ECE | NLL | ||||||
|---|---|---|---|---|---|---|---|---|
| Raw | Iso | LWCal | G-LWCal | Raw | Iso | LWCal | G-LWCal | |
| Symmetric | 0.191 | 0.151 | 0.080 | 0.112 | 0.448 | 0.434 | 0.367 | 0.382 |
| Asymmetric | 0.185 | 0.144 | 0.146 | 0.132 | 0.428 | 0.414 | 0.450 | 0.410 |
| Metric | Baseline | 95% CI low | 95% CI high | |
|---|---|---|---|---|
| ECE | Raw RF | -0.0796 | -0.0883 | -0.0713 |
| ECE | Isotonic | -0.0427 | -0.0501 | -0.0353 |
| ECE | Beta | -0.0904 | -0.0988 | -0.0819 |
| ECE | LWCal | 0.0131 | 0.0083 | 0.0176 |
| BRIER | Raw RF | -0.0196 | -0.0227 | -0.0166 |
| BRIER | Isotonic | -0.0149 | -0.0172 | -0.0125 |
| Center | Width | ECE | Brier | NLL |
|---|---|---|---|---|
| 0.25 | 0.08 | 0.130 | 0.125 | 0.396 |
| 0.25 | 0.12 | 0.126 | 0.124 | 0.393 |
| 0.25 | 0.16 | 0.124 | 0.124 | 0.392 |
| 0.29 | 0.08 | 0.125 | 0.125 | 0.397 |
| 0.29 | 0.12 | 0.122 | 0.125 | 0.396 |
| 0.29 | 0.16 | 0.120 | 0.125 | 0.396 |
| Dataset | Raw ECE | LWCal ECE | Raw NLL | G-LWCal NLL |
|---|---|---|---|---|
| Breast Cancer | 0.194 | 0.119 | 0.408 | 0.367 |
| Digits Even | 0.216 | 0.094 | 0.416 | 0.309 |
| Digits High | 0.226 | 0.095 | 0.432 | 0.315 |
| Iris Versicolor | 0.184 | 0.134 | 0.399 | 0.441 |
| Synthetic Imbalance | 0.162 | 0.095 | 0.450 | 0.447 |
| Synthetic Overlap | 0.174 | 0.118 | 0.517 | 0.486 |
| Method | Classwise ECE | Minority ECE | Class gap |
|---|---|---|---|
| Raw RF | 0.342 | 0.384 | 0.140 |
| Isotonic | 0.317 | 0.359 | 0.153 |
| LWCal | 0.238 | 0.302 | 0.223 |
| Gated-LWCal | 0.259 | 0.317 | 0.186 |
| Base learner | Method | ECE | NLL |
|---|---|---|---|
| Rf | Raw RF | 0.204 | 0.432 |
| Rf | Isotonic | 0.169 | 0.414 |
| Rf | Beta | 0.215 | 0.459 |
| Rf | LWCal | 0.105 | 0.363 |
| Rf | Gated-LWCal | 0.120 | 0.364 |
| Extra Trees | Raw RF | 0.221 | 0.433 |
| Statistic | Recommended score | Operator action |
|---|---|---|
| LWCal | Use calibrated thresholds. | |
| Gated-LWCal | Log gate, monitor drift. | |
| Raw or Gated-LWCal | Audit labels before new thresholds. |
Post-Hoc Calibration
Post-hoc calibration adjusts a trained model’s probabilities or confidence scores to better match observed accuracy, often without retraining.
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