Teacher Supervision, Fixed Representations and Calibration: Exact Risk Calculations for Candidate-Scoring Decision Models

Decision models return normalized probability distributions over candidate choices, which downstream applications can use to select among choices. Although their providers emphasize the reliability of these probabilities, calibration on tasks with a single correct choice does not establish their reliability when multiple choices are correct. We evaluate three decision models (Jev, Liquid d1, and GPT-6 Luna Decisions) on three diverse datasets (MetaTool, HotpotQA, and ECtHR) to study probability allocation and thresholding. Even when models rank every correct choice above every distractor, in 28% to 50% of those lists, at least one correct choice receives a probability below the uniform probability of 1/n, where n is the number of choices. We also present each model with five identical copies of a correct choice and observe probability disparities, with mean gaps ranging from 17 to 79 percentage points. We further show how these allocation disparities affect the recovery of multiple correct choices under probability thresholding. Decision-model probabilities can rank correct choices, but a probability threshold does not identify the set of correct choices.

The appearance of Jev marked the era of System One Models, foundation models that return structured decisions with probability distributions rather than text. Aside from low cost and great speed, Jev's central promise is that these probabilities are calibrated: such claim is not backed by any public test and available external benchmarks evaluate confidence calibration, not whether every returned option probability has the right numerical meaning. To tackle this issue, we introduce Sys1Cal-v1, a dataset of True/False questions about a proposition $A$ for which the exact probability $P(A)$ is known by construction. Each item is queried through the three Jev primitives - Noul, Choice and Score - and evaluated by total variation distance from the ground-truth distribution, which can be used to estimate a soft accuracy of System One Models. We showcase the utility of Sys1Cal-v1 as a benchmark dataset by evaluating Jev and SemIf, an open-source Choice-style baseline. In this work, however, we focus even more deeply on Jev, by studying the calibration of its Score and Choice answers. In particular, we discover a peculiar behaviour that can be explained by assuming that Jev suppresses a third truth value, going beyond True and False. In other words, in Choice answers, $P(A)$ and $P(\neg A)$ are presented as if $P(A)+P(\neg A)=1$, while a term $P(U)\neq0$ is missing in the sum. Recovering $P(U)$ leads to an improvement of median soft accuracy in Choice answers from $0.771$ to $0.978$, suggesting that, even in binary decisions, Jev wants to answer with a third option:``I don't know''.

Typed decision models (TDMs) return a probability over caller-defined options, and Jev is described by its vendor as calibrated. But in deployment class frequencies change, so calibration measured on a fixed test set need not hold where thresholds are applied. Existing evaluations leave two gaps: the gains of vendor decision training have not been separated from those of the backbone under an identical readout, and TDMs have been tested only at the test set's class distribution. We ask whether decision training improves a model over its own backbone, and whether a TDM's calibration and thresholds withstand prevalence (label) shift as well as a fine-tuned classifier's. We compare three TDMs (Jev, Tev1-4B, Nimble-9B), their base models and two trained classifiers on identical decisions from five public datasets under simulated shift, with 35 paired tests fixed before any test was computed. First, decision training is not uniformly beneficial: Nimble-9B, which differs from Qwen3.5-9B only by a LoRA adapter, is better calibrated on intent tasks but 12.0 Macro-F1 points worse on financial sentiment. Second, under moderate shift Jev's expected calibration error (ECE) and threshold risk grow significantly more than a fine-tuned DeBERTa's only on financial sentiment, by 1.7 and 2.5 percentage points; averaged over 2,000 shift scenarios (exploratory), the gap is at most one point on every dataset. Third, EM prior correction with the model's mean development prediction as its prior needs no labels and lowers Jev's ECE under shift by 2.7 and 1.8 points on the two datasets where it is highest, although labelled recalibration lowers it far more. The three TDMs we tested are neither uniformly better than their backbones nor uniquely fragile under shift; for calibration, their main weakness is the miscalibration they already have without shift. We release all inputs, code and outputs.