Probability Calibration
Overview
Probability calibration studies whether predictions made with a given confidence are correct at the corresponding rate, a property that matters when decisions depend on estimated risk rather than just the most likely class. Common approaches include post-hoc methods such as temperature scaling and isotonic regression, recalibration of full predictive distributions, and online or group-conditional methods that seek reliability across changing sequences or subpopulations. Researchers assess calibration with reliability diagnostics and proper scoring rules, and apply these ideas to classifiers, forecasts, medical systems, and language-model agents. A central challenge is that good average calibration may hide subgroup or distribution-shift failures, while improving calibration can interact with accuracy, ranking, and the costs of downstream decisions.
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