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Calibration of Neural Networks using Splines

2020/06/23 by Kartik Gupta, Amir Rahimi, Gupta, Kartik +9 · 10 citations
Computer Science · Mathematics · #Adversarial Robustness in Machine Learning #Anomaly Detection Techniques and Applications #Computer Vision and Pattern Recognition (cs.CV) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Neural Networks and Applications #cs.CV #cs.LG #stat.ML

paper · pdf · doi:10.48550/arxiv.2006.12800

ICLR 2021

openalex publication_date 2020/06/23 · arxiv created 2021/12/29 · arxiv updated 2021/12/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Calibrating neural networks is of utmost importance when employing them in safety-critical applications where the downstream decision making depends on the predicted probabilities. Measuring calibration error amounts to comparing two empirical distributions. In this work, we introduce a binning-free calibration measure inspired by the classical Kolmogorov-Smirnov (KS) statistical test in which the main idea is to compare the respective cumulative probability distributions. From this, by approximating the empirical cumulative distribution using a differentiable function via splines, we obtain a recalibration function, which maps the network outputs to actual (calibrated) class assignment probabilities. The spine-fitting is performed using a held-out calibration set and the obtained recalibration function is evaluated on an unseen test set. We tested our method against existing calibration approaches on various image classification datasets and our spline-based recalibration approach consistently outperforms existing methods on KS error as well as other commonly used calibration measures. Our Code is available at https://github.com/kartikgupta-at-anu/spline-calibration.

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