Calibration Meets Reality: Making Machine Learning Predictions Trustworthy

Abstract: Post-hoc calibration methods are widely used to improve the reliability of probabilistic predictions from machine learning models. Despite their prevalence, a comprehensive theoretical understanding of these methods remains elusive, particularly regarding their performance across different datasets and model architectures. Input features play a crucial role in shaping model predictions and, consequently, their calibration. However, the interplay between feature quality and calibration performance has not been thoroughly investigated. In this work, we present a rigorous theoretical analysis of post-hoc calibration methods, focusing on Platt scaling and isotonic regression. We derive convergence guarantees, computational complexity bounds, and finite-sample performance metrics for these methods. Furthermore, we explore the impact of feature informativeness on calibration performance through controlled synthetic experiments. Our empirical evaluation spans a diverse set of real-world datasets and model architectures, demonstrating consistent improvements in calibration metrics across various scenarios. By examining calibration performance under varying feature conditions utilizing only informative features versus complete feature spaces including noise dimensions, we provide fundamental insights into the robustness and reliability of different calibration approaches. Our findings offer practical guidelines for selecting appropriate calibration methods based on dataset characteristics and computational constraints, bridging the gap between theoretical understanding and practical implementation in uncertainty quantification. Code and experimental data are available at: https://github.com/Ajwebdevs/calibration-analysis-experiments.