Combining Priors with Experience: Confidence Calibration Based on Binomial Process Modeling
Jinzong Dong, Zhaohui Jiang, Dong Pan, Haoyang Yu
Abstract
Confidence calibration of classification models is a technique to estimate the true posterior probability of the predicted class, which is critical for ensuring reliable decisionmaking in practical applications. Existing confidence calibration methods mostly use statistical techniques to estimate the calibration curve from data or fit a user-defined calibration function, but often overlook fully mining and utilizing the prior distribution behind the calibration curve. However, a well-informed prior distribution can provide valuable insights beyond the empirical data under the limited data or low-density regions of confidence scores. To fill this gap, this paper proposes a new method that integrates the prior distribution behind the calibration curve with empirical data to estimate a continuous calibration curve, which is realized by modeling the sampling process of calibration data as a binomial process and maximizing the likelihood function of the binomial process. We prove that the calibration curve estimating method is Lipschitz continuous with respect to data distribution and requires a sample size of 3/B of that required for histogram binning, where B represents the number of bins. Also, a new calibration metric (T CE bpm ), which leverages the estimated calibration curve to estimate the true calibration error (TCE), is designed. T CE bpm is proven to be a consistent calibration measure. Furthermore, realistic calibration datasets can be generated by the binomial process modeling from a preset true calibration curve and confidence score distribution, which can serve as a benchmark to measure and compare the discrepancy between existing calibration metrics and the true calibration error. The effectiveness of our calibration method and metric are verified in real-world and simulated data. We believe our exploration of integrating prior distributions with empirical data will guide the development of better-calibrated models, contributing to trustworthy AI.
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