Truthful Calibration Errors for Multi-Class Prediction
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
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2025
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| _version_ | 1866917503885639680 |
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| author | Lu, Yuxuan Wu, Yifan Hartline, Jason Hu, Lunjia |
| author_facet | Lu, Yuxuan Wu, Yifan Hartline, Jason Hu, Lunjia |
| contents | Calibrated predictions are useful because their numerical values can be interpreted as probabilities. Calibration errors are therefore widely used to evaluate, compare, and tune probabilistic predictors. Recently, Haghtalab et al. (2024) introduced an additional requirement for such measures: truthfulness. A calibration measure is truthful if a predictor minimizes its expected measured error by reporting the true conditional label distribution. Many standard empirical calibration errors are non-truthful: a predictor may appear better calibrated by distorting its probabilities rather than reporting them truthfully.
We study the practical role of truthfulness for calibration measurement in multiclass prediction. First, we introduce perfectly truthful calibration errors for multidimensional linear properties of the label distribution, generalizing the truthful calibration error for binary predictions in Hartline et al. (2025). This framework includes full multiclass calibration and classwise calibration. We also identify a truthful correction for confidence calibration. Second, we characterize the decision-theoretic implications of these truthful errors. For calibrated predictors, truthful calibration errors preserve the Blackwell dominance: a more informative calibrated predictor receives no larger expected error. Third, we show that this decision-theoretic interpretation explains and mitigates the well-observed ranking robustness problem of binned calibration errors. Empirically, non-truthful confidence-based errors can reverse model rankings when the number of bins changes, while our truthful errors give more stable rankings across binning choices. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2510_06388 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Truthful Calibration Errors for Multi-Class Prediction Lu, Yuxuan Wu, Yifan Hartline, Jason Hu, Lunjia Machine Learning Data Structures and Algorithms Calibrated predictions are useful because their numerical values can be interpreted as probabilities. Calibration errors are therefore widely used to evaluate, compare, and tune probabilistic predictors. Recently, Haghtalab et al. (2024) introduced an additional requirement for such measures: truthfulness. A calibration measure is truthful if a predictor minimizes its expected measured error by reporting the true conditional label distribution. Many standard empirical calibration errors are non-truthful: a predictor may appear better calibrated by distorting its probabilities rather than reporting them truthfully. We study the practical role of truthfulness for calibration measurement in multiclass prediction. First, we introduce perfectly truthful calibration errors for multidimensional linear properties of the label distribution, generalizing the truthful calibration error for binary predictions in Hartline et al. (2025). This framework includes full multiclass calibration and classwise calibration. We also identify a truthful correction for confidence calibration. Second, we characterize the decision-theoretic implications of these truthful errors. For calibrated predictors, truthful calibration errors preserve the Blackwell dominance: a more informative calibrated predictor receives no larger expected error. Third, we show that this decision-theoretic interpretation explains and mitigates the well-observed ranking robustness problem of binned calibration errors. Empirically, non-truthful confidence-based errors can reverse model rankings when the number of bins changes, while our truthful errors give more stable rankings across binning choices. |
| title | Truthful Calibration Errors for Multi-Class Prediction |
| topic | Machine Learning Data Structures and Algorithms |
| url | https://arxiv.org/abs/2510.06388 |