Multiclass Local Calibration with the Jensen-Shannon Distance

Fuente: arXiv
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Auteurs principaux: Barbera, Cesare, Perini, Lorenzo, De Toni, Giovanni, Passerini, Andrea, Pugnana, Andrea
Format: Preprint
Publié: 2025
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author Barbera, Cesare
Perini, Lorenzo
De Toni, Giovanni
Passerini, Andrea
Pugnana, Andrea
author_facet Barbera, Cesare
Perini, Lorenzo
De Toni, Giovanni
Passerini, Andrea
Pugnana, Andrea
contents Developing trustworthy Machine Learning (ML) models requires their predicted probabilities to be well-calibrated, meaning they should reflect true-class frequencies. Among calibration notions in multiclass classification, strong calibration is the most stringent, as it requires all predicted probabilities to be simultaneously calibrated across all classes. However, existing approaches to multiclass calibration lack a notion of distance among inputs, which makes them vulnerable to proximity bias: predictions in sparse regions of the feature space are systematically miscalibrated. In this work, we address this main shortcoming by introducing a local perspective on multiclass calibration. First, we formally define multiclass local calibration and establish its relationship with strong calibration. Second, we theoretically analyze the pitfalls of existing evaluation metrics when applied to multiclass local calibration. Third, we propose a practical method to enhance local calibration in Neural Networks, which enforces alignment between predicted probabilities and local estimates of class frequencies using the Jensen-Shannon distance. Finally, we empirically validate our approach against existing multiclass calibration techniques.
format Preprint
id arxiv_https___arxiv_org_abs_2510_26566
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Multiclass Local Calibration with the Jensen-Shannon Distance
Barbera, Cesare
Perini, Lorenzo
De Toni, Giovanni
Passerini, Andrea
Pugnana, Andrea
Machine Learning
Artificial Intelligence
Developing trustworthy Machine Learning (ML) models requires their predicted probabilities to be well-calibrated, meaning they should reflect true-class frequencies. Among calibration notions in multiclass classification, strong calibration is the most stringent, as it requires all predicted probabilities to be simultaneously calibrated across all classes. However, existing approaches to multiclass calibration lack a notion of distance among inputs, which makes them vulnerable to proximity bias: predictions in sparse regions of the feature space are systematically miscalibrated. In this work, we address this main shortcoming by introducing a local perspective on multiclass calibration. First, we formally define multiclass local calibration and establish its relationship with strong calibration. Second, we theoretically analyze the pitfalls of existing evaluation metrics when applied to multiclass local calibration. Third, we propose a practical method to enhance local calibration in Neural Networks, which enforces alignment between predicted probabilities and local estimates of class frequencies using the Jensen-Shannon distance. Finally, we empirically validate our approach against existing multiclass calibration techniques.
title Multiclass Local Calibration with the Jensen-Shannon Distance
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2510.26566