Can You Trust Your Model's Uncertainty? Evaluating Predictive Uncertainty Under Dataset Shift

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Summary

A large-scale benchmark of existing state-of-the-art methods on classification problems and the effect of dataset shift on accuracy and calibration is presented, finding that traditional post-hoc calibration does indeed fall short, as do several other previous methods.

Type
preprint
Published
2019-06-06
Cited by
2,394
References
58
Access
Open access

Keywords

Machine learning, Benchmark (surveying), Computer science, Artificial intelligence, Calibration

References

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