When is Multicalibration Post-Processing Necessary?
Calibration is a well-studied property of predictors which guarantees meaningful uncertainty estimates. Multicalibration is a related notion -- originating in algorithmic fairness -- which requires predictors to be simultaneously calibrated over a potentially complex and overlapping collection of protected subpopulations (such as groups defined by ethnicity, race, or income). We conduct the first comprehensive study evaluating the usefulness of multicalibration post-processing across a broad set of tabular, image, and language datasets for models spanning from simple decision trees to 90 million parameter fine-tuned LLMs. Our findings can be summarized as follows: (1) models which are calibrated out of the box tend to be relatively multicalibrated without any additional post-processing; (2) multicalibration post-processing can help inherently uncalibrated models and large vision and language models; and (3) traditional calibration measures may sometimes provide multicalibration implicitly. More generally, we also distill many independent observations which may be useful for practical and effective applications of multicalibration post-processing in real-world contexts. We also release a python package implementing multicalibration algorithms, available via `pip install multicalibration'.
Code (3)
Tasks
FairnessMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Who's the (Multi-)Fairest of Them All: Rethinking Interpolation-Based Data Augmentation Through the Lens of Multicalibration
Data augmentation methods, especially SoTA interpolation-based methods such as Fair Mixup, have been widely shown to increase model fairness. However, this fairness is evaluated on metrics that do not capture model uncer…
AllData AugmentationFairnessHoldout Set+1Unified Approach for Weakly Supervised Multicalibration
Multicalibration requires predicted scores to agree with label probabilities across rich families of subgroups and score-dependent tests, but existing methods require clean input-label pairs for evaluation and post-proce…
Fair admission risk prediction with proportional multicalibration
Fair calibration is a widely desirable fairness criteria in risk prediction contexts. One way to measure and achieve fair calibration is with multicalibration. Multicalibration constrains calibration error among flexibly…
FairnessPredictionBridging Multicalibration and Out-of-distribution Generalization Beyond Covariate Shift
We establish a new model-agnostic optimization framework for out-of-distribution generalization via multicalibration, a criterion that ensures a predictor is calibrated across a family of overlapping groups. Multicalibra…
Out-of-Distribution GeneralizationMulticalibration Boosting: Theory, Convergence, and Transferability
Multicalibration extends classical calibration by requiring predictions to be unbiased over a rich collection of functions, encompassing both prediction slices and subpopulations. It has emerged as a powerful framework f…