arXiv · 2002.02644
Temporal Probability Calibration
Abstract
In many applications, accurate class probability estimates are required, but many types of models produce poor quality probability estimates despite achieving acceptable classification accuracy. Even though probability calibration has been a hot topic of research in recent times, the majority of this has investigated non-sequential data. In this paper, we consider calibrating models that produce class probability estimates from sequences of data, focusing on the case where predictions are obtained from incomplete sequences. We show that traditional calibration techniques are not sufficiently expressive for this task, and propose methods that adapt calibration schemes depending on the length of an input sequence. Experimental evaluation shows that the proposed methods are often substantially more effective at calibrating probability estimates from modern sequential architectures for incomplete sequences across a range of application domains.
Explore related subjects
Keep this discovery
Tim Leathart, Maksymilian Polaczuk. 2020-02-07. Temporal Probability Calibration. https://arxiv.org/abs/2002.02644
Cite the original work for its findings. Save a collection to share your selection of sources.