--- title: ECE datasets: - tags: - evaluate - metric description: binned estimator of expected calibration error sdk: gradio sdk_version: 3.0.2 app_file: app.py pinned: false --- # Metric Card for ECE ## Metric Description Expected Calibration Error *ECE* is a popular metric to evaluate top-1 prediction miscalibration. It measures the L^p norm difference between a model’s posterior and the true likelihood of being correct. ![ECE definition](https://huggingface.co/spaces/jordyvl/ece/resolve/main/ECE_definition.jpg) It is generally implemented as a binned estimator that discretizes predicted probabilities into ranges of possible values (bins) for which conditional expectation can be estimated. ## How to Use ``` >>> metric = evaluate.load("jordyvl/ece") >>> results = metric.compute(references=[0, 1, 2], predictions=[[0.6, 0.2, 0.2], [0, 0.95, 0.05], [0.7, 0.1 ,0.2]]) >>> print(results) {'ECE': 0.1333333333333334} ``` For valid model comparisons, ensure to use the same keyword arguments. ### Inputs ### Output Values As a metric of calibration *error*, it holds that the lower, the better calibrated a model is. Depending on the L^p norm, ECE will either take value between 0 and 1 (p=2) or between 0 and \infty_+. The module returns dictionary with a key value pair, e.g., {"ECE": 0.64}. ### Examples ```python N = 10 # N evaluation instances {(x_i,y_i)}_{i=1}^N K = 5 # K class problem def random_mc_instance(concentration=1, onehot=False): reference = np.argmax( np.random.dirichlet(([concentration for _ in range(K)])), -1 ) # class targets prediction = np.random.dirichlet(([concentration for _ in range(K)])) # probabilities if onehot: reference = np.eye(K)[np.argmax(reference, -1)] return reference, prediction references, predictions = list(zip(*[random_mc_instance() for i in range(N)])) references = np.array(references, dtype=np.int64) predictions = np.array(predictions, dtype=np.float32) res = ECE()._compute(predictions, references) # {'ECE': float} ``` ## Limitations and Bias See [3],[4] and [5]. ## Citation [1] Naeini, M.P., Cooper, G. and Hauskrecht, M., 2015, February. Obtaining well calibrated probabilities using bayesian binning. In Twenty-Ninth AAAI Conference on Artificial Intelligence. [2] Guo, C., Pleiss, G., Sun, Y. and Weinberger, K.Q., 2017, July. On calibration of modern neural networks. In International Conference on Machine Learning (pp. 1321-1330). PMLR. [3] Nixon, J., Dusenberry, M.W., Zhang, L., Jerfel, G. and Tran, D., 2019, June. Measuring Calibration in Deep Learning. In CVPR Workshops (Vol. 2, No. 7). [4] Kumar, A., Liang, P.S. and Ma, T., 2019. Verified uncertainty calibration. Advances in Neural Information Processing Systems, 32. [5] Vaicenavicius, J., Widmann, D., Andersson, C., Lindsten, F., Roll, J. and Schön, T., 2019, April. Evaluating model calibration in classification. In The 22nd International Conference on Artificial Intelligence and Statistics (pp. 3459-3467). PMLR. [6] Allen-Zhu, Z., Li, Y. and Liang, Y., 2019. Learning and generalization in overparameterized neural networks, going beyond two layers. Advances in neural information processing systems, 32. ## Further References