Probabilistic Scores of Classifiers, Calibration is not Enough

Our paper “Probabilistic Scores of Classifiers, Calibration is not Enough”, with Agathe Fernandes Machado, Emmanuel Flachaire, Ewen Gallic and François Hu is now available on https://arxiv.org/abs/2408.03421 In binary classification tasks, accurate representation of probabilistic predictions is essential for various real-world applications such as predicting payment defaults or assessing medical risks. The model must then be well-calibrated to ensure alignment between predicted probabilities and actual outcomes. However, when score heterogeneity deviates from the underlying data …