The Python package calibration provides different tools for the evaluation of model calibration in classification.
You can install the package by running
pip install git+https://github.com/uu-sml/calibration.git
All tools for evaluating model calibration are based on the predictions of your model on a labelled validation data set. Hence prior to any analysis you have to load a validation data set and compute the predicted class probabilities of your model on it.
# `onehot_targets` should be an array of the one-hot encoded labels of # shape (N, C) where N is the number of data points and C the number of classes inputs, onehot_targets = load_validation_data() # `predictions` should be an array of the predicted class probabilities of shape # (N, C) where N is the number of data points and C the number of classes predictions = model(inputs)
You can estimate the expected calibration error (ECE) of your model with respect to the total variation distance and a binning scheme with 10 bins of uniform size along each dimension from the validation data by running:
import calibration.stats as stats ece = stats.ece(predictions, onehot_targets)
Similarly, you can estimate the mean and the standard deviation of the ECE estimates under the assumption that the model is calibrated:
consistency_ece_mean, consistency_ece_std = stats.consistency_ece(predictions)
Alternatively, the bins can be determined from the validation data to achieve a more even distribution of predictions the bins.
import calibration.binning as binning ece_datadependent_binning = stats.ece(predictions, onehot_targets, binning=binning.DataDependentBinning())
It is also possible to only investigate calibration of certain aspects of your model by using so-called calibration lenses. For instance, you can estimate the expected calibration error using the most confident predictions only.
import calibration.lenses as lenses ece_max = stats.ece(*lenses.maximum_lens(predictions, onehot_targets))
If you want to know more about additional options and functionalities of this package, please have a look at the documentation in the source code.
Vaicenavicius J, Widmann D, Andersson C, Lindsten F, Roll J, Schön TB. Evaluating model calibration in classification. PMLR 89:3459-3467, 2019. online.