rankECE: a ranking-based measure that beats binned ECE for calibration error

_onionesque · x · 2026-09-14

Surfacing a gem from arXiv slop: Chatterjee & Foygel Barber's "A Ranking Approach for Measuring Calibration". It argues ECE cannot be estimated with guaranteed accuracy assumption-free and proposes rankECE, based on comparing points with neighboring predicted probabilities; theory and experiments show rankECE is a better proxy for ECE than common binned approximations.

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