Training uncertainty-aware classifiers with conformalized deep learning
Bat-Sheva Einbinder, Yaniv Romano, Matteo Sesia , and Yanfei Zhou
In Advances in Neural Information Processing Systems (NeurIPS), 2022
We develop a training strategy for deep multiclass classification that improves model calibration, leading to more informative, reliable uncertainty estimates. Its core is a novel loss function that mitigates overfitting and overconfidence often observed with cross-entropy training. We show the method’s reliability and efficiency on synthetic and real datasets such as CIFAR-10.