How can we trust a coin flip to predict the weather?
Image: OKFoundryCompany from Richmond, USA, CC BY 2.0, via Wikimedia Commons
How can we trust a coin flip to predict the weather?
Imagine you're trying to guess if it will rain tomorrow. You flip a coin and say heads means rain and tails means no rain. You want to be right 80% of the time.
Flipping a coin isn't a good way to predict rain because it's random. Instead, we need a method that consistently gets the right answer most of the time.
Example
You flip the coin 10 times and get heads 8 times, but it actually rained 6 times. Your coin flip isn't a reliable predictor.
Remember this
Calibration means having a method that gives the correct answer 80% of the time, not relying on random guesses.
Text adapted from Wikipedia, licensed under CC BY-SA 4.0.
Write the reparameterization trick z = μ + σ⊙ε
How can you predict the weather without getting wet?
expected calibration error (ECE) measures: gap between confidence and accuracy
Expected Calibration Error (ECE) measures the gap between predicted confidence levels and actual accuracy
Finite element method
Why does a straight-line guess fail in complex terrain?
importance sampling does: reweights samples from proposal to estimate target expectation
Why can't we always use the same samples to figure out what's happening in a complex system?
log-loss / cross-entropy loss penalizes: confident wrong predictions more heavily
How wrong predictions hurt more than they're supposed to
temperature T in softmax(x/T) controls entropy: T→0 is argmax, T→∞ is uniform
How does adjusting T affect the certainty of choices?
Swipe through 100 ML concepts daily
Open Pocket Polymath