arXiv:2605.09857stat.MLcs.LG2026-05

提出弱监督下统一的多校准评估与修正方法

Unified Approach for Weakly Supervised Multicalibration

论文配图:Unified Approach for Weakly Supervised Multicalibration
图 1 · 摘自论文原文
  • 用污染矩阵重写风险+基于见证的校准约束,实现弱监督下的多校准估计
  • 提出WLMC算法,在无干净标签时仍可进行后处理校准并保证有限样本效果
  • 首次在正例-未标记、无标签-无标签等弱监督场景验证多校准行为

多校准要求预测分数在丰富的子群体和分数依赖测试中与真实标签概率一致,但现有方法依赖干净的输入-标签对进行评估和后处理。这一假设在弱监督学习(WSL)场景中失效——包括正例-未标记、无标签-无标签、正例置信度学习等情形,此时干净标签难以获取,而可靠的不确定性估计却至关重要。本文通过构建多校准误差估计器和后处理修正方法,填补了弱监督下的这一空白。提出统一框架,结合污染矩阵风险重写与基于见证的校准约束,获得具有有限样本保证的修正后多校准矩。进一步提出弱标签多校准提升(WLMC),一种通用的弱监督后处理再校准算法。在多个弱监督设置中开展实验,评估多校准表现,并为弱监督下的不确定性估计提供实证洞察。

原文摘要 · Abstract (English)

Multicalibration requires predicted scores to agree with label probabilities across rich families of subgroups and score-dependent tests, but existing methods require clean input-label pairs for evaluation and post-processing. This assumption fails in weakly supervised learning (WSL) regimes -- including positive-unlabeled, unlabeled-unlabeled, and positive-confidence learning -- where clean labels are costly or unavailable even though reliable uncertainty estimates may be crucial. We address this gap by developing estimators of multicalibration error and post-hoc correction methods for WSL settings in which clean input-label pairs are unavailable. We propose a unified framework for estimating and correcting multicalibration under weak supervision by combining contamination-matrix risk rewrites with witness-based calibration constraints, yielding corrected multicalibration moments with finite-sample guarantees. We further propose weak-label multicalibration boost (WLMC), a generic post-hoc recalibration algorithm under weak supervision. Finally, we conduct experiments across multiple weak-supervision settings to evaluate multicalibration behavior and offer empirical insight into uncertainty estimation under weak supervision.

多校准弱监督校准不确定性

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