Why Calibration?
Individual probabilities are hard to verify directly, so we start with auditable empirical tests that real probabilities should pass.
ICML 2026 Tutorial
A tutorial on calibration, decision calibration, multicalibration, and related ideas in learning, downstream decision-making, and information aggregation.
Aaron Roth
University of Pennsylvania
Natalie Collina
University of Pennsylvania / MIT
Ira Globus-Harris
Cornell University
Abstract
In this tutorial we will learn about a powerful framework to make probabilistic predictions in ways that "look like real probabilities" in all of the ways that matter for downstream applications. We'll see how to do this efficiently even in difficult, adversarial environments, and then focus on two concrete applications.
First we'll see how to make predictions that are "trustworthy" for downstream decision makers. Many downstream decision makers, each with different objectives and actions, will be able to act optimally as if our predictions are correct, and get strong guarantees about their performance. Next, we'll see how to make predictions that allow for efficient collaboration between two differently informed parties, like an AI and a human user, who can't easily share their observations, while still obtaining the complementary benefits of their individual knowledge. We'll end with a quick survey of many other applications of this technique.
Tutorial Roadmap
The tutorial follows one thread: identify the empirical properties of probabilities that make them useful, learn forecasts satisfying those properties, and use them for decisions and collaboration between agents with different information.
Individual probabilities are hard to verify directly, so we start with auditable empirical tests that real probabilities should pass.
Calibration becomes much more useful when it holds on rich, overlapping subsequences defined by context, groups, benchmarks, or interaction history.
The minimax and approachability viewpoint turns a large family of calibration-style constraints into online learning algorithms with adversarial guarantees.
The middle part focuses on the tests needed for good downstream decisions: forecasts should be unbiased on the regions where clinicians choose each action.
Conditional calibration also gives a tractable way to reason about communication between agents with different information, replacing idealized Bayesian common-prior assumptions with enforceable behavioral conditions.
Interactive
A companion to the calibration and multicalibration part of the tutorial: predict sepsis risk online, let simple treatment rules act on the forecasts, and watch calibration error and downstream regret evolve.
Disclaimer: We are not doctors. Do not use this to predict Sepsis!
The forecaster predicts whether a patient will develop sepsis. Clinicians use the forecast to decide when to treat. The main score is how much the worst clinician regrets trusting the forecasts; lower is better.
Try first: press Run 50, then switch the algorithm goal and compare worst clinician regret with calibration error.
Next patient context
Use Next patient to watch the context change; batch runs jump through many contexts.
Sepsis-risk forecast
Hidden
No completed rounds yet
Each clinician follows a simple treatment rule on the days when they are active.
Materials
Tutorial slides and comprehensive lecture notes are available for download.
Final ICML 2026 tutorial slides for Calibration, Decisions, and Collaboration in Learning.
Uncertain: Modern Topics in Uncertainty Estimation is a working draft covering calibration, multicalibration, conformal prediction, distribution shift, omniprediction, and related topics.
A recording link will be added here after ICML posts the tutorial video.
Resources
Papers are grouped by theme and annotated with a brief description of their main contribution. Public versions, including arXiv and open proceedings pages, are linked when available.
Formalizes calibration for sequential probability forecasts and proves that a coherent Bayesian expects their forecasts to be well calibrated.
Calibration-Based Empirical Probability
Develops a calibration-based account of empirical probability, using long-run forecasting behavior to ground frequency-style probability assessments.
Calibrated Learning and Correlated Equilibrium
Shows that players who best respond to calibrated forecasts generate play whose limit points are correlated equilibria.
Shows that randomized forecasting can guarantee asymptotic calibration against arbitrary outcome sequences, while deterministic forecasting cannot.
Deterministic Calibration and Nash Equilibrium
Introduces weak calibration, a deterministic Lipschitz-test-function relaxation later shown essentially equivalent to smooth calibration, and uses it for Nash-equilibrium learning dynamics.
Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics
Introduces smooth calibration, showing it can be achieved deterministically with leaked finite-memory forecasts and yields approximate Nash play in repeated games.
Multicalibration: Calibration for the Computationally-Identifiable Masses
Introduces multicalibration and multiaccuracy, gives algorithms for learning multicalibrated predictors, and connects the task to agnostic learning.
Multiaccuracy: Black-Box Post-Processing for Fairness in Classification
Develops multiaccuracy auditing and black-box post-processing as a practical way to remove systematic subgroup residual bias without retraining or white-box access to the original predictor.
Defines low-degree multicalibration as an efficient hierarchy between multiaccuracy and full multicalibration that retains key fairness and accuracy guarantees.
How Global Calibration Strengthens Multiaccuracy
Clarifies the hierarchy between multiaccuracy, calibrated multiaccuracy, and multicalibration by showing that global calibration makes multiaccuracy much more powerful.
Multiaccuracy and Multicalibration via Proxy Groups
Shows how proxy-sensitive attributes can upper-bound and help mitigate multiaccuracy and multicalibration violations when true sensitive-group labels are missing.
Inherent Trade-Offs in the Fair Determination of Risk Scores
Establishes incompatibility results showing that natural fairness requirements for risk scores, including calibration, cannot generally be simultaneously satisfied.
Fair Prediction with Disparate Impact: A Study of Bias in Recidivism Prediction Instruments
Analyzes calibration and disparate impact in recidivism prediction, giving an influential statistical account of fairness tradeoffs.
Shows that calibrated probability estimates are compatible with only limited error-rate parity constraints, highlighting a sharp tension between calibration and error-disparity goals.
Sample Complexity of Uniform Convergence for Multicalibration
Gives uniform-convergence sample-complexity bounds that control population multicalibration error from empirical multicalibration error independently of prediction error.
Moment Multicalibration for Uncertainty Estimation
Extends multicalibration from means to higher moments, enabling calibrated uncertainty estimates such as variances.
Online Minimax Multiobjective Optimization: Multicalibeating and Other Applications
Develops a vector-valued online optimization framework that recovers multicalibration guarantees and enables multicalibeating against collections of forecasters.
Multicalibrated Partitions for Importance Weights
Introduces multicalibrated partitions to compute importance weights from samples with set-wise sandwiching guarantees.
Calibeating: Beating Forecasters at Their Own Game
Introduces calibeating, showing how to post-process external forecasts online to improve calibration without losing refinement or Brier-score performance.
Multicalibrated Regression for Downstream Fairness
Shows how a multicalibrated regression function can be post-processed without labeled data to solve many downstream fairness-constrained classification tasks.
The Statistical Scope of Multicalibration
Characterizes which continuous scalar distributional properties can be multicalibrated by showing that multicalibration is possible exactly for elicitable properties.
A Unifying Perspective on Multi-Calibration: Game Dynamics for Multi-Objective Learning
Places multicalibration in a multi-objective learning framework and uses game dynamics to simplify analyses and improve guarantees for several variants.
Improved and Oracle-Efficient Online L1-Multicalibration
Gives direct online L1-multicalibration algorithms with improved rates and an oracle-efficient variant for large or infinite group families.
Discretization-free Multicalibration through Loss Minimization over Tree Ensembles
Gives an ERM-based, discretization-free multicalibration method over depth-two tree ensembles that can be implemented with off-the-shelf gradient-boosted tree methods.
Optimal Lower Bounds for Online Multicalibration
Establishes the minimax rate for online multicalibration by proving lower bounds that match existing upper bounds up to logarithmic factors.
Reduces calibeating and multi-calibeating to standard regret-minimization problems, yielding optimal rates for broad classes of proper losses.
Gives a GGM-style black-box reduction showing that online multicalibration can be achieved by combining a no-regret learner over test functions with an expected variational inequality solver, yielding oracle-efficient sqrt(T)-type guarantees.
The Sample Complexity of Multicalibration
Establishes the minimax sample complexity of batch multicalibration, showing that epsilon^{-3} samples are necessary and sufficient up to polylogarithmic factors for polynomial-size group families.
Instance-Adaptive Online Multicalibration
Gives an efficient online multicalibration algorithm that recovers worst-case-optimal rates while adapting to easier stochastic and piecewise-stationary instances.
Adaptive Calibration in Non-Stationary Environments
Develops online calibration algorithms whose guarantees adapt to the degree of non-stationarity, interpolating between stationary, piecewise-stationary, and adversarial regimes under multiple calibration measures.
Optimal Deterministic Multicalibration and Omniprediction
Gives minimax-optimal deterministic algorithms for multicalibration and outcome indistinguishability, yielding deterministic omnipredictors and panpredictors with optimal sample complexity.
Universal Adaptability: Target-Independent Inference that Competes with Propensity Scoring
Uses multicalibration to build a single source-population estimator whose inferences remain valid across many downstream target populations.
HappyMap: A Generalized Multicalibration Method
Introduces s-Happy multicalibration and a HappyMap meta-algorithm that unifies and extends applications to covariate shift, missing data, uncertainty, and fairness.
Uses multiaccurate post-processing to make conditional average treatment-effect estimates robust to unknown covariate shifts at deployment time.
Bridging Multicalibration and Out-of-Distribution Generalization Beyond Covariate Shift
Extends multicalibration to label-dependent grouping functions, linking it to invariance and robust out-of-distribution generalization beyond covariate shift.
Online Multivalid Learning: Means, Moments, and Prediction Intervals
Introduces adversarial online multivalid learning for means, moments, and prediction intervals, giving subgroup-conditional uncertainty guarantees for black-box predictors.
Practical Adversarial Multivalid Conformal Prediction
Gives a lightweight sequential conformal method with threshold-conditional and subgroup-conditional empirical coverage guarantees without a held-out calibration set.
Batch Multivalid Conformal Prediction
Develops batch conformal algorithms whose coverage guarantees hold simultaneously conditional on group membership and nonconformity threshold.
Introduces outcome indistinguishability, requiring a predictor-induced generative model of outcomes to be hard for efficient tests to refute from real observations.
Introduces omniprediction as loss-oblivious learning, where one predictor can be post-processed to compete with a hypothesis class for many downstream losses.
Loss Minimization through the Lens of Outcome Indistinguishability
Shows that loss outcome indistinguishability implies omniprediction and can be decomposed into calibration plus calibrated multiaccuracy.
When Does Optimizing a Proper Loss Yield Calibration?
Shows that local optimality for proper-loss minimization under Lipschitz post-processing is equivalent, up to approximation, to smooth calibration.
Swap Agnostic Learning, or Characterizing Omniprediction via Multicalibration
Introduces swap agnostic learning and proves equivalences among swap omniprediction, multicalibration variants, and outcome indistinguishability notions.
Omnipredictors for Constrained Optimization
Extends omniprediction to settings where both the downstream loss and constraints are unknown at learning time but later imposed through known subpopulations.
Multicalibration as Boosting for Regression
Characterizes multicalibration through a squared-error swap-regret condition and gives a regression-oracle boosting algorithm with agnostic guarantees.
Loss Minimization Yields Multicalibration for Large Neural Networks
Shows that minimizing squared loss over sufficiently expressive neural networks can imply multicalibration with respect to smaller neural-network group classes.
Oracle Efficient Online Multicalibration and Omniprediction
Develops oracle-efficient online multicalibration for infinite benchmark classes and derives the first oracle-efficient online omnipredictor.
Near-Optimal Algorithms for Omniprediction
Gives near-optimal online and offline omniprediction algorithms whose online regret nearly matches single-loss learning rates.
Sample Efficient Omniprediction and Downstream Swap Regret for Non-Linear Losses
Defines decision swap regret, generalizing omniprediction and downstream swap regret, and gives online and batch algorithms for multidimensional nonlinear Lipschitz losses.
Improved Bounds for Swap Multicalibration and Swap Omniprediction
Improves online swap multicalibration and swap omniprediction rates and translates them into better distributional sample-complexity bounds.
Online Omniprediction with Long-Term Constraints
Introduces online omniprediction with long-term constraints, where one prediction stream lets many downstream agents obtain no-regret guarantees while satisfying cumulative constraints.
Efficient Swap Multicalibration of Elicitable Properties
Extends swap multicalibration from means to general elicitable properties and gives oracle-efficient online algorithms with improved rates.
From Pseudorandomness to Multi-Group Fairness and Back
Connects multi-group fairness to pseudorandomness through statistical-distance variants of multicalibration, yielding algorithms and a real-valued hardcore lemma.
Complexity-Theoretic Implications of Multicalibration
Uses multicalibration to strengthen regularity-lemma applications including hardcore lemmas, dense-model theorems, and conditional pseudo-min-entropy equivalences.
Calibrating Predictions to Decisions: A Novel Approach to Multi-Class Calibration
Introduces decision calibration for multiclass prediction, replacing infeasible distribution calibration with indistinguishability to bounded-action downstream decision-makers.
A Unifying Theory of Distance from Calibration
Defines distance to the nearest calibrated predictor as a ground-truth calibration metric and identifies efficiently estimable calibration measures consistent with it.
U-Calibration: Forecasting for an Unknown Agent
Introduces U-calibration as the maximum regret of forecasts under any bounded scoring rule, showing it is necessary and sufficient for all unknown agents to obtain sublinear regret.
On the Distance from Calibration in Sequential Prediction
Extends distance to calibration to sequential prediction and nonconstructively establishes the existence of an online forecasting algorithm with O(sqrt(T)) adversarial distance to calibration.
On Computationally Efficient Multi-Class Calibration
Introduces projected smooth calibration for multiclass prediction, giving polynomial-in-k recalibration algorithms while proving barriers for stronger multiclass calibration notions.
Forecasting for Swap Regret for All Downstream Agents
Shows that event-unbiased forecasts can give all downstream best-responding agents low swap regret with better dimension dependence than calibrated forecasts.
Calibration Error for Decision Making
Introduces Calibration Decision Loss as the worst-case downstream decision-payoff improvement from recalibrating forecasts and gives an efficient online algorithm with near-optimal expected error.
Truthfulness of Calibration Measures
Shows that many existing calibration measures are not truthful and introduces subsampled smooth calibration error as a more incentive-compatible alternative.
An Elementary Predictor Obtaining 2 sqrt(T) + 1 Distance to Calibration
Gives a simple deterministic online predictor achieving distance to calibration at most 2 sqrt(T) + 1 in the adversarial setting.
High-Dimensional Prediction for Sequential Decision Making
Gives efficient high-dimensional event-unbiased forecasts that support downstream decision-makers, conditional regret guarantees, and online multicalibration rates.
Truthfulness of Decision-Theoretic Calibration Measures
Introduces a decision-theoretic calibration measure that is both truthful and useful for downstream no-regret decision-making, while proving limits for such measures.
Smooth Calibration and Decision Making
Shows how post-processing low distance-to-calibration forecasts can achieve decision-theoretic calibration measures such as ECE and calibration decision loss.
A Perfectly Truthful Calibration Measure
Introduces averaged two-bin calibration error, a perfectly truthful batch calibration measure that is sound, complete, continuous, and efficiently computable.
Auditability and the Landscape of Distance to Multicalibration
Studies metrics for distance to multicalibration, showing that natural dCE-style generalizations fail either auditability or geometric desiderata and proposing auditable alternatives.
Turns learning algorithms into efficient agreement protocols using tractable calibration relaxations of Bayesian rationality.
Collaborative Prediction: Tractable Information Aggregation via Agreement
Gives efficient collaboration protocols that aggregate predictions from parties with different features without requiring either party to reveal those features.
Networked Information Aggregation via Machine Learning
Studies distributed learning over DAGs of agents who observe different features and their parents' predictions, identifying graph depth as the key parameter governing when information aggregation is possible.
Gives an early frequency-theoretic account of probability and foreshadows the reference class problem by emphasizing that individual cases can be grouped in many different ways.
Introduces the modern framing of the reference class problem for single-case probabilities and motivates choosing the most specific reference class supported by reliable statistics.
Objectively Homogeneous Reference Classes
Proposes objective homogeneity as a criterion for legitimate reference classes: no further statistically relevant partition should change the conditional probability.
The Reference Class Problem Is Your Problem Too
Argues that the reference class problem is not merely a frequentist difficulty, but recurs across major interpretations of probability, including Bayesian prior choice.
Surveys interpretations of individual risk, distinguishing group-to-individual and individual-to-group approaches while explaining why individual probabilities remain elusive but pragmatically useful.
Reconciling Individual Probability Forecasts
Introduces model reconciliation, showing that substantial disagreement between two individual-probability models yields a reference class that can empirically falsify and improve at least one of them.
Resolving the Reference Class Problem at Scale
Distinguishes the individual reference class problem from the at-scale version faced by machine-learning systems, arguing that multicalibration-style statistical tools can mitigate the latter.
When is Multicalibration Post-Processing Necessary?
Empirically maps when multicalibration post-processing helps, finding that already calibrated models are often relatively multicalibrated while uncalibrated large models can benefit.
Multicalibration for Confidence Scoring in LLMs
Applies multicalibration to LLM confidence scoring using embedding clusters and self-annotation groups, with algorithmic variants that reduce overfitting.
MCGrad: Multicalibration at Web Scale
Proposes MCGrad, a scalable multicalibration algorithm that avoids manually specifying subgroups and has been deployed in large-scale production systems.
Obtaining Calibrated Probability Estimates from Decision Trees and Naive Bayesian Classifiers
Compares practical methods for calibrating decision-tree and naive Bayes probabilities, recommending binning for naive Bayes and smoothing or curtailment for trees.
Predicting Good Probabilities with Supervised Learning
Analyzes characteristic probability distortions across supervised learning algorithms and evaluates Platt scaling and isotonic regression as calibration fixes.
On Calibration of Modern Neural Networks
Shows that modern neural networks are often overconfident and that temperature scaling is a simple, strong post-processing baseline for calibration.
Introduces Dirichlet calibration as a multiclass post-processing method that generalizes temperature scaling.