Beyond temperature scaling: Obtaining well-calibrated multi-class probabilities with Dirichlet calibration

Meelis Kull, Miquel Perello Nieto, Markus Kängsepp, Telmo Silva Filho, Hao Song, Peter Flach

Neural Information Processing Systems 

It is easily implemented with neural nets since it is equivalent to log-transforming the uncalibrated probabilities, followed by one linear layer and softmax.

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