Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

We consider the problem of estimating an unknown coordinate-wise monotone function given noisy measurements, known as the isotonic regression problem. Often, only a small subset of the features affects the output.

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We introduce Iterated Bellman Calibration, a simple, model-agnostic, post-hoc procedure for calibrating off-policy value predictions in infinite-horizon Markov decision processes. Bellman calibration requires that states with similar predicted long-term returns exhibit one-step returns consistent with the Bellman equation under the target policy. We adapt classical histogram and isotonic calibration to the dynamic, counterfactual setting by repeatedly regressing fitted Bellman targets onto a model's predictions, using a doubly robust pseudo-outcome to handle off-policy data. This yields a one-dimensional fitted value iteration scheme that can be applied to any value estimator. Our analysis provides finite-sample guarantees for both calibration and prediction under weak assumptions, and critically, without requiring Bellman completeness or realizability.

Accurate and reliable probability predictions are essential for multi-class supervised learning tasks, where well-calibrated models enable rational decision-making. While isotonic regression has proven effective for binary calibration, its extension to multi-class problems via one-vs-rest calibration produced suboptimal results when compared to parametric methods, limiting its practical adoption. In this work, we propose novel isotonic normalization-aware techniques for multiclass calibration, grounded in natural and intuitive assumptions expected by practitioners. Unlike prior approaches, our methods inherently account for probability normalization by either incorporating normalization directly into the optimization process (NA-FIR) or modeling the problem as a cumulative bivariate isotonic regression (SCIR). Empirical evaluation on a variety of text and image classification datasets across different model architectures reveals that our approach consistently improves negative log-likelihood (NLL) and expected calibration error (ECE) metrics.