Stratification of uncertainties recalibrated by isotonic regression and its impact on calibration error statistics

Understand

Abstract Post hoc recalibration of prediction uncertainties of machine learning regression problems by isotonic regression might present a problem for bin-based calibration error statistics (e.g.

• ENCE).
• Isotonic regression often produces stratified uncertainties, i.e.
• subsets of uncertainties with identical numerical values.