Calibration results
Run the calculator to view results.
Calibration curve
Probability distribution
Bin calibration error
Bin-level results
| Model | Bin | Range | Count | Weight | Mean probability | Positives | Observed rate | Absolute error | Squared error | Confidence interval | Direction |
|---|
Interpretation
Calculator options
Formula used
ECE = Σ (nₘ / n) × |observed rateₘ − mean probabilityₘ| Brier score = (1 / n) × Σ (probabilityᵢ − outcomeᵢ)² Log loss = −(1 / n) × Σ [yᵢ log(pᵢ) + (1 − yᵢ) log(1 − pᵢ)]
How to use
- Enter actual labels and predicted probabilities.
- Select binning, interval, recalibration, and chart options.
- Click Calculate calibration to generate metrics and graphs.
- Review the diagonal gap, bin errors, and probability distribution.
- Export tables, observations, images, or a printable report.
Example data
| Observation | Actual | Predicted probability |
|---|---|---|
| 1 | 0 | 0.08 |
| 2 | 0 | 0.17 |
| 3 | 1 | 0.28 |
| 4 | 0 | 0.35 |
| 5 | 1 | 0.46 |
Calibration guidance
Calibration measures probability reliability. A calibrated model predicts frequencies that match observed outcomes. It does not measure ranking quality alone.
Points below the diagonal indicate overconfidence. Points above the diagonal indicate underconfidence. Sparse bins require cautious interpretation.
Calibration should use unseen data. Recalibration and evaluation should use separate samples. This avoids optimistic reliability estimates.
Frequently asked questions
What does a calibration curve show?
It compares predicted probabilities with observed event frequencies across probability bins.
What is perfect calibration?
Perfect calibration places the model curve directly on the diagonal reference line.
What does overconfidence mean?
Predicted probabilities are higher than the observed positive rate in corresponding bins.
What does underconfidence mean?
Observed positive rates exceed the model’s average predicted probabilities.
How many bins should I use?
Use enough bins for detail while retaining sufficient observations within every bin.
What is ECE?
Expected Calibration Error summarizes weighted absolute gaps between confidence and observed frequency.
Is a lower Brier score better?
Yes. Lower values indicate more accurate probability predictions for binary outcomes.
Does good AUC guarantee calibration?
No. Discrimination and probability calibration measure different properties of a model.
When should recalibration be applied?
Apply recalibration when probabilities are systematically biased on representative unseen validation data.