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What is: MACEst?

SourceMACEst: The reliable and trustworthy Model Agnostic Confidence Estimator
Year2000
Data SourceCC BY-SA - https://paperswithcode.com

Model Agnostic Confidence Estimator, or MACEst, is a model-agnostic confidence estimator. Using a set of nearest neighbours, the algorithm differs from other methods by estimating confidence independently as a local quantity which explicitly accounts for both aleatoric and epistemic uncertainty. This approach differs from standard calibration methods that use a global point prediction model as a starting point for the confidence estimate.