arXiv:2502.15131v4 Announce Type: replace-cross Abstract: We study the fundamental problem of calibrating a linear binary classifier of the form $\sigma(\hat{w}^\top x)$, where the feature vector $x$ is Gaussian, $\sigma$ is a link function, and $\hat{w}$ is an estimator of the true linear weight $w^\star$. By interpolating with a noninformative $\textit{chance classifier}$, we construct a well-calibrated predictor whose interpolation weight depends on the angle $\angle(\hat{w}, w_\star)$ between the estimator $\hat{w}$ and the true linear weight $w_\star$. We establish that this angular calib
Source: arXiv cs.LG — read the full report at the original publisher.