Beyond ECE: Calibrated Size Ratio, Risk Assessment, and Confidence-Weighted Metrics

Confidence calibration has been dominated by the Expected Calibration Error (ECE), a linear metric that counts calibration offset equally regardless of the confidence level at which it occurs. We show that ECE can remain small even under arbitrarily large overconfidence risk, so we propose Calibrated Size Ratio (CSR) instead, an interpretable metric that equals 1 under perfect calibration, from which we derive the risk probability $P_{\mathrm{risk}}$ that quantifies the statistical evidence for overconfidence. We further argue that overconfidence risk assessment must be complemented by a measure of discriminative value: whether the assigned confidences actively distinguish correct from incorrect predictions. We show that confidence-weighted accuracy $\mathrm{cwA}$ is the natural such complement, and that confidence-weighting extends to all standard classification metrics. In particular, we prove that the confidence-weighted AUC (cwAUC) captures the information about calibration while the classical AUC cannot. We validate the proposed indicators on several synthetic confidence distributions under multiple controlled calibration profiles and find that CSR separates risky from non-risky assignments. We also test the metrics on fifteen real datasets, with and without post-hoc calibration, and find that standard methods can yield risky confidence profiles.

Algebraic Machine Learning: Learning as computing an algebraic decomposition of a task

Statistics and Optimization are foundational to modern Machine Learning. Here, we propose an alternative foundation based on Abstract Algebra, with mathematics that facilitates the analysis of learning. In this approach, the goal of the task and the data are encoded as axioms of an algebra, and a model is obtained where only these axioms and their logical consequences hold. Although this is not a generalizing model, we show that selecting specific subsets of its breakdown into algebraic atoms obtained via subdirect decomposition gives a model that generalizes. We validate this new learning principle on standard datasets such as MNIST, FashionMNIST, CIFAR-10, and medical images, achieving performance comparable to optimized multilayer perceptrons. Beyond data-driven tasks, the new learning principle extends to formal problems, such as finding Hamiltonian cycles from their specifications and without relying on search. This algebraic foundation offers a fresh perspective on machine intelligence, featuring direct learning from training data without the need for validation dataset, scaling through model additivity, and asymptotic convergence to the underlying rule in the data.