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Pull-quote: “When the model says 70%, it should be right 70% of the time. That’s calibration. Anything less is dishonest.”

Why this matters

“Our model is 92% accurate” is a marketing line. It tells you almost nothing about whether you should trust the model with a decision. The real question is: when the model says it is 70% confident, is it actually right 70% of the time?

That is calibration. The metric is Expected Calibration Error (ECE).

The metric, briefly

Group predictions by their stated probability. For each bin, compare the average predicted probability to the actual observed frequency. The weighted average of the absolute differences is the ECE. Lower is better. Below 0.02 is excellent. Below 0.01 is very good in production.

AeroFarr’s gate classifier achieves ECE 0.012 on 581,316 held-out flights. That means the predicted probabilities track the actual observed frequencies very tightly across the full probability range — not just at the mean.

How we got there

Three ingredients:

  1. A multi-head stacked architecture — separate heads for gate / severity / regression / quantile, each tuned on the loss most appropriate for its job, then combined under a non-linear meta-learner. The meta sees the heads’ outputs and learns how to combine them. Calibration is enforced at each head and at the meta.
  2. Loss functions chosen for calibration, not accuracy. Cross-entropy with label smoothing for classifiers; quantile loss for the quantile heads.
  3. Post-hoc calibration on a holdout slice. Platt scaling and isotonic regression are applied as a final stage on a slice of data the heads never saw.

Calibration has to be designed in from the start. Bolting it on at the end as a band-aid does not work for high-stakes operational use.

Why it matters operationally

If a planner is making a “should we keep this aircraft on the gate?” decision and the model says 30% chance of cancellation, the planner’s mental model is: roughly one in three. If the model is poorly calibrated and 30% is actually 60%, the planner’s prior is wrong, and every decision downstream is wrong.

Calibrated probabilities preserve the planner’s intuition. Uncalibrated probabilities corrupt it.

Conformal prediction on top

Calibration tells you about average behavior. Conformal prediction tells you about individual uncertainty. We use Locally Adaptive Conformal Prediction (LACP) to produce distribution-free prediction intervals — meaning when AeroFarr says “delay between 18 and 47 minutes with 90% coverage,” the actual delay falls in that interval 90% of the time, regardless of underlying distribution shape.

This is the second ingredient of honesty in a production model. Calibration says the model’s stated probabilities mean what they say. Conformal prediction says the model’s stated intervals mean what they say.

Closing

Headline accuracy is a misleading metric for high-stakes decisions. Calibration and conformal prediction are the real ones. ECE 0.012 is what we ship. We don’t quote accuracy without calibration, and we don’t quote intervals without coverage.