arxivcs.LG2026-06-29
Bandwidth Selection in Kernel Density Estimation for Model Calibration
Han Zhou, Teodora Popordanoska, Matthew Blaschko
As deep learning models are increasingly deployed in high-stakes applications, providing well-calibrated uncertainty estimates has become as critical as achieving high predictive accuracy. While Kernel Density Estimation (KDE) has emerged as a smooth and continuous alternative to…