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Multicalibration for subgroup probability calibration, MCGrad

April 4, 2026r/datascience, r/MachineLearning

In r/datascience and r/MachineLearning, an open-source multicalibration package frames calibration as a subgroup reliability problem, not just a global metric, aiming to reduce hidden miscalibration across intersections in production models.

We’re open-sourcing MCGrad, a Python package for multicalibration–developed and deployed in production at Meta.
A model can be globally calibrated yet significantly miscalibrated within identifiable subgroups or feature intersections
Multicalibration aims to ensure reliability across such subpopulations.
r/datascience
r/MachineLearning
calibrationopen sourcepython packagepython package

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