MCGrad: Multicalibration at Web Scale

Production-ready multicalibration for machine learning. Developed by Meta. Accepted at KDD 2026.

Paper: arXiv:2509.19884
Official Code: github.com/facebookincubator/MCGrad
Documentation: mcgrad.dev

Overview

MCGrad is a library for production-ready multicalibration. It ensures your ML model predictions are well-calibrated not just globally, but across virtually any segment defined by your features.

Installation

pip install mcgrad

Getting started

See mcgrad.dev