MCGrad: fix calibration of your ML model in subgroups

Hi r/datascience We’re open-sourcing MCGrad , a Python package for multicalibration–developed and deployed in production at Meta. This work will also be presented at KDD 2026. The Problem: A model can be globally calibrated yet significantly miscalibrated within identifiable subgroups or feature intersections (e.g., "users in region X on mobile devices"). Multicalibration aims to ensure reliability across such subp