[P] MCGrad: fix calibration of your ML model in subgroups

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Hi r/MachineLearning, 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 subpopulations. The Solution: MCGrad reformulates multicalibration using gradie...