Related papers: On the underestimation of model uncertainty by Bay…

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…

Bayesian Neural Networks (BNNs) offer robust uncertainty quantification in model predictions, but training them presents a significant computational challenge. This is mainly due to the problem of sampling multimodal posterior distributions…

In this paper, a novel framework for anomaly estimation is proposed. The basic idea behind our method is to reduce the data into a two-dimensional space and then rank each data point in the reduced space. We attempt to estimate the degree…

K-nearest neighbors (KNN) is one of the earliest and most established algorithms in machine learning. For regression tasks, KNN averages the targets within a neighborhood which poses a number of challenges: the neighborhood definition is…

Bayesian Neural Networks (BNNs) have become one of the promising approaches for uncertainty estimation due to the solid theorical foundations. However, the performance of BNNs is affected by the ability of catching uncertainty. Instead of…

Deep neural networks (DNNs) have made a revolution in numerous fields during the last decade. However, in tasks with high safety requirements, such as medical or autonomous driving applications, providing an assessment of the models…

Deep Neural Networks (DNNs) are powerful tools for various computer vision tasks, yet they often struggle with reliable uncertainty quantification - a critical requirement for real-world applications. Bayesian Neural Networks (BNN) are…

Approximate Bayesian computation (ABC) is a popular technique for approximating likelihoods and is often used in parameter estimation when the likelihood functions are analytically intractable. Although the use of ABC is widespread in many…

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Deep neural networks (DNNs) have achieved state-of-the-art performances in many important domains, including medical diagnosis, security, and autonomous driving. In these domains where safety is highly critical, an erroneous decision can…

Neural Linear Models (NLM) are deep Bayesian models that produce predictive uncertainty by learning features from the data and then performing Bayesian linear regression over these features. Despite their popularity, few works have focused…

We evaluate the uncertainty quality in neural networks using anomaly detection. We extract uncertainty measures (e.g. entropy) from the predictions of candidate models, use those measures as features for an anomaly detector, and gauge how…

This paper investigates two prominent probabilistic neural modeling paradigms: Bayesian Neural Networks (BNNs) and Mixture Density Networks (MDNs) for uncertainty-aware nonlinear regression. While BNNs incorporate epistemic uncertainty by…

Convolutional neural network (CNN) has achieved unprecedented success in image super-resolution tasks in recent years. However, the network's performance depends on the distribution of the training sets and degrades on out-of-distribution…

Inputs to machine learning models can have associated noise or uncertainties, but they are often ignored and not modelled. It is unknown if Bayesian Neural Networks and their approximations are able to consider uncertainty in their inputs.…

This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

While Bayesian neural networks (BNNs) hold the promise of being flexible, well-calibrated statistical models, inference often requires approximations whose consequences are poorly understood. We study the quality of common variational…

Although deep neural network (DNN) has achieved many state-of-the-art results, estimating the uncertainty presented in the DNN model and the data is a challenging task. Problems related to uncertainty such as classifying unknown classes…