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We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

Deep neural networks has been increasingly applied in fault diagnostics, where it uses historical data to capture systems behavior, bypassing the need for high-fidelity physical models. However, despite their competence in prediction tasks,…

Machine Learning · Computer Science 2025-09-24 Arman Mohammadi , Mattias Krysander , Daniel Jung , Erik Frisk

Neural networks have proven successful at learning from complex data distributions by acting as universal function approximators. However, they are often overconfident in their predictions, which leads to inaccurate and miscalibrated…

Machine Learning · Computer Science 2021-02-23 Jeffrey Willette , Juho Lee , Sung Ju Hwang

Computational models in chemistry rely on a number of approximations. The effect of such approximations on observables derived from them is often unpredictable. Therefore, it is challenging to quantify the uncertainty of a computational…

Chemical Physics · Physics 2017-04-21 Gregor N. Simm , Jonny Proppe , Markus Reiher

We propose and investigate probabilistic guarantees for the adversarial robustness of classification algorithms. While traditional formal verification approaches for robustness are intractable and sampling-based approaches do not provide…

Machine Learning · Computer Science 2025-11-11 Peter Blohm , Patrick Indri , Thomas Gärtner , Sagar Malhotra

Studying the reliability of complex systems using machine learning techniques involves facing a series of technical and practical challenges, ranging from the intrinsic nature of the system and data to the difficulties in modeling and…

Machine Learning · Computer Science 2024-10-08 Maria Luz Gamiz , Fernando Navas-Gomez , Rafael Nozal-Cañadas , Rocio Raya-Miranda

In the context of industrially mass-manufactured products, quality management is based on physically inspecting a small sample from a large batch and reasoning about the batch's quality conformance. When complementing physical inspections…

Applications · Statistics 2024-02-22 Simon Cramer , Tobias Müller , Robert H. Schmitt

Uncertainty estimates help to identify ambiguous, novel, or anomalous inputs, but the reliable quantification of uncertainty has proven to be challenging for modern deep networks. In order to improve uncertainty estimation, we propose…

Machine Learning · Computer Science 2021-01-18 Kanil Patel , William Beluch , Dan Zhang , Michael Pfeiffer , Bin Yang

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…

Machine Learning · Statistics 2022-11-10 Bat-Sheva Einbinder , Yaniv Romano , Matteo Sesia , Yanfei Zhou

This paper addresses a significant gap in explainable AI: the necessity of interpreting epistemic uncertainty in model explanations. Although current methods mainly focus on explaining predictions, with some including uncertainty, they fail…

Artificial Intelligence · Computer Science 2024-10-10 Helena Löfström , Tuwe Löfström , Johan Hallberg Szabadvary

Since neural classifiers are known to be sensitive to adversarial perturbations that alter their accuracy, \textit{certification methods} have been developed to provide provable guarantees on the insensitivity of their predictions to such…

Machine Learning · Computer Science 2025-02-26 Cornelius Emde , Francesco Pinto , Thomas Lukasiewicz , Philip H. S. Torr , Adel Bibi

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher

Model-based offline reinforcement learning approaches generally rely on bounds of model error. Estimating these bounds is usually achieved through uncertainty estimation methods. In this work, we combine parametric and nonparametric methods…

Machine Learning · Computer Science 2022-11-07 Guy Tennenholtz , Shie Mannor

We propose a novel method to capture data points near decision boundary in neural network that are often referred to a specific type of uncertainty. In our approach, we sought to perform uncertainty estimation based on the idea of…

Machine Learning · Computer Science 2021-12-21 Ismail Alarab , Simant Prakoonwit

Measuring uncertainty is a promising technique for detecting adversarial examples, crafted inputs on which the model predicts an incorrect class with high confidence. But many measures of uncertainty exist, including predictive en- tropy…

Machine Learning · Statistics 2018-03-26 Lewis Smith , Yarin Gal

Uncertainty estimation has been widely studied in medical image segmentation as a tool to provide reliability, particularly in deep learning approaches. However, previous methods generally lack effective supervision in uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2025-10-15 Yuzhu Li , An Sui , Fuping Wu , Xiahai Zhuang

There has been a growing interest in Machine Unlearning recently, primarily due to legal requirements such as the General Data Protection Regulation (GDPR) and the California Consumer Privacy Act. Thus, multiple approaches were presented to…

Machine Learning · Computer Science 2022-09-20 Alexander Becker , Thomas Liebig

Reliable uncertainty estimation is critical for deploying neural networks (NNs) in real-world applications. While existing calibration techniques often rely on post-hoc adjustments or coarse-grained binning methods, they remain limited in…

Machine Learning · Computer Science 2025-05-30 Pedro Mendes , Paolo Romano , David Garlan

This paper studies online algorithms augmented with multiple machine-learned predictions. While online algorithms augmented with a single prediction have been extensively studied in recent years, the literature for the multiple predictions…

Machine Learning · Computer Science 2022-07-14 Keerti Anand , Rong Ge , Amit Kumar , Debmalya Panigrahi

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

Machine Learning · Computer Science 2025-05-29 Paul Hofman , Yusuf Sale , Eyke Hüllermeier
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