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We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…

Machine Learning · Statistics 2022-10-24 Jeahan Jung , Minseok Choi

There is significant need for principled uncertainty reasoning in machine learning systems as they are increasingly deployed in safety-critical domains. A new approach with uncertainty-aware neural networks (NNs), based on learning…

Machine Learning · Computer Science 2022-02-25 Nis Meinert , Alexander Lavin

As machine learning systems get widely adopted for high-stake decisions, quantifying uncertainty over predictions becomes crucial. While modern neural networks are making remarkable gains in terms of predictive accuracy, characterizing…

Machine Learning · Computer Science 2019-06-14 Melanie F. Pradier , Weiwei Pan , Jiayu Yao , Soumya Ghosh , Finale Doshi-velez

Deep neural networks can be roughly divided into deterministic neural networks and stochastic neural networks.The former is usually trained to achieve a mapping from input space to output space via maximum likelihood estimation for the…

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

Deep neural networks (DNNs) have proven to be powerful predictors and are widely used for various tasks. Credible uncertainty estimation of their predictions, however, is crucial for their deployment in many risk-sensitive applications. In…

Machine Learning · Computer Science 2021-12-03 Ido Galil , Ran El-Yaniv

Estimating the uncertainty in deep neural network predictions is crucial for many real-world applications. A common approach to model uncertainty is to choose a parametric distribution and fit the data to it using maximum likelihood…

Machine Learning · Computer Science 2022-11-28 Ali Harakeh , Jordan Hu , Naiqing Guan , Steven L. Waslander , Liam Paull

Uncertainty estimation in deep learning has become a leading research field in medical image analysis due to the need for safe utilisation of AI algorithms in clinical practice. Most approaches for uncertainty estimation require sampling…

Image and Video Processing · Electrical Eng. & Systems 2022-04-12 Kaisar Kushibar , Víctor Manuel Campello , Lidia Garrucho Moras , Akis Linardos , Petia Radeva , Karim Lekadir

The use of Deep Neural Network (DNN) models in risk-based decision-making has attracted extensive attention with broad applications in medical, finance, manufacturing, and quality control. To mitigate prediction-related risks in decision…

Machine Learning · Statistics 2023-10-11 Maryam Kheirandish , Shengfan Zhang , Donald G. Catanzaro , Valeriu Crudu

The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…

Methodology · Statistics 2020-09-18 Paul A. Parker , Scott H. Holan

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…

Machine Learning · Computer Science 2019-06-12 Aryan Mobiny , Hien V. Nguyen , Supratik Moulik , Naveen Garg , Carol C. Wu

Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…

Machine Learning · Statistics 2020-12-08 Javier Antorán , James Urquhart Allingham , José Miguel Hernández-Lobato

Neural networks (NNs) lack measures of "reliability" estimation that would enable reasoning over their predictions. Despite the vital importance, especially in areas of human well-being and health, state-of-the-art uncertainty estimation…

Machine Learning · Computer Science 2021-02-12 Lorena Qendro , Jagmohan Chauhan , Alberto Gil C. P. Ramos , Cecilia Mascolo

Due to the growing adoption of deep neural networks in many fields of science and engineering, modeling and estimating their uncertainties has become of primary importance. Despite the growing literature about uncertainty quantification in…

Machine Learning · Computer Science 2023-02-15 Brian Staber , Sébastien Da Veiga

Bayesian neural networks and deep ensembles represent two modern paradigms of uncertainty quantification in deep learning. Yet these approaches struggle to scale mainly due to memory inefficiency issues, since they require parameter storage…

Machine Learning · Statistics 2021-11-24 Hippolyt Ritter , Martin Kukla , Cheng Zhang , Yingzhen Li

When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…

Machine Learning · Computer Science 2019-03-18 Richard Harang , Ethan M. Rudd

Annotating the right data for training deep neural networks is an important challenge. Active learning using uncertainty estimates from Bayesian Neural Networks (BNNs) could provide an effective solution to this. Despite being theoretically…

Computer Vision and Pattern Recognition · Computer Science 2019-02-22 Kashyap Chitta , Jose M. Alvarez , Adam Lesnikowski

Neural-network-based machine learning interatomic potentials have emerged as powerful tools for predicting atomic energies and forces, enabling accurate and efficient simulations in atomistic modeling. A key limitation of traditional deep…

Chemical Physics · Physics 2025-09-24 Riccardo Farris , Emanuele Telari , Nongnuch Artrith , Konstantin Neyman , Albert Bruix

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

Machine Learning · Computer Science 2024-03-15 Tim Rensmeyer , Oliver Niggemann

Deep neural networks have amply demonstrated their prowess but estimating the reliability of their predictions remains challenging. Deep Ensembles are widely considered as being one of the best methods for generating uncertainty estimates…

Machine Learning · Computer Science 2021-06-28 Nikita Durasov , Timur Bagautdinov , Pierre Baque , Pascal Fua