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Bayesian Neural Networks (BNNs) place priors over the parameters in a neural network. Inference in BNNs, however, is difficult; all inference methods for BNNs are approximate. In this work, we empirically compare the quality of predictive…

Machine Learning · Computer Science 2019-06-25 Jiayu Yao , Weiwei Pan , Soumya Ghosh , Finale Doshi-Velez

Bayesian inference can quantify uncertainty in the predictions of neural networks using posterior distributions for model parameters and network output. By looking at these posterior distributions, one can separate the origin of uncertainty…

Machine Learning · Computer Science 2023-11-23 H. Linander , O. Balabanov , H. Yang , B. Mehlig

The increasingly wide use of deep machine learning techniques in computational mechanics has significantly accelerated simulations of problems that were considered unapproachable just a few years ago. However, in critical applications such…

Machine Learning · Computer Science 2026-04-01 David Gonzalez , Alba Muixi , Beatriz Moya , Elias Cueto

Assessing the predictive uncertainty of deep neural networks is crucial for safety-related applications of deep learning. Although Bayesian deep learning offers a principled framework for estimating model uncertainty, the common approaches…

Machine Learning · Computer Science 2024-03-06 Yookoon Park , David M. Blei

Deep neural networks tend to underestimate uncertainty and produce overly confident predictions. Recently proposed solutions, such as MC Dropout and SDENet, require complex training and/or auxiliary out-of-distribution data. We propose a…

Machine Learning · Computer Science 2021-10-14 Akib Mashrur , Wei Luo , Nayyar A. Zaidi , Antonio Robles-Kelly

Recent work has focused on data-driven learning of the evolution of unknown systems via deep neural networks (DNNs), with the goal of conducting long time prediction of the evolution of the unknown system. Training a DNN with low…

Machine Learning · Computer Science 2022-12-28 Victor Churchill , Steve Manns , Zhen Chen , Dongbin Xiu

Bayesian neural networks (BNN) can estimate the uncertainty in predictions, as opposed to non-Bayesian neural networks (NNs). However, BNNs have been far less widely used than non-Bayesian NNs in practice since they need iterative NN…

Machine Learning · Computer Science 2022-02-15 Namuk Park , Taekyu Lee , Songkuk Kim

Deep neural networks offer numerous potential applications across geoscience, for example, one could argue that they are the state-of-the-art method for predicting faults in seismic datasets. In quantitative reservoir characterization…

Machine Learning · Computer Science 2021-05-26 Lukas Mosser , Ehsan Zabihi Naeini

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

Uncertainty estimation is an essential step in the evaluation of the robustness for deep learning models in computer vision, especially when applied in risk-sensitive areas. However, most state-of-the-art deep learning models either fail to…

Computer Vision and Pattern Recognition · Computer Science 2022-01-12 Lu Mi , Hao Wang , Yonglong Tian , Hao He , Nir Shavit

Learning in uncertain, noisy, or adversarial environments is a challenging task for deep neural networks (DNNs). We propose a new theoretically grounded and efficient approach for robust learning that builds upon Bayesian estimation and…

Machine Learning · Computer Science 2021-11-12 Giuseppina Carannante , Dimah Dera , Ghulam Rasool , Nidhal C. Bouaynaya , Lyudmila Mihaylova

Bayesian neural networks (BNNs) promise improved generalization under covariate shift by providing principled probabilistic representations of epistemic uncertainty. However, weight-based BNNs often struggle with high computational…

Machine Learning · Statistics 2022-06-13 Trung Trinh , Markus Heinonen , Luigi Acerbi , Samuel Kaski

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…

Machine Learning · Computer Science 2024-04-15 Shiyu Shen , Bin Pan , Tianyang Shi , Tao Li , Zhenwei Shi

This paper presents a probabilistic framework to obtain both reliable and fast uncertainty estimates for predictions with Deep Neural Networks (DNNs). Our main contribution is a practical and principled combination of DNNs with sparse…

Robotics · Computer Science 2021-09-22 Jongseok Lee , Jianxiang Feng , Matthias Humt , Marcus G. Müller , Rudolph Triebel

The use of ensembles of neural networks (NNs) for the quantification of predictive uncertainty is widespread. However, the current justification is intuitive rather than analytical. This work proposes one minor modification to the normal…

Machine Learning · Statistics 2018-07-03 Tim Pearce , Nicolas Anastassacos , Mohamed Zaki , Andy Neely

Neural network (NN) ensembles can reduce large prediction variance of NN and improve prediction accuracy. For highly nonlinear problems with insufficient data set, the prediction accuracy of NN models becomes unstable, resulting in a…

Machine Learning · Computer Science 2022-10-20 Ungki Lee , Namwoo Kang

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…

Machine Learning · Statistics 2021-06-25 Cooper Lorsung

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

Machine Learning · Statistics 2021-12-17 Sujay Thakur , Cooper Lorsung , Yaniv Yacoby , Finale Doshi-Velez , Weiwei Pan

Bayesian neural networks (BNNs) hold great promise as a flexible and principled solution to deal with uncertainty when learning from finite data. Among approaches to realize probabilistic inference in deep neural networks, variational Bayes…

Modern neural networks have found to be miscalibrated in terms of confidence calibration, i.e., their predicted confidence scores do not reflect the observed accuracy or precision. Recent work has introduced methods for post-hoc confidence…

Computer Vision and Pattern Recognition · Computer Science 2021-09-22 Fabian Küppers , Jan Kronenberger , Jonas Schneider , Anselm Haselhoff