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There are two major types of uncertainty one can model. Aleatoric uncertainty captures noise inherent in the observations. On the other hand, epistemic uncertainty accounts for uncertainty in the model -- uncertainty which can be explained…

Computer Vision and Pattern Recognition · Computer Science 2017-10-06 Alex Kendall , Yarin Gal

One of the ways to make artificial intelligence more natural is to give it some room for doubt. Two main questions should be resolved in that way. First, how to train a model to estimate uncertainties of its own predictions? And then, what…

Computer Vision and Pattern Recognition · Computer Science 2024-04-17 Alexey Kornaev , Elena Kornaeva , Oleg Ivanov , Ilya Pershin , Danis Alukaev

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

Deep learning has achieved impressive performance on many tasks in recent years. However, it has been found that it is still not enough for deep neural networks to provide only point estimates. For high-risk tasks, we need to assess the…

Machine Learning · Computer Science 2021-04-28 Yuandu Lai , Yucheng Shi , Yahong Han , Yunfeng Shao , Meiyu Qi , Bingshuai Li

We propose a new optimization framework for aleatoric uncertainty estimation in regression problems. Existing methods can quantify the error in the target estimation, but they tend to underestimate it. To obtain the predictive uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2021-03-12 Takumi Kawashima , Qing Yu , Akari Asai , Daiki Ikami , Kiyoharu Aizawa

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 uncertainty quantification in deep neural networks is very crucial in safety-critical applications such as automated driving for trustworthy and informed decision-making. Assessing the quality of uncertainty estimates is…

Computer Vision and Pattern Recognition · Computer Science 2022-12-12 Neslihan Kose , Ranganath Krishnan , Akash Dhamasia , Omesh Tickoo , Michael Paulitsch

The earth system is exceedingly complex and often chaotic in nature, making prediction incredibly challenging: we cannot expect to make perfect predictions all of the time. Instead, we look for specific states of the system that lead to…

Machine Learning · Computer Science 2022-01-05 Elizabeth A. Barnes , Randal J. Barnes

Applications of neural networks to data analyses in natural sciences are complicated by the fact that many inputs are subject to systematic uncertainties. To control the dependence of the neural network function to variations of the input…

Data Analysis, Statistics and Probability · Physics 2020-02-25 Stefan Wunsch , Simon Jörger , Roger Wolf , Günter Quast

Uncertainty calibration is crucial for various machine learning applications, yet it remains challenging. Many models exhibit hallucinations - confident yet inaccurate responses - due to miscalibrated confidence. Here, we show that the…

Machine Learning · Computer Science 2025-03-28 Jeonghwan Cheon , Se-Bum Paik

Effective decision making requires understanding the uncertainty inherent in a prediction. In regression, this uncertainty can be estimated by a variety of methods; however, many of these methods are laborious to tune, generate…

Machine Learning · Statistics 2021-12-02 Tianhui Zhou , Yitong Li , Yuan Wu , David Carlson

A simple method for adding uncertainty to neural network regression tasks via estimation of a general probability distribution is described. The methodology supports estimation of heteroscedastic, asymmetric uncertainties by a simple…

Atmospheric and Oceanic Physics · Physics 2021-09-16 Elizabeth A. Barnes , Randal J. Barnes , Nicolas Gordillo

Today artificial neural networks are applied in various fields - engineering, data analysis, robotics. While they represent a successful tool for a variety of relevant applications, mathematically speaking they are still far from being…

Neural and Evolutionary Computing · Computer Science 2015-11-30 K. G. Kapanova , I. Dimov , J. M. Sellier

Extracting meaning from uncertain, noisy data is a fundamental problem across time series analysis, pattern recognition, and language modeling. This survey presents a unified mathematical framework that connects classical estimation theory,…

Machine Learning · Computer Science 2025-08-22 Mohammed Elmusrati

Existing methods for quantifying predictive uncertainty in neural networks are either computationally intractable for large language models or require access to training data that is typically unavailable. We derive a lightweight…

Machine Learning · Computer Science 2026-04-01 Nils Grünefeld , Jes Frellsen , Christian Hardmeier

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 work considers the trade-off between accuracy and test-time computational cost of deep neural networks (DNNs) via \emph{anytime} predictions from auxiliary predictions. Specifically, we optimize auxiliary losses jointly in an…

Machine Learning · Computer Science 2018-05-28 Hanzhang Hu , Debadeepta Dey , Martial Hebert , J. Andrew Bagnell

Artificial neural networks (ANNs) are highly flexible predictive models. However, reliably quantifying uncertainty for their predictions is a continuing challenge. There has been much recent work on "recalibration" of predictive…

Methodology · Statistics 2024-03-12 R. Torres , D. J. Nott , S. A. Sisson , T. Rodrigues , J. G. Reis , G. S. Rodrigues

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

Ultra-fast, precise, and controlled amplitude surrogates are essential for future LHC event generation. First, we investigate the noise reduction and biases of network ensembles and outline a new method to learn well-calibrated systematic…

High Energy Physics - Phenomenology · Physics 2026-04-09 Henning Bahl , Nina Elmer , Tilman Plehn , Ramon Winterhalder