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Deep neural networks are prone to overconfident predictions on outliers. Bayesian neural networks and deep ensembles have both been shown to mitigate this problem to some extent. In this work, we aim to combine the benefits of the two…

Machine Learning · Computer Science 2021-11-08 Runa Eschenhagen , Erik Daxberger , Philipp Hennig , Agustinus Kristiadi

We study a discrete-time portfolio selection problem with partial information and maxi\-mum drawdown constraint. Drift uncertainty in the multidimensional framework is modeled by a prior probability distribution. In this Bayesian framework,…

Portfolio Management · Quantitative Finance 2020-11-02 Carmine De Franco , Johann Nicolle , Huyên Pham

Modern deep learning methods constitute incredibly powerful tools to tackle a myriad of challenging problems. However, since deep learning methods operate as black boxes, the uncertainty associated with their predictions is often…

Machine Learning · Computer Science 2022-06-06 Laurent Valentin Jospin , Wray Buntine , Farid Boussaid , Hamid Laga , Mohammed Bennamoun

As deep neural networks (DNNs) are applied to increasingly challenging problems, they will need to be able to represent their own uncertainty. Modeling uncertainty is one of the key features of Bayesian methods. Using Bernoulli dropout with…

Machine Learning · Computer Science 2019-09-19 Patrick McClure , Nikolaus Kriegeskorte

In nuclear reactor system design and safety analysis, the Best Estimate plus Uncertainty (BEPU) methodology requires that computer model output uncertainties must be quantified in order to prove that the investigated design stays within…

Computation · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

Modern virtual personal assistants provide a convenient interface for completing daily tasks via voice commands. An important consideration for these assistants is the ability to recover from automatic speech recognition (ASR) and natural…

Computation and Language · Computer Science 2017-12-13 Maryam Fazel-Zarandi , Shang-Wen Li , Jin Cao , Jared Casale , Peter Henderson , David Whitney , Alborz Geramifard

This paper presents a groundbreaking self-improving interference management framework tailored for wireless communications, integrating deep learning with uncertainty quantification to enhance overall system performance. Our approach…

Machine Learning · Computer Science 2024-01-25 Hyun-Suk Lee , Do-Yup Kim , Kyungsik Min

We evaluate uncertainty quantification (UQ) methods for deep learning applied to liquid argon time projection chamber (LArTPC) physics analysis tasks. As deep learning applications enter widespread usage among physics data analysis, neural…

High Energy Physics - Experiment · Physics 2023-11-02 Dae Heun Koh , Aashwin Mishra , Kazuhiro Terao

This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…

Machine Learning · Statistics 2023-06-13 Yousef El-Laham , Niccolò Dalmasso , Elizabeth Fons , Svitlana Vyetrenko

Modern deep models for summarization attains impressive benchmark performance, but they are prone to generating miscalibrated predictive uncertainty. This means that they assign high confidence to low-quality predictions, leading to…

Computation and Language · Computer Science 2023-04-19 Polina Zablotskaia , Du Phan , Joshua Maynez , Shashi Narayan , Jie Ren , Jeremiah Liu

While deep reinforcement learning (RL) agents have showcased strong results across many domains, a major concern is their inherent opaqueness and the safety of such systems in real-world use cases. To overcome these issues, we need agents…

Machine Learning · Computer Science 2022-10-10 Eugene Bykovets , Yannick Metz , Mennatallah El-Assady , Daniel A. Keim , Joachim M. Buhmann

We present a novel method for training a social robot to generate backchannels during human-robot interaction. We address the problem within an off-policy reinforcement learning framework, and show how a robot may learn to produce…

Artificial Intelligence · Computer Science 2019-08-06 Nusrah Hussain , Engin Erzin , T. Metin Sezgin , Yucel Yemez

Reinforcement Learning has applications in field of mechatronics, robotics, and other resource-constrained control system. Problem of resource allocation is primarily solved using traditional predefined techniques and modern deep learning…

Machine Learning · Computer Science 2021-06-18 Neel Gandhi , Shakti Mishra

Countless research works of deep neural networks (DNNs) in the task of credit card fraud detection have focused on improving the accuracy of point predictions and mitigating unwanted biases by building different network architectures or…

Uncertainty estimation is a crucial aspect of deploying dependable deep learning models in safety-critical systems. In this study, we introduce a novel and efficient method for deterministic uncertainty estimation called Discriminant…

Machine Learning · Computer Science 2024-02-21 Jiaxin Zhang , Kamalika Das , Sricharan Kumar

Conversations abound with uncetainties of various kinds. Treating conversation as inference and decision making under uncertainty, we propose a task independent, multimodal architecture for supporting robust continuous spoken dialog called…

Artificial Intelligence · Computer Science 2013-01-18 Tim Paek , Eric J. Horvitz

We present a critical survey on the consistency of uncertainty quantification used in deep learning and highlight partial uncertainty coverage and many inconsistencies. We then provide a comprehensive and statistically consistent framework…

Machine Learning · Computer Science 2026-01-14 Peter Jan van Leeuwen , J. Christine Chiu , C. Kevin Yang

We study the problem of non-Bayesian social learning with uncertain models, in which a network of agents seek to cooperatively identify the state of the world based on a sequence of observed signals. In contrast with the existing…

Optimization and Control · Mathematics 2019-09-11 César A. Uribe , James Z. Hare , Lance Kaplan , Ali Jadbabaie

The reliability assessment of a machine learning model's prediction is an important quantity for the deployment in safety critical applications. Not only can it be used to detect novel sceneries, either as out-of-distribution or anomaly…

Machine Learning · Computer Science 2022-05-12 Steve Dias Da Cruz , Bertram Taetz , Thomas Stifter , Didier Stricker

Computational models support high-stakes decisions across engineering and science, and practitioners increasingly seek probabilistic predictions to quantify uncertainty in such models. Existing approaches generate predictions either by…

Computational Engineering, Finance, and Science · Computer Science 2026-04-13 Rileigh Bandy , Enrico Camporeale , Andong Hu , Thomas Berger , Rebecca Morrison
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