Related papers: Uncertainty Estimates for Efficient Neural Network…
This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…
Uncertainty estimation for machine learning models is of high importance in many scenarios such as constructing the confidence intervals for model predictions and detection of out-of-distribution or adversarially generated points. In this…
Multi-fidelity methods are prominently used when cheaply-obtained, but possibly biased and noisy, observations must be effectively combined with limited or expensive true data in order to construct reliable models. This arises in both…
A key factor for ensuring safety in Autonomous Vehicles (AVs) is to avoid any abnormal behaviors under undesirable and unpredicted circumstances. As AVs increasingly rely on Deep Neural Networks (DNNs) to perform safety-critical tasks,…
Deep learning has emerged as a promising paradigm to give access to highly accurate predictions of molecular and materials properties. A common short-coming shared by current approaches, however, is that neural networks only give point…
Deep learning is gaining increasing popularity for spatiotemporal forecasting. However, prior works have mostly focused on point estimates without quantifying the uncertainty of the predictions. In high stakes domains, being able to…
Uncertainty quantification (UQ) in scientific machine learning is increasingly critical as neural networks are widely adopted to tackle complex problems across diverse scientific disciplines. For physics-informed neural networks (PINNs), a…
Recent advances in computing power and the potential to make more realistic assumptions due to increased flexibility have led to the increased prevalence of simulation models in economics. While models of this class, and particularly…
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…
This paper presents two novel approaches for uncertainty estimation adapted and extended for the multi-link bus travel time problem. The uncertainty is modeled directly as part of recurrent artificial neural networks, but using two…
Neural networks (NNs) can achieved high performance in various fields such as computer vision, and natural language processing. However, deploying NNs in resource-constrained safety-critical systems has challenges due to uncertainty in the…
Uncertainty is a key feature of any machine learning model and is particularly important in neural networks, which tend to be overconfident. This overconfidence is worrying under distribution shifts, where the model performance silently…
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…
In the context of modern environmental and societal concerns, there is an increasing demand for methods able to identify management strategies for civil engineering systems, minimizing structural failure risks while optimally planning…
Deliberation plays a crucial role in shaping outcomes by weighing diverse perspectives before reaching decisions. With recent advancements in Natural Language Processing, it has become possible to computationally model deliberation by…
Machine learning (ML) systems are increasingly deployed in high-stakes domains where reliability is paramount. This thesis investigates how uncertainty estimation can enhance the safety and trustworthiness of ML, focusing on selective…
Explainability and uncertainty quantification are key to trustable artificial intelligence. However, the reasoning behind uncertainty estimates is generally left unexplained. Identifying the drivers of uncertainty complements explanations…
In machine learning, accurately predicting the probability that a specific input is correct is crucial for risk management. This process, known as uncertainty (or confidence) estimation, is particularly important in mission-critical…
With the development of Natural Language Processing, Automatic question-answering system such as Waston, Siri, Alexa, has become one of the most important NLP applications. Nowadays, enterprises try to build automatic custom service…
While Deep Neural Networks (DNNs) achieve state-of-the-art accuracy in various applications, they often fall short in accurately estimating their predictive uncertainty and, in turn, fail to recognize when these predictions may be wrong.…