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Bayesian deep learning approaches assume model parameters to be latent random variables and infer posterior distributions to quantify uncertainty, increase safety and trust, and prevent overconfident and unpredictable behavior. However,…

Machine Learning · Computer Science 2023-07-13 Jihao Andreas Lin , Joe Watson , Pascal Klink , Jan Peters

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

We present a novel class of Physics-Informed Neural Networks that is formulated based on the principles of Evidential Deep Learning, where the model incorporates uncertainty quantification by learning parameters of a higher-order…

Machine Learning · Computer Science 2025-01-28 Hai Siong Tan , Kuancheng Wang , Rafe McBeth

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

Traditional deep neural networks (NNs) have significantly contributed to the state-of-the-art performance in the task of classification under various application domains. However, NNs have not considered inherent uncertainty in data…

Machine Learning · Computer Science 2021-05-05 Yibo Hu , Yuzhe Ou , Xujiang Zhao , Jin-Hee Cho , Feng Chen

Deep neural networks have proved to be a very effective way to perform classification tasks. They excel when the input data is high dimensional, the relationship between the input and the output is complicated, and the number of labeled…

Machine Learning · Computer Science 2017-11-28 Nicholas Frosst , Geoffrey Hinton

We present a deep transformation model for probabilistic regression. Deep learning is known for outstandingly accurate predictions on complex data but in regression tasks, it is predominantly used to just predict a single number. This…

Machine Learning · Statistics 2020-04-02 Beate Sick , Torsten Hothorn , Oliver Dürr

There is a 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 regression-based neural networks (NNs), based…

Machine Learning · Computer Science 2023-07-21 Nis Meinert , Jakob Gawlikowski , Alexander Lavin

This paper questions the effectiveness of a modern predictive uncertainty quantification approach, called \emph{evidential deep learning} (EDL), in which a single neural network model is trained to learn a meta distribution over the…

Machine Learning · Computer Science 2024-11-04 Maohao Shen , J. Jon Ryu , Soumya Ghosh , Yuheng Bu , Prasanna Sattigeri , Subhro Das , Gregory W. Wornell

Probabilistic deep learning is deep learning that accounts for uncertainty, both model uncertainty and data uncertainty. It is based on the use of probabilistic models and deep neural networks. We distinguish two approaches to probabilistic…

Machine Learning · Computer Science 2021-06-10 Daniel T. Chang

Uncertainty-quantification methods are applied to estimate the confidence of deep-neural-networks classifiers over their predictions. However, most widely used methods are known to be overconfident. We address this problem by developing an…

Machine Learning · Computer Science 2023-05-19 Luigi Sbailò , Luca M. Ghiringhelli

The belief function approach to uncertainty quantification as proposed in the Demspter-Shafer theory of evidence is established upon the general mathematical models for set-valued observations, called random sets. Set-valued predictions are…

Machine Learning · Computer Science 2022-06-16 Shireen Kudukkil Manchingal , Fabio Cuzzolin

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

We introduce implicit Bayesian neural networks, a simple and scalable approach for uncertainty representation in deep learning. Standard Bayesian approach to deep learning requires the impractical inference of the posterior distribution…

Machine Learning · Statistics 2020-10-27 Trung Trinh , Samuel Kaski , Markus Heinonen

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…

Machine Learning · Computer Science 2018-07-25 Axel Brando , Jose A. Rodríguez-Serrano , Mauricio Ciprian , Roberto Maestre , Jordi Vitrià

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

Machine Learning · Computer Science 2019-12-30 Chanwoo Park , Jae Myung Kim , Seok Hyeon Ha , Jungwoo Lee

Bayesian neural networks (BNNs) augment deep networks with uncertainty quantification by Bayesian treatment of the network weights. However, such models face the challenge of Bayesian inference in a high-dimensional and usually…

Machine Learning · Computer Science 2021-03-30 Zhijie Deng , Yucen Luo , Jun Zhu , Bo Zhang

Uncertainty quantification (UQ) is crucial for deploying machine learning models in high-stakes applications, where overconfident predictions can lead to serious consequences. An effective UQ method must balance computational efficiency…

Machine Learning · Computer Science 2026-02-23 Taeseong Yoon , Heeyoung Kim

Deep neural networks achieve impressive results across diverse applications, yet their overconfidence on unseen inputs necessitates reliable epistemic uncertainty modelling. Existing methods for uncertainty modelling face a fundamental…

Machine Learning · Computer Science 2026-05-04 Yao Ni , Jeremie Houssineau , Yew Soon Ong , Piotr Koniusz