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In this paper we focus on the problem of assigning uncertainties to single-point predictions generated by a deterministic model that outputs a continuous variable. This problem applies to any state-of-the-art physics or engineering models…

Machine Learning · Statistics 2020-03-12 Enrico Camporeale , Algo Carè

Deep Learning methods are known to suffer from calibration issues: they typically produce over-confident estimates. These problems are exacerbated in the low data regime. Although the calibration of probabilistic models is well studied,…

Machine Learning · Statistics 2021-11-30 Rahul Rahaman , Alexandre H. Thiery

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

Machine Learning · Computer Science 2024-03-15 Tim Rensmeyer , Oliver Niggemann

Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…

Machine Learning · Computer Science 2020-11-25 Cheng Wang , Carolin Lawrence , Mathias Niepert

In robotics, simulation has the potential to reduce design time and costs, and lead to a more robust engineered solution and a safer development process. However, the use of simulators is predicated on the availability of good models. This…

Robotics · Computer Science 2023-05-12 Huzaifa Mustafa Unjhawala , Ruochun Zhang , Wei Hu , Jinlong Wu , Radu Serban , Dan Negrut

Convolutional image classifiers can achieve high predictive accuracy, but quantifying their uncertainty remains an unresolved challenge, hindering their deployment in consequential settings. Existing uncertainty quantification techniques,…

Computer Vision and Pattern Recognition · Computer Science 2022-09-07 Anastasios Angelopoulos , Stephen Bates , Jitendra Malik , Michael I. Jordan

This paper provides both an introduction to and a detailed overview of the principles and practice of classifier calibration. A well-calibrated classifier correctly quantifies the level of uncertainty or confidence associated with its…

Machine Learning · Computer Science 2023-06-16 Telmo Silva Filho , Hao Song , Miquel Perello-Nieto , Raul Santos-Rodriguez , Meelis Kull , Peter Flach

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…

Machine Learning · Statistics 2020-06-29 Alex J. Chan , Ahmed M. Alaa , Zhaozhi Qian , Mihaela van der Schaar

Intuitively, unfamiliarity should lead to lack of confidence. In reality, current algorithms often make highly confident yet wrong predictions when faced with relevant but unfamiliar examples. A classifier we trained to recognize gender is…

Computer Vision and Pattern Recognition · Computer Science 2020-09-09 Zhizhong Li , Derek Hoiem

Machine learning can significantly improve performance for decision-making under uncertainty across a wide range of domains. However, ensuring robustness guarantees requires well-calibrated uncertainty estimates, which can be difficult to…

Machine Learning · Computer Science 2026-02-03 Christopher Yeh , Nicolas Christianson , Alan Wu , Adam Wierman , Yisong Yue

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

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

Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…

Machine Learning · Computer Science 2019-02-20 Juozas Vaicenavicius , David Widmann , Carl Andersson , Fredrik Lindsten , Jacob Roll , Thomas B. Schön

Accurate uncertainty estimates can significantly improve the performance of iterative design of experiments, as in Sequential and Reinforcement learning. For many such problems in engineering and the physical sciences, the design task…

Machine Learning · Statistics 2022-05-20 Brendan Folie , Maxwell Hutchinson

Both uncertainty estimation and interpretability are important factors for trustworthy machine learning systems. However, there is little work at the intersection of these two areas. We address this gap by proposing a novel method for…

Machine Learning · Statistics 2021-03-19 Javier Antorán , Umang Bhatt , Tameem Adel , Adrian Weller , José Miguel Hernández-Lobato

Deep Ensembles, as a type of Bayesian Neural Networks, can be used to estimate uncertainty on the prediction of multiple neural networks by collecting votes from each network and computing the difference in those predictions. In this paper,…

Machine Learning · Computer Science 2023-07-10 Illia Oleksiienko , Alexandros Iosifidis

In this PhD thesis, we propose a novel framework for uncertainty quantification in machine learning, which is based on proper scores. Uncertainty quantification is an important cornerstone for trustworthy and reliable machine learning…

Machine Learning · Computer Science 2025-08-26 Sebastian G. Gruber

Trained DNN models are increasingly adopted as integral parts of software systems, but they often perform deficiently in the field. A particularly damaging problem is that DNN models often give false predictions with high confidence, due to…

Machine Learning · Computer Science 2020-09-16 Zenan Li , Xiaoxing Ma , Chang Xu , Jingwei Xu , Chun Cao , Jian Lü

A probabilistic model is said to be calibrated if its predicted probabilities match the corresponding empirical frequencies. Calibration is important for uncertainty quantification and decision making in safety-critical applications. While…

Machine Learning · Computer Science 2020-07-01 Anusri Pampari , Stefano Ermon

Calibration is a frequently invoked concept when useful label probability estimates are required on top of classification accuracy. A calibrated model is a function whose values correctly reflect underlying label probabilities. Calibration…

Machine Learning · Computer Science 2024-12-03 Alireza Torabian , Ruth Urner
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