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We present a novel statistical approach to incorporating uncertainty awareness in model-free distributional reinforcement learning involving quantile regression-based deep Q networks. The proposed algorithm, $\textit{Calibrated Evidential…

Machine Learning · Computer Science 2024-06-05 Alex Christopher Stutts , Danilo Erricolo , Theja Tulabandhula , Amit Ranjan Trivedi

Uncertainty estimation methods using deep learning approaches strive against separating how uncertain the state of the world manifests to us via measurement (objective end) from the way this gets scrambled with the model specification and…

Machine Learning · Statistics 2023-04-21 Edgardo Solano-Carrillo

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

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…

Computational Physics · Physics 2023-05-10 Albert Zhu , Simon Batzner , Albert Musaelian , Boris Kozinsky

Uncertainty estimation has been extensively studied in recent literature, which can usually be classified as aleatoric uncertainty and epistemic uncertainty. In current aleatoric uncertainty estimation frameworks, it is often neglected that…

Computer Vision and Pattern Recognition · Computer Science 2021-11-23 Jing Zhang , Yuchao Dai , Mehrtash Harandi , Yiran Zhong , Nick Barnes , Richard Hartley

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

Data-driven control in unknown environments requires a clear understanding of the involved uncertainties for ensuring safety and efficient exploration. While aleatoric uncertainty that arises from measurement noise can often be explicitly…

Machine Learning · Computer Science 2023-07-13 Neha Das , Jonas Umlauft , Armin Lederer , Thomas Beckers , Sandra Hirche

Reinforcement learning agents are faced with two types of uncertainty. Epistemic uncertainty stems from limited data and is useful for exploration, whereas aleatoric uncertainty arises from stochastic environments and must be accounted for…

Machine Learning · Computer Science 2020-09-10 William R. Clements , Bastien Van Delft , Benoît-Marie Robaglia , Reda Bahi Slaoui , Sébastien Toth

Quantile Regression (QR) provides a way to approximate a single conditional quantile. To have a more informative description of the conditional distribution, QR can be merged with deep learning techniques to simultaneously estimate multiple…

Machine Learning · Computer Science 2022-02-01 Axel Brando , Joan Gimeno , Jose A. Rodríguez-Serrano , Jordi Vitrià

Quantile Regression (QR) can be used to estimate aleatoric uncertainty in deep neural networks and can generate prediction intervals. Quantifying uncertainty is particularly important in critical applications such as clinical diagnosis,…

Machine Learning · Computer Science 2023-09-15 Haleh Akrami , Omar Zamzam , Anand Joshi , Sergul Aydore , Richard Leahy

We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the…

Machine Learning · Computer Science 2019-04-25 Yonatan Geifman , Guy Uziel , Ran El-Yaniv

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Machine Learning · Computer Science 2024-04-22 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

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

This paper proposes a fast and scalable method for uncertainty quantification of machine learning models' predictions. First, we show the principled way to measure the uncertainty of predictions for a classifier based on Nadaraya-Watson's…

Standard deep learning methods, such as Ensemble Models, Bayesian Neural Networks and Quantile Regression Models provide estimates to prediction uncertainties for data-driven deep learning models. However, they can be limited in their…

The consideration of predictive uncertainty in medical imaging with deep learning is of utmost importance. We apply estimation of both aleatoric and epistemic uncertainty by variational Bayesian inference with Monte Carlo dropout to…

Image and Video Processing · Electrical Eng. & Systems 2021-04-27 Max-Heinrich Laves , Sontje Ihler , Jacob F. Fast , Lüder A. Kahrs , Tobias Ortmaier

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

Brain vessel segmentation of MR scans is a critical step in the diagnosis of cerebrovascular diseases. Due to the fine vessel structure, manual vessel segmentation is time consuming. Therefore, automatic deep learning (DL) based…

Image and Video Processing · Electrical Eng. & Systems 2025-03-31 Omini Rathore , Richard Paul , Abigail Morrison , Hanno Scharr , Elisabeth Pfaehler

Image reconstruction methods based on deep neural networks have shown outstanding performance, equalling or exceeding the state-of-the-art results of conventional approaches, but often do not provide uncertainty information about the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-01 Riccardo Barbano , Željko Kereta , Chen Zhang , Andreas Hauptmann , Simon Arridge , Bangti Jin

Uncertainty quantification is at the core of the reliability and robustness of machine learning. In this paper, we provide a theoretical framework to dissect the uncertainty, especially the \textit{epistemic} component, in deep learning…

Machine Learning · Computer Science 2023-06-21 Ziyi Huang , Henry Lam , Haofeng Zhang
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