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Uncertainty quantification in neural network promises to increase safety of AI systems, but it is not clear how performance might vary with the training set size. In this paper we evaluate seven uncertainty methods on Fashion MNIST and…

Machine Learning · Computer Science 2021-11-19 Matias Valdenegro-Toro

In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…

Machine Learning · Statistics 2024-05-06 Nicolas Dewolf

Uncertainty estimation is an essential step in the evaluation of the robustness for deep learning models in computer vision, especially when applied in risk-sensitive areas. However, most state-of-the-art deep learning models either fail to…

Computer Vision and Pattern Recognition · Computer Science 2022-01-12 Lu Mi , Hao Wang , Yonglong Tian , Hao He , Nir Shavit

Quantifying uncertainty in deep regression models is important both for understanding the confidence of the model and for safe decision-making in high-risk domains. Existing approaches that yield prediction intervals overlook distributional…

Machine Learning · Computer Science 2025-12-02 Adriel Sosa Marco , John Daniel Kirwan , Alexia Toumpa , Simos Gerasimou

Most research designing novel predictive models, or employing existing ones, assumes that training and testing data are independent and identically distributed. In practice, the data encountered at serving time often deviate from the…

Machine Learning · Computer Science 2026-03-30 Hanyu Duan , Yi Yang , Ahmed Abbasi , Kar Yan Tam

Due to the growing adoption of deep neural networks in many fields of science and engineering, modeling and estimating their uncertainties has become of primary importance. Despite the growing literature about uncertainty quantification in…

Machine Learning · Computer Science 2023-02-15 Brian Staber , Sébastien Da Veiga

Uncertainty quantification for deep learning is a challenging open problem. Bayesian statistics offer a mathematically grounded framework to reason about uncertainties; however, approximate posteriors for modern neural networks still…

Machine Learning · Statistics 2020-01-23 Nicolas Brosse , Carlos Riquelme , Alice Martin , Sylvain Gelly , Éric Moulines

Being able to reliably assess not only the \emph{accuracy} but also the \emph{uncertainty} of models' predictions is an important endeavour in modern machine learning. Even if the model generating the data and labels is known, computing the…

Machine Learning · Computer Science 2023-09-12 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

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

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

ML models have errors when used for predictions. The errors are unknown but can be quantified by model uncertainty. When multiple ML models are trained using the same training points, their model uncertainties may be statistically…

Machine Learning · Statistics 2025-09-23 Xiaoping Du

Reliable uncertainty quantification is critical in high-stakes applications, such as medical diagnosis, where confidently incorrect predictions can erode trust in automated decision-making systems. Traditional uncertainty quantification…

Image and Video Processing · Electrical Eng. & Systems 2025-10-21 Hassan Gharoun , Mohammad Sadegh Khorshidi , Fang Chen , Amir H. Gandomi

Uncertainty quantification is crucial to assess prediction quality of a machine learning model. In the case of Extreme Learning Machines (ELM), most methods proposed in the literature make strong assumptions on the data, ignore the…

Machine Learning · Statistics 2020-11-04 Fabian Guignard , Federico Amato , Mikhail Kanevski

Quantitative characterizations and estimations of uncertainty are of fundamental importance in optimization and decision-making processes. Herein, we propose intuitive scores, which we call certainty and doubt, that can be used in both a…

While the traditional viewpoint in machine learning and statistics assumes training and testing samples come from the same population, practice belies this fiction. One strategy -- coming from robust statistics and optimization -- is thus…

Machine Learning · Statistics 2024-07-08 Maxime Cauchois , Suyash Gupta , Alnur Ali , John C. Duchi

Modelling uncertainty in Machine Learning models is essential for achieving safe and reliable predictions. Most research on uncertainty focuses on output uncertainty (predictions), but minimal attention is paid to uncertainty at inputs. We…

Machine Learning · Computer Science 2024-06-28 Matias Valdenegro-Toro , Ivo Pascal de Jong , Marco Zullich

One of the ways to make artificial intelligence more natural is to give it some room for doubt. Two main questions should be resolved in that way. First, how to train a model to estimate uncertainties of its own predictions? And then, what…

Computer Vision and Pattern Recognition · Computer Science 2024-04-17 Alexey Kornaev , Elena Kornaeva , Oleg Ivanov , Ilya Pershin , Danis Alukaev

Large Language Models (LLMs) that can express interpretable and calibrated uncertainty are crucial in high-stakes domains. While methods to compute uncertainty post-hoc exist, they are often sampling-based and therefore computationally…

Machine Learning · Computer Science 2026-03-09 Azza Jenane , Nassim Walha , Lukas Kuhn , Florian Buettner

Calibrated uncertainty estimates in machine learning are crucial to many fields such as autonomous vehicles, medicine, and weather and climate forecasting. While there is extensive literature on uncertainty calibration for classification,…

Machine Learning · Computer Science 2021-03-16 Eric Zelikman , Christopher Healy , Sharon Zhou , Anand Avati

Trustworthy ML systems should not only return accurate predictions, but also a reliable representation of their uncertainty. Bayesian methods are commonly used to quantify both aleatoric and epistemic uncertainty, but alternative…

Artificial Intelligence · Computer Science 2024-09-11 Mira Jürgens , Nis Meinert , Viktor Bengs , Eyke Hüllermeier , Willem Waegeman