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Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

Machine Learning · Statistics 2019-11-01 Jayaraman J. Thiagarajan , Bindya Venkatesh , Deepta Rajan

We suggest a general approach to quantification of different forms of aleatoric uncertainty in regression tasks performed by artificial neural networks. It is based on the simultaneous training of two neural networks with a joint loss…

Machine Learning · Statistics 2018-09-05 Pavel Gurevich , Hannes Stuke

The transductive inference is an effective technique in the few-shot learning task, where query sets update prototypes to improve themselves. However, these methods optimize the model by considering only the classification scores of the…

Computer Vision and Pattern Recognition · Computer Science 2022-05-18 Minglei Yuan , Qian Xu , Chunhao Cai , Yin-Dong Zheng , Tao Wang , Tong Lu

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

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

Marginalising out uncertain quantities within the internal representations or parameters of neural networks is of central importance for a wide range of learning techniques, such as empirical, variational or full Bayesian methods. We set…

Machine Learning · Statistics 2015-07-21 Justin Bayer , Maximilian Karl , Daniela Korhammer , Patrick van der Smagt

We consider a distributed estimation method in a setting with heterogeneous streams of correlated data distributed across nodes in a network. In the considered approach, linear models are estimated locally (i.e., with only local data)…

Machine Learning · Computer Science 2021-02-11 Lingzhou Hong , Alfredo Garcia , Ceyhun Eksin

In neural networks with binary activations and or binary weights the training by gradient descent is complicated as the model has piecewise constant response. We consider stochastic binary networks, obtained by adding noises in front of…

Machine Learning · Statistics 2020-11-05 Alexander Shekhovtsov , Viktor Yanush , Boris Flach

In this work, a novel approach for the construction and training of time series models is presented that deals with the problem of learning on large time series with non-equispaced observations, which at the same time may possess features…

Machine Learning · Computer Science 2020-11-25 Charilaos Mylonas , Eleni Chatzi

Modern neural networks tend to be overconfident on unseen, noisy or incorrectly labelled data and do not produce meaningful uncertainty measures. Bayesian deep learning aims to address this shortcoming with variational approximations (such…

Machine Learning · Statistics 2018-05-28 Nick Pawlowski , Andrew Brock , Matthew C. H. Lee , Martin Rajchl , Ben Glocker

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Machine Learning · Computer Science 2022-10-14 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

To better understand the theoretical behavior of large neural networks, several works have analyzed the case where a network's width tends to infinity. In this regime, the effect of random initialization and the process of training a neural…

Machine Learning · Computer Science 2022-01-14 Florian Juengermann , Maxime Laasri , Marius Merkle

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

Predictive variability due to data ambiguities has typically been addressed via construction of dedicated models with built-in probabilistic capabilities that are trained to predict uncertainty estimates as variables of interest. These…

Machine Learning · Computer Science 2023-08-04 Katarína Tóthová , Ľubor Ladický , Daniel Thul , Marc Pollefeys , Ender Konukoglu

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

Bayesian inference can quantify uncertainty in the predictions of neural networks using posterior distributions for model parameters and network output. By looking at these posterior distributions, one can separate the origin of uncertainty…

Machine Learning · Computer Science 2023-11-23 H. Linander , O. Balabanov , H. Yang , B. Mehlig

Evaluation of per-sample uncertainty quantification from neural networks is essential for decision-making involving high-risk applications. A common approach is to use the predictive distribution from Bayesian or approximation models and…

Machine Learning · Computer Science 2025-09-12 H. Martin Gillis , Isaac Xu , Thomas Trappenberg

Deep neural networks tend to underestimate uncertainty and produce overly confident predictions. Recently proposed solutions, such as MC Dropout and SDENet, require complex training and/or auxiliary out-of-distribution data. We propose a…

Machine Learning · Computer Science 2021-10-14 Akib Mashrur , Wei Luo , Nayyar A. Zaidi , Antonio Robles-Kelly

We introduce a new, rigorously-formulated Bayesian meta-learning algorithm that learns a probability distribution of model parameter prior for few-shot learning. The proposed algorithm employs a gradient-based variational inference to infer…

Machine Learning · Computer Science 2022-03-21 Cuong Nguyen , Thanh-Toan Do , Gustavo Carneiro