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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

Classical problems in computational physics such as data-driven forecasting and signal reconstruction from sparse sensors have recently seen an explosion in deep neural network (DNN) based algorithmic approaches. However, most DNN models do…

Machine Learning · Computer Science 2023-02-21 Romit Maulik , Romain Egele , Krishnan Raghavan , Prasanna Balaprakash

One of the most common problems preventing the application of prediction models in the real world is lack of generalization: The accuracy of models, measured in the benchmark does repeat itself on future data, e.g. in the settings of real…

Computation and Language · Computer Science 2022-10-19 Abdel Aziz Taha , Leonhard Hennig , Petr Knoth

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

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

The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…

Methodology · Statistics 2020-09-18 Paul A. Parker , Scott H. Holan

We study the understanding of deep neural networks from the scope in which they are trained on. While the accuracy of these models is usually impressive on the aggregate level, they still make mistakes, sometimes on cases that appear to be…

Machine Learning · Computer Science 2023-12-12 Roozbeh Yousefzadeh

Uncertainty Quantification aims to determine when the prediction from a Machine Learning model is likely to be wrong. Computer Vision research has explored methods for determining epistemic uncertainty (also known as model uncertainty),…

Machine Learning · Computer Science 2024-03-15 Prithviraj Manivannan , Ivo Pascal de Jong , Matias Valdenegro-Toro , Andreea Ioana Sburlea

A key challenge for deploying deep neural networks (DNNs) in safety critical settings is the need to provide rigorous ways to quantify their uncertainty. In this paper, we propose a novel algorithm for constructing predicted classification…

Machine Learning · Computer Science 2021-03-19 Sangdon Park , Shuo Li , Insup Lee , Osbert Bastani

In real-world clinical settings, data distributions evolve over time, with a continuous influx of new, limited disease cases. Therefore, class incremental learning is of great significance, i.e., deep learning models are required to learn…

Computer Vision and Pattern Recognition · Computer Science 2024-09-13 Yifei Yao , Hanrong Zhang

Ensembling a neural network is a widely recognized approach to enhance model performance, estimate uncertainty, and improve robustness in deep supervised learning. However, deep ensembles often come with high computational costs and memory…

With the complexity of the network structure, uncertainty inference has become an important task to improve the classification accuracy for artificial intelligence systems. For image classification tasks, we propose a structured DropConnect…

Computer Vision and Pattern Recognition · Computer Science 2021-08-03 Wenqing Zheng , Jiyang Xie , Weidong Liu , Zhanyu Ma

Uncertainty estimation is pivotal in machine learning, especially for classification tasks, as it improves the robustness and reliability of models. We introduce a novel `Epistemic Wrapping' methodology aimed at improving uncertainty…

Current deep learning solutions are well known for not informing whether they can reliably classify an example during inference. One of the most effective ways to build more reliable deep learning solutions is to improve their performance…

Machine Learning · Computer Science 2022-08-09 David Macêdo

Deep neural networks with millions of parameters may suffer from poor generalization due to overfitting. To mitigate the issue, we propose a new regularization method that penalizes the predictive distribution between similar samples. In…

Machine Learning · Computer Science 2020-04-08 Sukmin Yun , Jongjin Park , Kimin Lee , Jinwoo Shin

Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…

Statistical Finance · Quantitative Finance 2024-09-20 Steven Y. K. Wong , Jennifer S. K. Chan , Lamiae Azizi

This paper introduces a first implementation of a novel likelihood-ratio-based approach for constructing confidence intervals for neural networks. Our method, called DeepLR, offers several qualitative advantages: most notably, the ability…

Machine Learning · Statistics 2023-08-07 Laurens Sluijterman , Eric Cator , Tom Heskes

Uncertainty estimation is critical for cost-sensitive deep-learning applications (i.e. disease diagnosis). It is very challenging partly due to the inaccessibility of uncertainty groundtruth in most datasets. Previous works proposed to…

Machine Learning · Computer Science 2021-10-18 Bolian Li , Zige Zheng , Changqing Zhang

Uncertainty estimation, which provides a means of building explainable neural networks for medical imaging applications, have mostly been studied for single deep learning models that focus on a specific task. In this paper, we propose a…

Computer Vision and Pattern Recognition · Computer Science 2023-10-02 Leonhard F. Feiner , Martin J. Menten , Kerstin Hammernik , Paul Hager , Wenqi Huang , Daniel Rueckert , Rickmer F. Braren , Georgios Kaissis

Assessing uncertainty is an important step towards ensuring the safety and reliability of machine learning systems. Existing uncertainty estimation techniques may fail when their modeling assumptions are not met, e.g. when the data…

Machine Learning · Computer Science 2017-01-24 Volodymyr Kuleshov , Stefano Ermon