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Proper quantification of predictive uncertainty is essential for the use of machine learning in safety-critical applications. Various uncertainty measures have been proposed for this purpose, typically claiming superiority over other…

Machine Learning · Computer Science 2025-12-16 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Many real-world applications require machine-learning models to be able to deal with non-stationary data distributions and thus learn autonomously over an extended period of time, often in an online setting. One of the main challenges in…

Machine Learning · Computer Science 2025-07-22 Giuseppe Serra , Ben Werner , Florian Buettner

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…

Machine Learning · Statistics 2022-11-10 Bat-Sheva Einbinder , Yaniv Romano , Matteo Sesia , Yanfei Zhou

When a machine learning model is deployed, its predictions can alter its environment, as better informed agents strategize to suit their own interests. With such alterations in mind, existing approaches to uncertainty quantification break.…

Machine Learning · Statistics 2024-11-05 Daniel Csillag , Claudio José Struchiner , Guilherme Tegoni Goedert

Simulation models, in particular agent-based models, are gaining popularity in economics. The considerable flexibility they offer, as well as their capacity to reproduce a variety of empirically observed behaviours of complex systems, give…

Econometrics · Economics 2024-02-20 Joel Dyer , Patrick Cannon , J. Doyne Farmer , Sebastian Schmon

When deployed for risk-sensitive tasks, deep neural networks must include an uncertainty estimation mechanism. Here we examine the relationship between deep architectures and their respective training regimes, with their corresponding…

Machine Learning · Computer Science 2023-02-24 Ido Galil , Mohammed Dabbah , Ran El-Yaniv

Understanding how different classes are distributed in an unlabeled data set is an important challenge for the calibration of probabilistic classifiers and uncertainty quantification. Approaches like adjusted classify and count, black-box…

Machine Learning · Statistics 2024-06-19 Albert Ziegler , Paweł Czyż

In computational social science, researchers often use a pre-trained, black box classifier to estimate the frequency of each class in unlabeled datasets. A variety of prevalence estimation techniques have been developed in the literature,…

Social and Information Networks · Computer Science 2024-04-03 Siqi Wu , Paul Resnick

With the increasing deployment of machine learning models in many socially sensitive tasks, there is a growing demand for reliable and trustworthy predictions. One way to accomplish these requirements is to allow a model to abstain from…

Machine Learning · Computer Science 2024-09-19 Andrea Pugnana , Lorenzo Perini , Jesse Davis , Salvatore Ruggieri

Uncertainty quantification is an important part of many performance critical applications. This paper provides a simple alternative to existing approaches such as ensemble learning and bayesian neural networks. By directly modeling the loss…

Machine Learning · Computer Science 2024-08-28 Yi Hung Lim

This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…

Methodology · Statistics 2025-09-15 Jocelyn Minini , Micha Wasem

In model-based testing (MBT) we may have to deal with a non-deterministic model, e.g. because abstraction was applied, or because the software under test itself is non-deterministic. The same test case may then trigger multiple possible…

Software Engineering · Computer Science 2019-09-13 I. S. W. B. Prasetya , Rick Klomp

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

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

We propose a new approach to promote safety in classification tasks with established concepts. Our approach -- called a conceptual safeguard -- acts as a verification layer for models that predict a target outcome by first predicting the…

Machine Learning · Computer Science 2024-11-08 Hailey Joren , Charles Marx , Berk Ustun

The importance of uncertainty quantification is increasingly recognized in the diverse field of machine learning. Accurately assessing model prediction uncertainty can help provide deeper understanding and confidence for researchers and…

Machine Learning · Computer Science 2024-12-03 Tianyi Chen , Yingzhou Lu , Nan Hao , Yuanyuan Zhang , Capucine Van Rechem , Jintai Chen , Tianfan Fu

Many safety failures in machine learning arise when models are used to assign predictions to people (often in settings like lending, hiring, or content moderation) without accounting for how individuals can change their inputs. In this…

Machine Learning · Computer Science 2025-07-04 Seung Hyun Cheon , Meredith Stewart , Bogdan Kulynych , Tsui-Wei Weng , Berk Ustun

The black box nature of deep learning models complicate their usage in critical applications such as remote sensing. Conformal prediction is a method to ensure trust in such scenarios. Subject to data exchangeability, conformal prediction…

Machine Learning · Computer Science 2024-05-07 Protim Bhattacharjee , Peter Jung

Predictors map individual instances in a population to the interval $[0,1]$. For a collection $\mathcal C$ of subsets of a population, a predictor is multi-calibrated with respect to $\mathcal C$ if it is simultaneously calibrated on each…

Machine Learning · Computer Science 2021-11-18 Maya Burhanpurkar , Zhun Deng , Cynthia Dwork , Linjun Zhang

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
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