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Related papers: Epistemic Uncertainty Sampling

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Accurate uncertainty quantification is critical for reliable predictive modeling. Existing methods typically address either aleatoric uncertainty due to measurement noise or epistemic uncertainty resulting from limited data, but not both in…

Machine Learning · Statistics 2026-03-04 Ilia Azizi , Juraj Bodik , Jakob Heiss , Bin Yu

Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…

Machine Learning · Computer Science 2025-05-19 Christopher Bülte , Yusuf Sale , Timo Löhr , Paul Hofman , Gitta Kutyniok , Eyke Hüllermeier

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

As neural networks become more popular, the need for accompanying uncertainty estimates increases. There are currently two main approaches to test the quality of these estimates. Most methods output a density. They can be compared by…

Machine Learning · Statistics 2024-06-05 Laurens Sluijterman , Eric Cator , Tom Heskes

The correct way to quantify predictive uncertainty in neural networks remains a topic of active discussion. In particular, it is unclear whether the state-of-the art entropy decomposition leads to a meaningful representation of model, or…

Machine Learning · Computer Science 2025-04-07 Lisa Wimmer , Bernd Bischl , Ludwig Bothmann

In the study of complex systems, evaluating physical observables often requires sampling representative configurations via Monte Carlo techniques. These methods rely on repeated evaluations of the system's energy and force fields, which can…

Disordered Systems and Neural Networks · Physics 2025-07-02 Dimitrios Tzivrailis , Alberto Rosso , Eiji Kawasaki

Uncertainty quantification is a critical aspect of machine learning models, providing important insights into the reliability of predictions and aiding the decision-making process in real-world applications. This paper proposes a novel way…

Machine Learning · Computer Science 2024-01-02 Yusuf Sale , Paul Hofman , Lisa Wimmer , Eyke Hüllermeier , Thomas Nagler

Active Learning (AL) aims to enhance the performance of deep models by selecting the most informative samples for annotation from a pool of unlabeled data. Despite impressive performance in closed-set settings, most AL methods fail in…

Computer Vision and Pattern Recognition · Computer Science 2023-12-22 Bardia Safaei , Vibashan VS , Celso M. de Melo , Vishal M. Patel

We evaluate the uncertainty quality in neural networks using anomaly detection. We extract uncertainty measures (e.g. entropy) from the predictions of candidate models, use those measures as features for an anomaly detector, and gauge how…

Machine Learning · Statistics 2016-12-26 Ramon Oliveira , Pedro Tabacof , Eduardo Valle

This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

Computational Finance · Quantitative Finance 2025-06-10 Hans Buehler , Blanka Horvath , Yannick Limmer , Thorsten Schmidt

The problem of incorporating information from observations received serially in time is widespread in the field of uncertainty quantification. Within a probabilistic framework, such problems can be addressed using standard filtering…

Methodology · Statistics 2024-12-02 Chatchuea Kimchaiwong , Jeremie Houssineau , Adam M. Johansen

We observe that BatchBALD, a popular acquisition function for batch Bayesian active learning for classification, can conflate epistemic and aleatoric uncertainty, leading to suboptimal performance. Motivated by this observation, we propose…

Machine Learning · Computer Science 2025-01-15 Sebastian W. Ober , Samuel Power , Tom Diethe , Henry B. Moss

Active Learning (AL) addresses the crucial challenge of enabling machines to efficiently gather labeled examples through strategic queries. Among the many AL strategies, Uncertainty Sampling (US) stands out as one of the most widely…

Machine Learning · Computer Science 2025-06-24 Po-Yi Lu , Yi-Jie Cheng , Chun-Liang Li , Hsuan-Tien Lin

Jointly extracting entity pairs and their relations is challenging when working on distantly-supervised data with ambiguous or noisy labels. To mitigate such impact, we propose uncertainty-aware bootstrap learning, which is motivated by the…

Computation and Language · Computer Science 2023-06-12 Yufei Li , Xiao Yu , Yanchi Liu , Haifeng Chen , Cong Liu

The uncertainty measurement of classifiers' predictions is especially important in applications such as medical diagnoses that need to ensure limited human resources can focus on the most uncertain predictions returned by machine learning…

Machine Learning · Computer Science 2019-07-18 Xuchao Zhang , Fanglan Chen , Chang-Tien Lu , Naren Ramakrishnan

This work introduces an efficient novel approach for epistemic uncertainty estimation for ensemble models for regression tasks using pairwise-distance estimators (PaiDEs). Utilizing the pairwise-distance between model components, these…

Machine Learning · Computer Science 2025-09-29 Lucas Berry , David Meger

Uncertainty plays a crucial role in the machine learning field. Both model trustworthiness and performance require the understanding of uncertainty, especially for models used in high-stake applications where errors can cause cataclysmic…

Machine Learning · Computer Science 2022-11-29 Shuo Chen

Uncertainty-aware machine learners, such as Bayesian neural networks, output a quantification of uncertainty instead of a point prediction. We provide uncertainty-aware learners with a principled framework to characterize, and identify ways…

Machine Learning · Computer Science 2026-04-01 Sabina J. Sloman , Michele Caprio , Samuel Kaski

The reliability assessment of a machine learning model's prediction is an important quantity for the deployment in safety critical applications. Not only can it be used to detect novel sceneries, either as out-of-distribution or anomaly…

Machine Learning · Computer Science 2022-05-12 Steve Dias Da Cruz , Bertram Taetz , Thomas Stifter , Didier Stricker

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