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Training deep neural networks is known to require a large number of training samples. However, in many applications only few training samples are available. In this work, we tackle the issue of training neural networks for classification…

Machine Learning · Computer Science 2017-12-25 Soufiane Belharbi , Clément Chatelain , Romain Hérault , Sébastien Adam

Uncertainty quantification in neural networks gained a lot of attention in the past years. The most popular approaches, Bayesian neural networks (BNNs), Monte Carlo dropout, and deep ensembles have one thing in common: they are all based on…

Machine Learning · Computer Science 2020-10-06 Sina Däubener , Asja Fischer

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 present a novel statistical approach to incorporating uncertainty awareness in model-free distributional reinforcement learning involving quantile regression-based deep Q networks. The proposed algorithm, $\textit{Calibrated Evidential…

Machine Learning · Computer Science 2024-06-05 Alex Christopher Stutts , Danilo Erricolo , Theja Tulabandhula , Amit Ranjan Trivedi

Deep neural networks (DNNs) are the workhorses of deep learning, which constitutes the state of the art in numerous application domains. However, DNN-based decision rules are notoriously prone to poor generalization, i.e., may prove…

Machine Learning · Computer Science 2023-05-11 Guy Amir , Osher Maayan , Tom Zelazny , Guy Katz , Michael Schapira

Deep learning models frequently make incorrect predictions with high confidence when presented with test examples that are not well represented in their training dataset. We propose a novel and straightforward approach to estimate…

Machine Learning · Computer Science 2019-10-04 Tiago Ramalho , Miguel Miranda

Real-world data contains aleatoric uncertainty - irreducible noise arising from imperfect measurements or from incomplete knowledge about the data generation process. Mean-variance estimation networks can learn this type of uncertainty but…

Machine Learning · Computer Science 2026-05-29 Jiaxiang Yi , Miguel A. Bessa

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

Optimization and Control · Mathematics 2021-09-10 Marc Goerigk , Jannis Kurtz

Most named entity recognition (NER) systems focus on improving model performance, ignoring the need to quantify model uncertainty, which is critical to the reliability of NER systems in open environments. Evidential deep learning (EDL) has…

Computation and Language · Computer Science 2023-05-30 Zhen Zhang , Mengting Hu , Shiwan Zhao , Minlie Huang , Haotian Wang , Lemao Liu , Zhirui Zhang , Zhe Liu , Bingzhe Wu

With deep neural networks providing state-of-the-art machine learning models for numerous machine learning tasks, quantifying the robustness of these models has become an important area of research. However, most of the research literature…

Machine Learning · Computer Science 2019-01-08 Tsui-Wei Weng , Pin-Yu Chen , Lam M. Nguyen , Mark S. Squillante , Ivan Oseledets , Luca Daniel

Evidential Deep Learning (EDL) is an emerging method for uncertainty estimation that provides reliable predictive uncertainty in a single forward pass, attracting significant attention. Grounded in subjective logic, EDL derives Dirichlet…

Machine Learning · Computer Science 2024-10-02 Mengyuan Chen , Junyu Gao , Changsheng Xu

In recent times, neural networks have become a powerful tool for the analysis of complex and abstract data models. However, their introduction intrinsically increases our uncertainty about which features of the analysis are model-related…

Machine Learning · Statistics 2020-11-09 Tom Charnock , Laurence Perreault-Levasseur , François Lanusse

Evidential deep learning (EDL) has shown remarkable success in uncertainty estimation. However, there is still room for improvement, particularly in out-of-distribution (OOD) detection and classification tasks. The limited OOD detection…

Machine Learning · Computer Science 2025-10-15 Taeseong Yoon , Heeyoung Kim

Deep neural networks (DNNs) have achieved tremendous success in computer vision, natural language processing, and scientific and engineering domains. However, DNNs can make unexpected, incorrect, yet overconfident predictions, leading to…

Machine Learning · Computer Science 2025-12-16 Wenchong He , Zhe Jiang , Tingsong Xiao , Zelin Xu , Yukun Li

Recurrent neural networks (RNNs) are instrumental in modelling sequential and time-series data. Yet, when using RNNs to inform decision-making, predictions by themselves are not sufficient; we also need estimates of predictive uncertainty.…

Machine Learning · Computer Science 2020-06-30 Ahmed M. Alaa , Mihaela van der Schaar

In this study, an efficient stochastic gradient-free method, the ensemble neural networks (ENN), is developed. In the ENN, the optimization process relies on covariance matrices rather than derivatives. The covariance matrices are…

Machine Learning · Statistics 2019-11-11 Yuntian Chen , Haibin Chang , Meng Jin , Dongxiao Zhang

Neural networks are powerful tools in various applications, and quantifying their uncertainty is crucial for reliable decision-making. In the deep learning field, the uncertainties are usually categorized into aleatoric (data) and epistemic…

Machine Learning · Computer Science 2023-12-21 Wang Zhang , Ziwen Ma , Subhro Das , Tsui-Wei Weng , Alexandre Megretski , Luca Daniel , Lam M. Nguyen

Reliable uncertainty estimation has become a crucial requirement for the industrial deployment of deep learning algorithms, particularly in high-risk applications such as autonomous driving and medical diagnosis. However, mainstream…

Machine Learning · Computer Science 2024-09-10 Junyu Gao , Mengyuan Chen , Liangyu Xiang , Changsheng Xu

While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…

Machine Learning · Computer Science 2020-04-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

Neural Networks (NNs) have been widely {used in supervised learning} due to their ability to model complex nonlinear patterns, often presented in high-dimensional data such as images and text. However, traditional NNs often lack the ability…

Artificial Intelligence · Computer Science 2022-10-18 Jiayu Huang , Yutian Pang , Yongming Liu , Hao Yan
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