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To ensure high quality outputs, it is important to quantify the epistemic uncertainty of diffusion models. Existing methods are often unreliable because they mix epistemic and aleatoric uncertainty. We introduce a method based on Fisher…

Machine Learning · Statistics 2026-02-18 Aditi Gupta , Raphael A. Meyer , Yotam Yaniv , Elynn Chen , N. Benjamin Erichson

This paper proposes a fast and scalable method for uncertainty quantification of machine learning models' predictions. First, we show the principled way to measure the uncertainty of predictions for a classifier based on Nadaraya-Watson's…

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

We present a sampling-free approach for computing the epistemic uncertainty of a neural network. Epistemic uncertainty is an important quantity for the deployment of deep neural networks in safety-critical applications, since it represents…

Machine Learning · Computer Science 2019-12-04 Janis Postels , Francesco Ferroni , Huseyin Coskun , Nassir Navab , Federico Tombari

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

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

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

This paper deals with uncertainty quantification and out-of-distribution detection in deep learning using Bayesian and ensemble methods. It proposes a practical solution to the lack of prediction diversity observed recently for standard…

Machine Learning · Computer Science 2025-02-03 Antoine de Mathelin , François Deheeger , Mathilde Mougeot , Nicolas Vayatis

In this paper, we propose TEDL, a two-stage learning approach to quantify uncertainty for deep learning models in classification tasks, inspired by our findings in experimenting with Evidential Deep Learning (EDL) method, a recently…

Machine Learning · Computer Science 2022-09-14 Xue Li , Wei Shen , Denis Charles

Deep neural network models can learn clinically relevant features from millions of histopathology images. However generating high-quality annotations to train such models for each hospital, each cancer type, and each diagnostic task is…

In a standard Bayesian approach to the alpha-factor model for common-cause failure, a precise Dirichlet prior distribution models epistemic uncertainty in the alpha-factors. This Dirichlet prior is then updated with observed data to obtain…

Methodology · Statistics 2018-08-10 Matthias C. M. Troffaes , Gero Walter , Dana Kelly

Existing methods for quantifying predictive uncertainty in neural networks are either computationally intractable for large language models or require access to training data that is typically unavailable. We derive a lightweight…

Machine Learning · Computer Science 2026-04-01 Nils Grünefeld , Jes Frellsen , Christian Hardmeier

Uncertainty quantification has received increasing attention in machine learning in the recent past. In particular, a distinction between aleatoric and epistemic uncertainty has been found useful in this regard. The latter refers to the…

Machine Learning · Computer Science 2022-10-14 Viktor Bengs , Eyke Hüllermeier , Willem Waegeman

We develop a probabilistic machine learning method, which formulates a class of stochastic neural networks by a stochastic optimal control problem. An efficient stochastic gradient descent algorithm is introduced under the stochastic…

Machine Learning · Computer Science 2021-04-06 Richard Archibald , Feng Bao , Yanzhao Cao , He 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

The vast majority of uncertainty quantification methods for deep object detectors such as variational inference are based on the network output. Here, we study gradient-based epistemic uncertainty metrics for deep object detectors to obtain…

Computer Vision and Pattern Recognition · Computer Science 2022-03-21 Tobias Riedlinger , Matthias Rottmann , Marius Schubert , Hanno Gottschalk

In this paper, we introduce a novel methodology for characterising the performance of deep learning networks (ResNets and DenseNet) with respect to training convergence and generalisation as a function of mini-batch size and learning rate…

Computer Vision and Pattern Recognition · Computer Science 2018-10-17 Zhibin Liao , Tom Drummond , Ian Reid , Gustavo Carneiro

Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…

Machine Learning · Statistics 2020-12-08 Javier Antorán , James Urquhart Allingham , José Miguel Hernández-Lobato

Measurement of uncertainty of predictions from machine learning methods is important across scientific domains and applications. We present, to our knowledge, the first such technique that quantifies the uncertainty of predictions from a…

Machine Learning · Statistics 2022-04-04 Alex Hagen , Karl Pazdernik , Nicole LaHaye , Marjolein Oostrom

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Machine Learning · Computer Science 2023-05-24 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová