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Algorithmic predictions are inherently uncertain: even models with similar aggregate accuracy can produce different predictions for the same individual, raising concerns that high-stakes decisions may become sensitive to arbitrary modeling…

Human-Computer Interaction · Computer Science 2026-05-13 Hansol Lee , AJ Alvero , René F. Kizilcec , Thorsten Joachims

Due to their accuracies, methods based on ensembles of regression trees are a popular approach for making predictions. Some common examples include Bayesian additive regression trees, boosting and random forests. This paper focuses on…

Methodology · Statistics 2019-11-15 Suofei Wu , Jan Hannig , Thomas C. M. Lee

The paper proposes a new variant of a decision tree, called an Extreme Learning Tree. It consists of an extremely random tree with non-linear data transformation, and a linear observer that provides predictions based on the leaf index where…

Machine Learning · Computer Science 2019-12-20 Anton Akusok , Emil Eirola , Kaj-Mikael Björk , Amaury Lendasse

For many practical, high-risk applications, it is essential to quantify uncertainty in a model's predictions to avoid costly mistakes. While predictive uncertainty is widely studied for neural networks, the topic seems to be under-explored…

Machine Learning · Computer Science 2021-04-05 Andrey Malinin , Liudmila Prokhorenkova , Aleksei Ustimenko

Probabilistic deep learning is deep learning that accounts for uncertainty, both model uncertainty and data uncertainty. It is based on the use of probabilistic models and deep neural networks. We distinguish two approaches to probabilistic…

Machine Learning · Computer Science 2021-06-10 Daniel T. Chang

Epistemic uncertainty in neural networks is commonly modeled using two second-order paradigms: distribution-based representations, which rely on posterior parameter distributions, and set-based representations based on credal sets (convex…

Machine Learning · Computer Science 2026-02-27 Kaizheng Wang , Yunjia Wang , Fabio Cuzzolin , David Moens , Hans Hallez , Siu Lun Chau

Climate change is intensifying wildfire risks globally, making reliable forecasting critical for adaptation strategies. While machine learning shows promise for wildfire prediction from Earth observation data, current approaches lack…

Machine Learning · Computer Science 2025-10-14 Aditya Chakravarty

The belief function approach to uncertainty quantification as proposed in the Demspter-Shafer theory of evidence is established upon the general mathematical models for set-valued observations, called random sets. Set-valued predictions are…

Machine Learning · Computer Science 2022-06-16 Shireen Kudukkil Manchingal , Fabio Cuzzolin

Uncertainty quantification is crucial to assess prediction quality of a machine learning model. In the case of Extreme Learning Machines (ELM), most methods proposed in the literature make strong assumptions on the data, ignore the…

Machine Learning · Statistics 2020-11-04 Fabian Guignard , Federico Amato , Mikhail Kanevski

Credal sets, i.e., closed convex sets of probability measures, provide a natural framework to represent aleatoric and epistemic uncertainty in machine learning. Yet how to quantify these two types of uncertainty for a given credal set,…

Large-language models (LLMs) and chatbot agents are known to provide wrong outputs at times, and it was recently found that this can never be fully prevented. Hence, uncertainty quantification plays a crucial role, aiming to quantify the…

Machine Learning · Computer Science 2025-05-29 Michael Kirchhof , Gjergji Kasneci , Enkelejda Kasneci

The overall predictive uncertainty of a trained predictor can be decomposed into separate contributions due to epistemic and aleatoric uncertainty. Under a Bayesian formulation, assuming a well-specified model, the two contributions can be…

Machine Learning · Computer Science 2021-10-22 Sharu Theresa Jose , Sangwoo Park , Osvaldo Simeone

This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can be applied to algorithms that vary from traditional Random…

Statistics Theory · Mathematics 2024-02-22 Ricardo Blum , Munir Hiabu , Enno Mammen , Joseph T. Meyer

Epistemic Uncertainty is a measure of the lack of knowledge of a learner which diminishes with more evidence. While existing work focuses on using the variance of the Bayesian posterior due to parameter uncertainty as a measure of epistemic…

Epistemic uncertainty is crucial for safety-critical applications and data acquisition tasks. Yet, we find an important phenomenon in deep learning models: an epistemic uncertainty collapse as model complexity increases, challenging the…

Machine Learning · Computer Science 2025-05-27 Andreas Kirsch

We study the feasibility of identifying epistemic uncertainty (reflecting a lack of knowledge), as opposed to aleatoric uncertainty (reflecting entropy in the underlying distribution), in the outputs of large language models (LLMs) over…

Machine Learning · Computer Science 2024-02-28 Gustaf Ahdritz , Tian Qin , Nikhil Vyas , Boaz Barak , Benjamin L. Edelman

Uncertainty estimation is important for ensuring safety and robustness of AI systems. While most research in the area has focused on un-structured prediction tasks, limited work has investigated general uncertainty estimation approaches for…

Machine Learning · Statistics 2021-02-12 Andrey Malinin , Mark Gales

There is significant need for principled uncertainty reasoning in machine learning systems as they are increasingly deployed in safety-critical domains. A new approach with uncertainty-aware neural networks (NNs), based on learning…

Machine Learning · Computer Science 2022-02-25 Nis Meinert , Alexander Lavin

The need to learn from positive and unlabeled data, or PU learning, arises in many applications and has attracted increasing interest. While random forests are known to perform well on many tasks with positive and negative data, recent PU…

Machine Learning · Computer Science 2022-10-18 Jonathan Wilton , Abigail M. Y. Koay , Ryan K. L. Ko , Miao Xu , Nan Ye

We live in a world brimming with uncertainty, where we constantly have to make a lot of decisions under incomplete information. We are firm believers that our subjective belief cannot be computed by rigorous mathematical formula; instead…

Physics and Society · Physics 2023-02-08 Lizhi Xin , Kevin Xin , Houwen Xin