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We propose an efficient way to output better calibrated uncertainty scores from neural networks. The Distilled Dropout Network (DDN) makes standard (non-Bayesian) neural networks more introspective by adding a new training loss which…

Computer Vision and Pattern Recognition · Computer Science 2018-09-28 Corina Gurau , Alex Bewley , Ingmar Posner

Although deep Neural Networks (DNNs) have achieved tremendous success in audio classification tasks, their uncertainty calibration are still under-explored. A well-calibrated model should be accurate when it is certain about its prediction…

Sound · Computer Science 2022-06-28 Tong Ye , Shijing Si , Jianzong Wang , Ning Cheng , Jing Xiao

Machine learning models are commonly applied to human brain imaging datasets in an effort to associate function or structure with behaviour, health, or other individual phenotypes. Such models often rely on low-dimensional maps generated by…

Quantitative Methods · Quantitative Biology 2021-09-21 Gregory Kiar , Yohan Chatelain , Ali Salari , Alan C. Evans , Tristan Glatard

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

We propose Orthogonal Monte Carlo Dropout, a mechanism that enforces strict orthogonality when combining sparse semantic vectors without extra time complexity. Low-Rank Adaptation (LoRA), a popular fine-tuning method for large models,…

Machine Learning · Computer Science 2025-10-09 Andi Zhang , Xuan Ding , Haofan Wang , Steven McDonagh , Samuel Kaski

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

We introduce dropout compaction, a novel method for training feed-forward neural networks which realizes the performance gains of training a large model with dropout regularization, yet extracts a compact neural network for run-time…

Machine Learning · Statistics 2017-05-25 Yotaro Kubo , George Tucker , Simon Wiesler

We present a Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix without the need to compute the inner product of two vectors or store all the components of any one vector.…

Computational Physics · Physics 2015-05-13 T. E. Booth , J. E. Gubernatis

Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given point, albeit at a high computational cost. However,…

Machine Learning · Statistics 2018-10-23 Juliette Achdou , Joseph C. Lam , Alexandra Carpentier , Gilles Blanchard

Bayesian Neural Networks (BNN) have recently emerged in the Deep Learning world for dealing with uncertainty estimation in classification tasks, and are used in many application domains such as astrophysics, autonomous driving...BNN assume…

Machine Learning · Computer Science 2021-02-04 Claire Theobald , Frédéric Pennerath , Brieuc Conan-Guez , Miguel Couceiro , Amedeo Napoli

It is often necessary to make sampling-based statistical inference about many probability distributions in parallel. Given a finite computational resource, this article addresses how to optimally divide sampling effort between the samplers…

Methodology · Statistics 2015-02-18 Nicholas Heard , Melissa Turcotte

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

Deep learning models learn to fit training data while they are highly expected to generalize well to testing data. Most works aim at finding such models by creatively designing architectures and fine-tuning parameters. To adapt to…

Computer Vision and Pattern Recognition · Computer Science 2018-09-10 Tianyang Wang , Jun Huan , Bo Li

Dropout is used as a practical tool to obtain uncertainty estimates in large vision models and reinforcement learning (RL) tasks. But to obtain well-calibrated uncertainty estimates, a grid-search over the dropout probabilities is necessary…

Machine Learning · Statistics 2017-05-23 Yarin Gal , Jiri Hron , Alex Kendall

The use of Deep Neural Network (DNN) models in risk-based decision-making has attracted extensive attention with broad applications in medical, finance, manufacturing, and quality control. To mitigate prediction-related risks in decision…

Machine Learning · Statistics 2023-10-11 Maryam Kheirandish , Shengfan Zhang , Donald G. Catanzaro , Valeriu Crudu

Dropout has been witnessed with great success in training deep neural networks by independently zeroing out the outputs of neurons at random. It has also received a surge of interest for shallow learning, e.g., logistic regression. However,…

Machine Learning · Computer Science 2016-12-06 Zhe Li , Boqing Gong , Tianbao Yang

The model uncertainty obtained by variational Bayesian inference with Monte Carlo dropout is prone to miscalibration. In this paper, different logit scaling methods are extended to dropout variational inference to recalibrate model…

Machine Learning · Computer Science 2020-06-23 Max-Heinrich Laves , Sontje Ihler , Karl-Philipp Kortmann , Tobias Ortmaier

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Machine Learning · Statistics 2024-01-11 Denny Thaler , Somayajulu L. N. Dhulipala , Franz Bamer , Bernd Markert , Michael D. Shields

Modern training and inference pipelines in statistical learning and deep learning repeatedly invoke linear-system solves as inner loops, yet high-accuracy deterministic solvers can be prohibitively expensive when solves must be repeated…

Computation · Statistics 2026-02-06 Sarah Polson , Vadim Sokolov
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