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It is desirable to have accurate uncertainty estimation from a single deterministic forward-pass model, as traditional methods for uncertainty quantification are computationally expensive. However, this is difficult because single…

Machine Learning · Computer Science 2023-08-22 Frederik Boe Hüttel , Filipe Rodrigues , Francisco Câmara Pereira

We study Bayesian hypernetworks: a framework for approximate Bayesian inference in neural networks. A Bayesian hypernetwork $\h$ is a neural network which learns to transform a simple noise distribution, $p(\vec\epsilon) = \N(\vec 0,\mat…

Machine Learning · Statistics 2018-04-26 David Krueger , Chin-Wei Huang , Riashat Islam , Ryan Turner , Alexandre Lacoste , Aaron Courville

We show that training a deep network using batch normalization is equivalent to approximate inference in Bayesian models. We further demonstrate that this finding allows us to make meaningful estimates of the model uncertainty using…

Machine Learning · Statistics 2018-07-17 Mattias Teye , Hossein Azizpour , Kevin Smith

Predictions made by deep learning models are prone to data perturbations, adversarial attacks, and out-of-distribution inputs. To build a trusted AI system, it is therefore critical to accurately quantify the prediction uncertainties. While…

Machine Learning · Computer Science 2023-04-12 Hanjing Wang , Dhiraj Joshi , Shiqiang Wang , Qiang Ji

We propose a new approach for propagating stable probability distributions through neural networks. Our method is based on local linearization, which we show to be an optimal approximation in terms of total variation distance for the ReLU…

Machine Learning · Computer Science 2024-02-14 Felix Petersen , Aashwin Mishra , Hilde Kuehne , Christian Borgelt , Oliver Deussen , Mikhail Yurochkin

Recent advances in deep learning have led to a paradigm shift in the field of reversible steganography. A fundamental pillar of reversible steganography is predictive modelling which can be realised via deep neural networks. However,…

Machine Learning · Computer Science 2023-03-08 Ching-Chun Chang

Recently, deep learning techniques are gradually replacing traditional statistical and machine learning models as the first choice for price forecasting tasks. In this paper, we leverage probabilistic deep learning for inferring the…

Machine Learning · Computer Science 2024-06-25 Héctor J. Hortúa , Andrés Mora-Valencia

By learning the gradient of smoothed data distributions, diffusion models can iteratively generate samples from complex distributions. The learned score function enables their generalization capabilities, but how the learned score relates…

Machine Learning · Computer Science 2024-12-16 Binxu Wang , John J. Vastola

Diffusion models have recently driven significant breakthroughs in generative modeling. While state-of-the-art models produce high-quality samples on average, individual samples can still be low quality. Detecting such samples without human…

Machine Learning · Computer Science 2025-06-13 Metod Jazbec , Eliot Wong-Toi , Guoxuan Xia , Dan Zhang , Eric Nalisnick , Stephan Mandt

Deep neural networks have achieved impressive performance on a variety of tasks, but their brittleness to distributional shifts remains a significant barrier to real-world deployment. In this paper, we propose a framework to analyse and…

Machine Learning · Computer Science 2026-05-21 Divij Khaitan , Subhashis Banerjee

Deep Neural Networks (DNNs) have performed admirably in classification tasks. However, the characterization of their classification uncertainties, required for certain applications, has been lacking. In this work, we investigate the issue…

Machine Learning · Computer Science 2023-11-28 Yu Pan , Kwo-Sen Kuo , Michael L. Rilee , Hongfeng Yu

We propose a novel deep learning based surrogate model for solving high-dimensional uncertainty quantification and uncertainty propagation problems. The proposed deep learning architecture is developed by integrating the well-known U-net…

Machine Learning · Statistics 2021-11-10 Sai Krishna Mendu , Souvik Chakraborty

Dirichlet process mixtures are particularly sensitive to the value of the precision parameter controlling the behavior of the latent partition. Randomization of the precision through a prior distribution is a common solution, which leads to…

Methodology · Statistics 2024-09-04 Alessandro Zito , Tommaso Rigon , David B. Dunson

The requirement-driven performance evaluation of a black-box cyber-physical system (CPS) that utilizes machine learning methods has proven to be an effective way to assess the quality of the CPS. However, the distributional evaluation of…

Systems and Control · Electrical Eng. & Systems 2024-09-02 Ryohei Oura , Yuji Ito

We present a new method for uncertainty estimation and out-of-distribution detection in neural networks with softmax output. We extend softmax layer with an additional constant input. The corresponding additional output is able to represent…

Machine Learning · Computer Science 2019-04-09 Marcin Możejko , Mateusz Susik , Rafał Karczewski

Bayesian Dark Knowledge is a method for compressing the posterior predictive distribution of a neural network model into a more compact form. Specifically, the method attempts to compress a Monte Carlo approximation to the parameter…

Machine Learning · Computer Science 2019-06-11 Meet P. Vadera , Benjamin M. Marlin

Bayesian inference for graphical models has received much attention in the literature in recent years. It is well known that when the graph G is decomposable, Bayesian inference is significantly more tractable than in the general…

Methodology · Statistics 2015-05-05 Kshitij Khare , Bala Rajaratnam , Abhishek Saha

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

Deep neural network (DNN) models have achieved state-of-the-art predictive accuracy in a wide range of supervised learning applications. However, accurately quantifying the uncertainty in DNN predictions remains a challenging task. For…

Machine Learning · Computer Science 2022-06-14 Daiwei Zhang , Tianci Liu , Jian Kang

Recent work introduced deep kernel processes as an entirely kernel-based alternative to NNs (Aitchison et al. 2020). Deep kernel processes flexibly learn good top-layer representations by alternately sampling the kernel from a distribution…

Machine Learning · Statistics 2021-12-06 Sebastian W. Ober , Laurence Aitchison
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