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Deep neural networks (DNNs) have made a revolution in numerous fields during the last decade. However, in tasks with high safety requirements, such as medical or autonomous driving applications, providing an assessment of the models…
During training, the weights of a Deep Neural Network (DNN) are optimized from a random initialization towards a nearly optimum value minimizing a loss function. Only this final state of the weights is typically kept for testing, while the…
Deep learning (DL) models have received particular attention in medical imaging due to their promising pattern recognition capabilities. However, Deep Neural Networks (DNNs) require a huge amount of data, and because of the lack of…
We apply supervised deep neural networks (DNNs) for pricing and calibration of both vanilla and exotic options under both diffusion and pure jump processes with and without stochastic volatility. We train our neural network models under…
Classical problems in computational physics such as data-driven forecasting and signal reconstruction from sparse sensors have recently seen an explosion in deep neural network (DNN) based algorithmic approaches. However, most DNN models do…
Deep neural networks have seen enormous success in various real-world applications. Beyond their predictions as point estimates, increasing attention has been focused on quantifying the uncertainty of their predictions. In this review, we…
Deep neural networks achieve superior performance in challenging tasks such as image classification. However, deep classifiers tend to incorrectly classify out-of-distribution (OOD) inputs, which are inputs that do not belong to the…
Particle Image Velocimetry (PIV) is a widely used technique for flow measurement that traditionally relies on cross-correlation to track the displacement. Recent advances in deep learning-based methods have significantly improved the…
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…
Deep neural networks (DNNs), while increasingly deployed in many applications, struggle with robustness against anomalous and out-of-distribution (OOD) data. Current OOD benchmarks often oversimplify, focusing on single-object tasks and not…
We study the quantification of uncertainty of Convolutional Neural Networks (CNNs) based on gradient metrics. Unlike the classical softmax entropy, such metrics gather information from all layers of the CNN. We show for the EMNIST digits…
Deep neural networks (DNNs) have become integral to a wide range of scientific and practical applications due to their flexibility and strong predictive performance. Despite their accuracy, however, DNNs frequently exhibit poor calibration,…
For open world applications, deep neural networks (DNNs) need to be aware of previously unseen data and adaptable to evolving environments. Furthermore, it is desirable to detect and learn novel classes which are not included in the DNNs…
Deep neural networks (DNNs) are reshaping the field of information processing. With their exponential growth challenging existing electronic hardware, optical neural networks (ONNs) are emerging to process DNN tasks in the optical domain…
Deep neural networks (DNN) are versatile parametric models utilised successfully in a diverse number of tasks and domains. However, they have limitations---particularly from their lack of robustness and over-sensitivity to out of…
Uncertainty quantification is at the core of the reliability and robustness of machine learning. In this paper, we provide a theoretical framework to dissect the uncertainty, especially the \textit{epistemic} component, in deep learning…
The distribution of a neural network's latent representations has been successfully used to detect out-of-distribution (OOD) data. This work investigates whether this distribution moreover correlates with a model's epistemic uncertainty,…
Venn Prediction (VP) is a new machine learning framework for producing well-calibrated probabilistic predictions. In particular it provides well-calibrated lower and upper bounds for the conditional probability of an example belonging to…
Despite the major progress of deep models as learning machines, uncertainty estimation remains a major challenge. Existing solutions rely on modified loss functions or architectural changes. We propose to compensate for the lack of built-in…
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…