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In classification tasks, softmax functions are ubiquitously used as output activations to produce predictive probabilities. Such outputs only capture aleatoric uncertainty. To capture epistemic uncertainty, approximate Gaussian inference…

Machine Learning · Computer Science 2026-02-12 Bálint Mucsányi , Nathaël Da Costa , Philipp Hennig

Recent studies have shown that ensemble approaches could not only improve accuracy and but also estimate model uncertainty in deep learning. However, it requires a large number of parameters according to the increase of ensemble models for…

Computer Vision and Pattern Recognition · Computer Science 2020-05-25 Hong Joo Lee , Seong Tae Kim , Hakmin Lee , Nassir Navab , Yong Man Ro

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

Sampling-based methods, e.g., Deep Ensembles and Bayesian Neural Nets have become promising approaches to improve the quality of uncertainty estimation and robust generalization. However, they suffer from a large model size and high latency…

Machine Learning · Computer Science 2024-05-29 Ha Manh Bui , Anqi Liu

Bayesian neural networks (BNN) and deep ensembles are principled approaches to estimate the predictive uncertainty of a deep learning model. However their practicality in real-time, industrial-scale applications are limited due to their…

Machine Learning · Computer Science 2020-10-27 Jeremiah Zhe Liu , Zi Lin , Shreyas Padhy , Dustin Tran , Tania Bedrax-Weiss , Balaji Lakshminarayanan

The use of ensembles of neural networks (NNs) for the quantification of predictive uncertainty is widespread. However, the current justification is intuitive rather than analytical. This work proposes one minor modification to the normal…

Machine Learning · Statistics 2018-07-03 Tim Pearce , Nicolas Anastassacos , Mohamed Zaki , Andy Neely

Deep learning has emerged as a promising paradigm to give access to highly accurate predictions of molecular and materials properties. A common short-coming shared by current approaches, however, is that neural networks only give point…

Computational Physics · Physics 2023-05-10 Albert Zhu , Simon Batzner , Albert Musaelian , Boris Kozinsky

Deep ensembles can be considered as the current state-of-the-art for uncertainty quantification in deep learning. While the approach was originally proposed as a non-Bayesian technique, arguments supporting its Bayesian footing have been…

Machine Learning · Computer Science 2021-11-19 Lara Hoffmann , Clemens Elster

Deep Ensembles, as a type of Bayesian Neural Networks, can be used to estimate uncertainty on the prediction of multiple neural networks by collecting votes from each network and computing the difference in those predictions. In this paper,…

Machine Learning · Computer Science 2023-07-10 Illia Oleksiienko , Alexandros Iosifidis

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assign to base models a set of deterministic, constant model weights that (1) do not fully account for individual models' varying accuracy…

Methodology · Statistics 2019-04-02 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent A. Coull

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

Understanding capabilities and limitations of different network architectures is of fundamental importance to machine learning. Bayesian inference on Gaussian processes has proven to be a viable approach for studying recurrent and deep…

Disordered Systems and Neural Networks · Physics 2022-10-17 Kai Segadlo , Bastian Epping , Alexander van Meegen , David Dahmen , Michael Krämer , Moritz Helias

Neural network classifiers trained with cross-entropy loss achieve strong predictive accuracy but lack the capability to provide inherent predictive uncertainty estimates, thus requiring external techniques to obtain these estimates. In…

Machine Learning · Statistics 2026-04-08 Courtney Franzen , Farhad Pourkamali-Anaraki

This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…

Machine Learning · Statistics 2015-09-11 Lucas Mentch , Giles Hooker

This study aims to comprehensively investigate the deep ensemble approach, an approximate Bayesian inference, in the multi-output regression task for predicting the aerodynamic performance of a missile configuration. To this end, the effect…

Machine Learning · Computer Science 2023-11-27 Sunwoong Yang , Kwanjung Yee

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

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

Accurate uncertainty quantification is a major challenge in deep learning, as neural networks can make overconfident errors and assign high confidence predictions to out-of-distribution (OOD) inputs. The most popular approaches to estimate…

Uncertainty estimation in deep learning has become a leading research field in medical image analysis due to the need for safe utilisation of AI algorithms in clinical practice. Most approaches for uncertainty estimation require sampling…

Image and Video Processing · Electrical Eng. & Systems 2022-04-12 Kaisar Kushibar , Víctor Manuel Campello , Lidia Garrucho Moras , Akis Linardos , Petia Radeva , Karim Lekadir
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