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With the widespread success of deep neural networks in science and technology, it is becoming increasingly important to quantify the uncertainty of the predictions produced by deep learning. In this paper, we introduce a new method that…

Machine Learning · Computer Science 2019-08-15 Qingyang Wu , He Li , Lexin Li , Zhou Yu

Uncertainty quantification by ensemble learning is explored in terms of an application from computational optical form measurements. The application requires to solve a large-scale, nonlinear inverse problem. Ensemble learning is used to…

Machine Learning · Computer Science 2021-03-03 Lara Hoffmann , Ines Fortmeier , Clemens Elster

To build robust, fair, and safe AI systems, we would like our classifiers to say ``I don't know'' when facing test examples that are difficult or fall outside of the training classes.The ubiquitous strategy to predict under uncertainty is…

Machine Learning · Statistics 2024-01-22 Kamalika Chaudhuri , David Lopez-Paz

Uncertainty sampling in active learning is heavily used in practice to reduce the annotation cost. However, there has been no wide consensus on the function to be used for uncertainty estimation in binary classification tasks and…

Machine Learning · Computer Science 2021-11-01 Anant Raj , Francis Bach

We evaluate two different methods for the integration of prediction uncertainty into diagnostic image classifiers to increase patient safety in deep learning. In the first method, Monte Carlo sampling is applied with dropout at test time to…

Image and Video Processing · Electrical Eng. & Systems 2019-08-05 Max-Heinrich Laves , Sontje Ihler , Tobias Ortmaier

Over the past decades, researchers and ML practitioners have come up with better and better ways to build, understand and improve the quality of ML models, but mostly under the key assumption that the training data is distributed…

Machine Learning · Computer Science 2019-10-14 Yeounoh Chung , Peter J. Haas , Eli Upfal , Tim Kraska

In a broad range of classification and decision making problems, one is given the advice or predictions of several classifiers, of unknown reliability, over multiple questions or queries. This scenario is different from the standard…

Machine Learning · Statistics 2014-02-07 Fabio Parisi , Francesco Strino , Boaz Nadler , Yuval Kluger

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis

Classifier calibration has received recent attention from the machine learning community due both to its practical utility in facilitating decision making, as well as the observation that modern neural network classifiers are poorly…

Machine Learning · Computer Science 2022-05-24 John Kirchenbauer , Jacob Oaks , Eric Heim

Misclassification detection is an important problem in machine learning, as it allows for the identification of instances where the model's predictions are unreliable. However, conventional uncertainty measures such as Shannon entropy do…

Machine Learning · Statistics 2024-02-09 Eduardo Dadalto , Marco Romanelli , Georg Pichler , Pablo Piantanida

In binary classification problems, mainly two approaches have been proposed; one is loss function approach and the other is uncertainty set approach. The loss function approach is applied to major learning algorithms such as support vector…

Machine Learning · Statistics 2012-05-01 Takafumi Kanamori , Akiko Takeda , Taiji Suzuki

We consider learning to optimize a classification metric defined by a black-box function of the confusion matrix. Such black-box learning settings are ubiquitous, for example, when the learner only has query access to the metric of…

Machine Learning · Computer Science 2021-06-25 Gaurush Hiranandani , Jatin Mathur , Harikrishna Narasimhan , Mahdi Milani Fard , Oluwasanmi Koyejo

The estimation of the amount of uncertainty featured by predictive machine learning models has acquired a great momentum in recent years. Uncertainty estimation provides the user with augmented information about the model's confidence in…

Machine Learning · Computer Science 2022-10-31 Ibai Laña , Ignacio , Olabarrieta , Javier Del Ser

The inability of artificial neural networks to assess the uncertainty of their predictions is an impediment to their widespread use. We distinguish two types of learnable uncertainty: model uncertainty due to a lack of training data and…

Machine Learning · Computer Science 2022-06-14 Hans Weytjens , Jochen De Weerdt

Among the different possible strategies for evaluating the reliability of individual predictions of classifiers, robustness quantification stands out as a method that evaluates how much uncertainty a classifier could cope with before…

Machine Learning · Computer Science 2026-03-25 Rodrigo F. L. Lassance , Jasper De Bock

Abstaining classifiers have the option to abstain from making predictions on inputs that they are unsure about. These classifiers are becoming increasingly popular in high-stakes decision-making problems, as they can withhold uncertain…

Machine Learning · Statistics 2023-11-10 Yo Joong Choe , Aditya Gangrade , Aaditya Ramdas

Modern artificial intelligence is supported by machine learning models (e.g., foundation models) that are pretrained on a massive data corpus and then adapted to solve a variety of downstream tasks. To summarize performance across multiple…

Machine Learning · Statistics 2025-01-09 Rachel Longjohn , Giri Gopalan , Emily Casleton

A great many tools have been developed for supervised classification, ranging from early methods such as linear discriminant analysis through to modern developments such as neural networks and support vector machines. A large number of…

Statistics Theory · Mathematics 2007-06-13 David J. Hand

Diagnostic testing provides a unique setting for studying and developing tools in classification theory. In such contexts, the concept of prevalence, i.e. the number of individuals with a given condition, is fundamental, both as an inherent…

We introduce a framework for uncertainty estimation that both describes and extends many existing methods. We consider typical hyperparameters involved in classical training as random variables and marginalise them out to capture various…

Machine Learning · Computer Science 2021-07-07 Francesco Farina , Lawrence Phillips , Nicola J Richmond