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The objective of this work is to quantify the uncertainty in probability of failure estimates resulting from incomplete knowledge of the probability distributions for the input random variables. We propose a framework that couples the…

Methodology · Statistics 2021-10-26 Dimitris G. Giovanis , Michael Shields

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

Optimization and Control · Mathematics 2021-09-10 Marc Goerigk , Jannis Kurtz

Recent advances in deep learning have achieved impressive gains in classification accuracy on a variety of types of data, including images and text. Despite these gains, however, concerns have been raised about the calibration, robustness,…

Machine Learning · Computer Science 2018-11-20 Dallas Card , Michael Zhang , Noah A. Smith

We introduce a class of acquisition functions for sample selection that leads to faster convergence in applications related to Bayesian experimental design and uncertainty quantification. The approach follows the paradigm of active…

Machine Learning · Statistics 2021-04-12 Antoine Blanchard , Themistoklis Sapsis

Capturing aleatoric uncertainty is a critical part of many machine learning systems. In deep learning, a common approach to this end is to train a neural network to estimate the parameters of a heteroscedastic Gaussian distribution by…

Machine Learning · Computer Science 2022-04-04 Maximilian Seitzer , Arash Tavakoli , Dimitrije Antic , Georg Martius

Deep learning models have exhibited superior performance in predictive tasks with the explosively increasing Electronic Health Records (EHR). However, due to the lack of transparency, behaviors of deep learning models are difficult to…

Machine Learning · Computer Science 2019-07-16 Riyi Qiu , Yugang Jia , Mirsad Hadzikadic , Michael Dulin , Xi Niu , Xin Wang

We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint…

Machine Learning · Computer Science 2018-01-12 Jie Jia , Honggang Zhou , Yunchun Li

The advent of fast sensing technologies allows for real-time model updates in many applications where the model parameters are uncertain. Bayesian algorithms, such as ensemble smoothers, offer a real-time probabilistic inversion accounting…

Geophysics · Physics 2022-05-26 Muzammil Hussain Rammay , Sergey Alyaev , Ahmed H Elsheikh

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

We explore the notion of uncertainty in the context of modern abstractive summarization models, using the tools of Bayesian Deep Learning. Our approach approximates Bayesian inference by first extending state-of-the-art summarization models…

Computation and Language · Computer Science 2022-05-04 Alexios Gidiotis , Grigorios Tsoumakas

Deep learning methods continue to have a decided impact on machine learning, both in theory and in practice. Statistical theoretical developments have been mostly concerned with approximability or rates of estimation when recovering…

Statistics Theory · Mathematics 2021-04-07 Yuexi Wang , Veronika Ročková

It is known that neural networks have the problem of being over-confident when directly using the output label distribution to generate uncertainty measures. Existing methods mainly resolve this issue by retraining the entire model to…

Machine Learning · Computer Science 2022-12-15 Maohao Shen , Yuheng Bu , Prasanna Sattigeri , Soumya Ghosh , Subhro Das , Gregory Wornell

The use of high-dimensional regression techniques from machine learning has significantly improved the quantitative accuracy of interatomic potentials. Atomic simulations can now plausibly target quantitative predictions in a variety of…

Materials Science · Physics 2025-03-04 Danny Perez , Aparna P. A. Subramanyam , Ivan Maliyov , Thomas D. Swinburne

Understanding and quantifying uncertainty in black box Neural Networks (NNs) is critical when deployed in real-world settings such as healthcare. Recent works using Bayesian and non-Bayesian methods have shown how a unified predictive…

Machine Learning · Computer Science 2020-09-29 Utkarsh Sarawgi , Wazeer Zulfikar , Rishab Khincha , Pattie Maes

Deep Neural Networks (DNNs) are powerful tools for various computer vision tasks, yet they often struggle with reliable uncertainty quantification - a critical requirement for real-world applications. Bayesian Neural Networks (BNN) are…

Machine Learning · Computer Science 2023-12-27 Gianni Franchi , Olivier Laurent , Maxence Leguéry , Andrei Bursuc , Andrea Pilzer , Angela Yao

Deep learning models are extensively used in various safety critical applications. Hence these models along with being accurate need to be highly reliable. One way of achieving this is by quantifying uncertainty. Bayesian methods for UQ…

Computer Vision and Pattern Recognition · Computer Science 2020-07-06 Swaroop Bhandary K , Nico Hochgeschwender , Paul Plöger , Frank Kirchner , Matias Valdenegro-Toro

We take a Bayesian perspective to illustrate a connection between training speed and the marginal likelihood in linear models. This provides two major insights: first, that a measure of a model's training speed can be used to estimate its…

Machine Learning · Computer Science 2020-10-28 Clare Lyle , Lisa Schut , Binxin Ru , Yarin Gal , Mark van der Wilk

This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…

Machine Learning · Statistics 2023-06-13 Yousef El-Laham , Niccolò Dalmasso , Elizabeth Fons , Svitlana Vyetrenko

While offering a principled framework for uncertainty quantification in deep learning, the employment of Bayesian Neural Networks (BNNs) is still constrained by their increased computational requirements and the convergence difficulties…

Machine Learning · Computer Science 2025-05-26 Moule Lin , Shuhao Guan , Weipeng Jing , Goetz Botterweck , Andrea Patane

Some applications of deep learning require not only to provide accurate results but also to quantify the amount of confidence in their prediction. The management of an electric power grid is one of these cases: to avoid risky scenarios,…

Machine Learning · Computer Science 2023-08-25 Michele Guerra , Simone Scardapane , Filippo Maria Bianchi
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