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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

Uncertainty quantification is an important and challenging problem in deep learning. Previous methods rely on dropout layers which are not present in modern deep architectures or batch normalization which is sensitive to batch sizes. In…

Computer Vision and Pattern Recognition · Computer Science 2020-07-10 Lukasz Wandzik , Raul Vicente Garcia , Jörg Krüger

Trustworthiness in neural networks is crucial for their deployment in critical applications, where reliability, confidence, and uncertainty play pivotal roles in decision-making. Traditional performance metrics such as accuracy and…

Machine Learning · Computer Science 2025-09-05 Koffi Ismael Ouattara , Ioannis Krontiris , Theo Dimitrakos , Frank Kargl

Neural network potentials (NNPs) combine the computational efficiency of classical interatomic potentials with the high accuracy and flexibility of the ab initio methods used to create the training set, but can also result in unphysical…

Materials Science · Physics 2022-01-24 Leonid Kahle , Federico Zipoli

We develop a weighted Bayesian Bootstrap (WBB) for machine learning and statistics. WBB provides uncertainty quantification by sampling from a high dimensional posterior distribution. WBB is computationally fast and scalable using only…

Methodology · Statistics 2021-04-06 Michael Newton , Nicholas G. Polson , Jianeng Xu

Uncertainty quantification in automated image analysis is highly desired in many applications. Typically, machine learning models in classification or segmentation are only developed to provide binary answers; however, quantifying the…

Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…

Machine Learning · Computer Science 2024-10-28 Illia Oleksiienko , Dat Thanh Tran , Alexandros Iosifidis

Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is…

Machine Learning · Statistics 2020-06-29 Alex J. Chan , Ahmed M. Alaa , Zhaozhi Qian , Mihaela van der Schaar

Deep neural networks (DNNs) have achieved state-of-the-art performances in many important domains, including medical diagnosis, security, and autonomous driving. In these domains where safety is highly critical, an erroneous decision can…

Machine Learning · Computer Science 2019-06-12 Aryan Mobiny , Hien V. Nguyen , Supratik Moulik , Naveen Garg , Carol C. Wu

Deep unrolling is an emerging deep learning-based image reconstruction methodology that bridges the gap between model-based and purely deep learning-based image reconstruction methods. Although deep unrolling methods achieve…

Image and Video Processing · Electrical Eng. & Systems 2022-12-21 Canberk Ekmekci , Mujdat Cetin

Resampling methods such as the bootstrap have proven invaluable in the field of machine learning. However, the applicability of traditional bootstrap methods is limited when dealing with large streams of dependent data, such as time series…

Machine Learning · Statistics 2024-02-28 Nicolai Palm , Thomas Nagler

In supervised learning, understanding an input's proximity to the training data can help a model decide whether it has sufficient evidence for reaching a reliable prediction. While powerful probabilistic models such as Gaussian Processes…

Machine Learning · Computer Science 2024-06-19 Ifigeneia Apostolopoulou , Benjamin Eysenbach , Frank Nielsen , Artur Dubrawski

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

Hypernetworks, or hypernets for short, are neural networks that generate weights for another neural network, known as the target network. They have emerged as a powerful deep learning technique that allows for greater flexibility,…

Machine Learning · Computer Science 2025-01-03 Vinod Kumar Chauhan , Jiandong Zhou , Ping Lu , Soheila Molaei , David A. Clifton

Traditional approaches to estimating beta in finance often involve rigid assumptions and fail to adequately capture beta dynamics, limiting their effectiveness in use cases like hedging. To address these limitations, we have developed a…

Statistical Finance · Quantitative Finance 2024-10-29 Yuxin Liu , Jimin Lin , Achintya Gopal

We introduce PPBoot: a bootstrap-based method for prediction-powered inference. PPBoot is applicable to arbitrary estimation problems and is very simple to implement, essentially only requiring one application of the bootstrap. Through a…

Machine Learning · Statistics 2025-01-27 Tijana Zrnic

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

Deep neural networks are powerful parametric models that can be trained efficiently using the backpropagation algorithm. Stochastic neural networks combine the power of large parametric functions with that of graphical models, which makes…

Machine Learning · Computer Science 2016-02-26 Shixiang Gu , Sergey Levine , Ilya Sutskever , Andriy Mnih

Monitoring machine learning models once they are deployed is challenging. It is even more challenging to decide when to retrain models in real-case scenarios when labeled data is beyond reach, and monitoring performance metrics becomes…

Machine Learning · Computer Science 2022-11-23 Carlos Mougan , Dan Saattrup Nielsen

Uncertainty estimation for machine learning models is of high importance in many scenarios such as constructing the confidence intervals for model predictions and detection of out-of-distribution or adversarially generated points. In this…

Machine Learning · Computer Science 2022-05-06 Kirill Fedyanin , Evgenii Tsymbalov , Maxim Panov
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