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In machine learning, accurately predicting the probability that a specific input is correct is crucial for risk management. This process, known as uncertainty (or confidence) estimation, is particularly important in mission-critical…

Machine Learning · Computer Science 2023-01-12 Gabriella Chouraqui , Liron Cohen , Gil Einziger , Liel Leman

A critical factor in adopting machine learning for time-sensitive financial tasks is computational speed, including model training and inference. This paper demonstrates that a broad class of such problems, especially those previously…

Computational Finance · Quantitative Finance 2025-05-27 Liexin Cheng , Xue Cheng , Shuaiqiang Liu

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

Accurate uncertainty quantification remains a key challenge for standard LLMs, prompting the adoption of Bayesian and ensemble-based methods. However, such methods typically necessitate computationally expensive sampling, involving multiple…

Machine Learning · Computer Science 2025-07-25 Lakshmana Sri Harsha Nemani , P. K. Srijith , Tomasz Kuśmierczyk

Deep learning models are being adopted and applied on various critical decision-making tasks, yet they are trained to provide point predictions without providing degrees of confidence. The trustworthiness of deep learning models can be…

Machine Learning · Computer Science 2024-10-28 Daniel Nolte , Souparno Ghosh , Ranadip Pal

Quantifying model uncertainty is critical for understanding prediction reliability, yet distinguishing between aleatoric and epistemic uncertainty remains challenging. We extend recent work from classification to regression to provide a…

Uncertainty-quantification methods are applied to estimate the confidence of deep-neural-networks classifiers over their predictions. However, most widely used methods are known to be overconfident. We address this problem by developing an…

Machine Learning · Computer Science 2023-05-19 Luigi Sbailò , Luca M. Ghiringhelli

A central problem in uncertainty quantification is how to characterize the impact that our incomplete knowledge about models has on the predictions we make from them. This question naturally lends itself to a probabilistic formulation, by…

Statistical Mechanics · Physics 2018-09-03 Giovanni Dematteis , Tobias Grafke , Eric Vanden-Eijnden

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

Uncertainty quantification is essential for scientific analysis, as it allows for the evaluation and interpretation of variability and reliability in complex systems and datasets. In their original form, multivariate statistical regression…

Proper quantification of predictive uncertainty is essential for the use of machine learning in safety-critical applications. Various uncertainty measures have been proposed for this purpose, typically claiming superiority over other…

Machine Learning · Computer Science 2025-12-16 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Virtual Diagnostic (VD) is a computational tool based on deep learning that can be used to predict a diagnostic output. VDs are especially useful in systems where measuring the output is invasive, limited, costly or runs the risk of…

Accelerator Physics · Physics 2021-08-04 Owen Convery , Lewis Smith , Yarin Gal , Adi Hanuka

Uncertainty plays a crucial role in the machine learning field. Both model trustworthiness and performance require the understanding of uncertainty, especially for models used in high-stake applications where errors can cause cataclysmic…

Machine Learning · Computer Science 2022-11-29 Shuo Chen

Methods for interpreting machine learning black-box models increase the outcomes' transparency and in turn generates insight into the reliability and fairness of the algorithms. However, the interpretations themselves could contain…

Machine Learning · Computer Science 2019-06-05 Yujia Zhang , Kuangyan Song , Yiming Sun , Sarah Tan , Madeleine Udell

The quantification of aleatoric and epistemic uncertainty in terms of conditional entropy and mutual information, respectively, has recently become quite common in machine learning. While the properties of these measures, which are rooted…

Machine Learning · Computer Science 2023-06-27 Lisa Wimmer , Yusuf Sale , Paul Hofman , Bern Bischl , Eyke Hüllermeier

Large language models (LLMs) have demonstrated remarkable capabilities across various tasks. However, these models could offer biased, hallucinated, or non-factual responses camouflaged by their fluency and realistic appearance. Uncertainty…

Computation and Language · Computer Science 2025-05-30 Zhiqiu Xia , Jinxuan Xu , Yuqian Zhang , Hang Liu

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

Uncertainty quantification in Artificial Intelligence (AI)-based predictions of material properties is of immense importance for the success and reliability of AI applications in material science. While confidence intervals are commonly…

Machine Learning · Computer Science 2023-01-16 Francesca Tavazza , Brian De Cost , Kamal Choudhary

Precise probabilistic forecasts are fundamental for energy risk management, and there is a wide range of both statistical and machine learning models for this purpose. Inherent to these probabilistic models is some form of uncertainty…

Machine Learning · Computer Science 2025-10-10 Andreas Lebedev , Abhinav Das , Sven Pappert , Stephan Schlüter

Extreme Learning Machines (ELM) provide a fast alternative to traditional gradient-based learning in neural networks, offering rapid training and robust generalization capabilities. Its theoretical basis shows its universal approximation…

Machine Learning · Computer Science 2024-06-27 Ergun Biçici