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A rich set of frequentist model averaging methods has been developed, but their applications have largely been limited to point prediction, as measuring prediction uncertainty in general settings remains an open problem. In this paper we…

Econometrics · Economics 2025-10-21 Zhongjun Qu , Wendun Wang , Xiaomeng Zhang

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to a specific operating point,…

Machine Learning · Computer Science 2021-06-03 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

Machine learning models are often evaluated using point estimates of performance metrics such as accuracy, F1 score, or mean squared error. Such summaries fail to capture the inherent variability induced by stochastic elements of the…

Machine Learning · Computer Science 2026-05-13 Christoph Lehmann , Yahor Paromau

Deep learning has achieved impressive performance on many tasks in recent years. However, it has been found that it is still not enough for deep neural networks to provide only point estimates. For high-risk tasks, we need to assess the…

Machine Learning · Computer Science 2021-04-28 Yuandu Lai , Yucheng Shi , Yahong Han , Yunfeng Shao , Meiyu Qi , Bingshuai Li

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to an ad-hoc operating point,…

Machine Learning · Computer Science 2023-10-06 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

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

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

Machine Learning · Computer Science 2021-08-31 Vitor Cerqueira , Luis Torgo , Igor Mozetic

Many active learning methods belong to the retraining-based approaches, which select one unlabeled instance, add it to the training set with its possible labels, retrain the classification model, and evaluate the criteria that we base our…

Machine Learning · Statistics 2017-03-01 Yazhou Yang , Marco Loog

As neural networks become more popular, the need for accompanying uncertainty estimates increases. There are currently two main approaches to test the quality of these estimates. Most methods output a density. They can be compared by…

Machine Learning · Statistics 2024-06-05 Laurens Sluijterman , Eric Cator , Tom Heskes

Classification algorithms aim to predict an unknown label (e.g., a quality class) for a new instance (e.g., a product). Therefore, training samples (instances and labels) are used to deduct classification hypotheses. Often, it is relatively…

Machine Learning · Computer Science 2019-01-30 Daniel Kottke , Jim Schellinger , Denis Huseljic , Bernhard Sick

Unlabeled data are increasingly prevalent in contemporary economic studies, yet their effective use for improving prediction remains challenging because the outcomes are often costly or even infeasible to observe. Machine learning methods…

Methodology · Statistics 2026-05-12 Fuzhi Xu , Xingyu Yan , Xinyu Zhang

ML models deployed in production often have to face unknown domain changes, fundamentally different from their training settings. Performance prediction models carry out the crucial task of measuring the impact of these changes on model…

Machine Learning · Computer Science 2022-06-23 Simona Maggio , Victor Bouvier , Léo Dreyfus-Schmidt

Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…

Machine Learning · Computer Science 2024-06-13 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

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

The problem of behaviour prediction for linear parameter-varying systems is considered in the interval framework. It is assumed that the system is subject to uncertain inputs and the vector of scheduling parameters is unmeasurable, but all…

Systems and Control · Computer Science 2019-08-13 Edouard Leurent , Denis Efimov , Tarek Raïssi , Wilfrid Perruquetti

Model monitoring involves analyzing AI algorithms once they have been deployed and detecting changes in their behaviour. This thesis explores machine learning model monitoring ML before the predictions impact real-world decisions or users.…

Machine Learning · Computer Science 2025-01-28 Carlos Mougan

The recent decade has seen an enormous rise in the popularity of deep learning and neural networks. These algorithms have broken many previous records and achieved remarkable results. Their outstanding performance has significantly sped up…

To understand and predict the performance of scientific applications, several analytical and machine learning approaches have been proposed, each having its advantages and disadvantages. In this paper, we propose and validate a hybrid…

Performance · Computer Science 2019-02-27 Huda Ibeid , Siping Meng , Oliver Dobon , Luke Olson , William Gropp

Predictive uncertainty estimation of pre-trained language models is an important measure of how likely people can trust their predictions. However, little is known about what makes a model prediction uncertain. Explaining predictive…

Computation and Language · Computer Science 2022-10-11 Hanjie Chen , Wanyu Du , Yangfeng Ji

Deep learning models are widely used across computer vision and other domains. When working on the model induction, selecting the right architecture for a given dataset often relies on repetitive trial-and-error procedures. This procedure…

Machine Learning · Computer Science 2026-01-06 Yen-Chia Chen , Hsing-Kuo Pao , Hanjuan Huang
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