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Robust estimation for modern portfolio selection on a large set of assets becomes more important due to large deviation of empirical inference on big data. We propose a distributionally robust methodology for high-dimensional mean-variance…

Methodology · Statistics 2024-09-12 Ruike Wu , Yanrong Yang , Han Lin Shang , Huanjun Zhu

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Machine Learning · Computer Science 2022-10-14 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

Robust optimization is a tractable and expressive technique for decision-making under uncertainty, but it can lead to overly conservative decisions when pessimistic assumptions are made on the uncertain parameters. Wasserstein…

Optimization and Control · Mathematics 2026-04-07 Irina Wang , Cole Becker , Bart Van Parys , Bartolomeo Stellato

Deep neural networks excel in perception tasks such as semantic segmentation and monocular depth estimation, making them indispensable in safety-critical applications like autonomous driving and industrial inspection. However, they often…

Computer Vision and Pattern Recognition · Computer Science 2025-01-17 Steven Landgraf , Markus Hillemann , Theodor Kapler , Markus Ulrich

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

Uncertainty estimation in Neural Networks (NNs) is vital in improving reliability and confidence in predictions, particularly in safety-critical applications. Bayesian Neural Networks (BayNNs) with Dropout as an approximation offer a…

Machine Learning · Computer Science 2024-01-12 Soyed Tuhin Ahmed , Kamal Danouchi , Michael Hefenbrock , Guillaume Prenat , Lorena Anghel , Mehdi B. Tahoori

Distance metric learning based on triplet loss has been applied with success in a wide range of applications such as face recognition, image retrieval, speaker change detection and recently recommendation with the CML model. However, as we…

Information Retrieval · Computer Science 2019-09-25 Viet-Anh Tran , Romain Hennequin , Jimena Royo-Letelier , Manuel Moussallam

Deep learning (DL) networks have recently been shown to outperform other segmentation methods on various public, medical-image challenge datasets [3,11,16], especially for large pathologies. However, in the context of diseases such as…

Computer Vision and Pattern Recognition · Computer Science 2018-10-18 Tanya Nair , Doina Precup , Douglas L. Arnold , Tal Arbel

In this paper, we introduce a novel method designed to enhance label efficiency in satellite imagery analysis by integrating semi-supervised learning (SSL) with active learning strategies. Our approach utilizes contrastive learning together…

Computer Vision and Pattern Recognition · Computer Science 2024-06-26 David Pogorzelski , Peter Arlinghaus , Wenyan Zhang

Humans possess a finely tuned sense of uncertainty that helps anticipate potential errors, vital for adaptive behavior and survival. However, the underlying neural mechanisms remain unclear. This study applies moment neural networks (MNNs)…

Biological Physics · Physics 2024-11-22 Hengyuan Ma , Wenlian Lu , Jianfeng Feng

The quantification of uncertainty is important for the adoption of machine learning, especially to reject out-of-distribution (OOD) data back to human experts for review. Yet progress has been slow, as a balance must be struck between…

Machine Learning · Computer Science 2022-09-12 Derek Everett , Andre T. Nguyen , Luke E. Richards , Edward Raff

Monte-Carlo (MC) Dropout provides a practical solution for estimating predictive distributions in deterministic neural networks. Traditional dropout, applied within the signal space, may fail to account for frequency-related noise common in…

Computer Vision and Pattern Recognition · Computer Science 2025-01-22 Tal Zeevi , Lawrence H. Staib , John A. Onofrey

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Machine Learning · Computer Science 2023-05-24 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

The Monte Carlo dropout method has proved to be a scalable and easy-to-use approach for estimating the uncertainty of deep neural network predictions. This approach was recently applied to Fault Detection and Di-agnosis (FDD) applications…

Machine Learning · Computer Science 2019-09-11 Baihong Jin , Yingshui Tan , Yuxin Chen , Alberto Sangiovanni-Vincentelli

Semi-supervised learning has made significant strides in the medical domain since it alleviates the heavy burden of collecting abundant pixel-wise annotated data for semantic segmentation tasks. Existing semi-supervised approaches enhance…

Computer Vision and Pattern Recognition · Computer Science 2021-12-03 Xu Zheng , Chong Fu , Haoyu Xie , Jialei Chen , Xingwei Wang , Chiu-Wing Sham

Reliable uncertainty quantification in deep neural networks is very crucial in safety-critical applications such as automated driving for trustworthy and informed decision-making. Assessing the quality of uncertainty estimates is…

Computer Vision and Pattern Recognition · Computer Science 2022-12-12 Neslihan Kose , Ranganath Krishnan , Akash Dhamasia , Omesh Tickoo , Michael Paulitsch

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

Accurately estimating uncertainties in neural network predictions is of great importance in building trusted DNNs-based models, and there is an increasing interest in providing accurate uncertainty estimation on many tasks, such as security…

Machine Learning · Computer Science 2020-07-14 Yukun Ding , Jinglan Liu , Jinjun Xiong , Yiyu Shi

Uncertainty quantification is essential for robotic perception, as overconfident or point estimators can lead to collisions and damages to the environment and the robot. In this paper, we evaluate scalable approaches to uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2021-12-16 Javier Rodríguez-Puigvert , Rubén Martínez-Cantín , Javier Civera

Learning to predict multi-label outputs is challenging, but in many problems there is a natural metric on the outputs that can be used to improve predictions. In this paper we develop a loss function for multi-label learning, based on the…

Machine Learning · Computer Science 2015-12-31 Charlie Frogner , Chiyuan Zhang , Hossein Mobahi , Mauricio Araya-Polo , Tomaso Poggio