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Related papers: DEUP: Direct Epistemic Uncertainty Prediction

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Uncertainty estimation is pivotal in machine learning, especially for classification tasks, as it improves the robustness and reliability of models. We introduce a novel `Epistemic Wrapping' methodology aimed at improving uncertainty…

Uncertainty-aware machine learners, such as Bayesian neural networks, output a quantification of uncertainty instead of a point prediction. We provide uncertainty-aware learners with a principled framework to characterize, and identify ways…

Machine Learning · Computer Science 2026-04-01 Sabina J. Sloman , Michele Caprio , Samuel Kaski

Applying a machine learning model for decision-making in the real world requires to distinguish what the model knows from what it does not. A critical factor in assessing the knowledge of a model is to quantify its predictive uncertainty.…

Machine Learning · Computer Science 2023-11-15 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

Epistemic uncertainty is often viewed as a reducible uncertainty that vanishes with increasing data. This perspective implicitly assumes parameter identifiability and equates epistemic uncertainty with predictive variability. In…

Machine Learning · Computer Science 2026-05-26 David Rügamer

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

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

Assessing the predictive uncertainty of deep neural networks is crucial for safety-related applications of deep learning. Although Bayesian deep learning offers a principled framework for estimating model uncertainty, the common approaches…

Machine Learning · Computer Science 2024-03-06 Yookoon Park , David M. Blei

The belief function approach to uncertainty quantification as proposed in the Demspter-Shafer theory of evidence is established upon the general mathematical models for set-valued observations, called random sets. Set-valued predictions are…

Machine Learning · Computer Science 2022-06-16 Shireen Kudukkil Manchingal , Fabio Cuzzolin

Identifying and disentangling sources of predictive uncertainty is essential for trustworthy supervised learning. We argue that widely used second-order methods that disentangle aleatoric and epistemic uncertainty are fundamentally…

Machine Learning · Computer Science 2026-02-09 Sebastián Jiménez , Mira Jürgens , Willem Waegeman

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…

This paper addresses a significant gap in explainable AI: the necessity of interpreting epistemic uncertainty in model explanations. Although current methods mainly focus on explaining predictions, with some including uncertainty, they fail…

Artificial Intelligence · Computer Science 2024-10-10 Helena Löfström , Tuwe Löfström , Johan Hallberg Szabadvary

Image reconstruction methods based on deep neural networks have shown outstanding performance, equalling or exceeding the state-of-the-art results of conventional approaches, but often do not provide uncertainty information about the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-01 Riccardo Barbano , Željko Kereta , Chen Zhang , Andreas Hauptmann , Simon Arridge , Bangti Jin

Bayesian inference is often utilized for uncertainty quantification tasks. A recent analysis by Xu and Raginsky 2022 rigorously decomposed the predictive uncertainty in Bayesian inference into two uncertainties, called aleatoric and…

Machine Learning · Statistics 2023-07-25 Futoshi Futami , Tomoharu Iwata

Uncertainty estimation has been extensively studied in recent literature, which can usually be classified as aleatoric uncertainty and epistemic uncertainty. In current aleatoric uncertainty estimation frameworks, it is often neglected that…

Computer Vision and Pattern Recognition · Computer Science 2021-11-23 Jing Zhang , Yuchao Dai , Mehrtash Harandi , Yiran Zhong , Nick Barnes , Richard Hartley

Estimating and disentangling epistemic uncertainty, uncertainty that is reducible with more training data, and aleatoric uncertainty, uncertainty that is inherent to the task at hand, is critically important when applying machine learning…

Machine Learning · Computer Science 2024-11-08 Matthew A. Chan , Maria J. Molina , Christopher A. Metzler

When ignorance due to the lack of knowledge, modeled as epistemic uncertainty using Dempster-Shafer structures on closed intervals, is present in the model parameters, a new uncertainty propagation method is necessary to propagate both…

Methodology · Statistics 2011-07-11 Gabriel Terejanu , Puneet Singla , Tarunraj Singh , Peter D. Scott

Dynamical systems are frequently used to model biological systems. When these models are fit to data it is necessary to ascertain the uncertainty in the model fit. Here we present prediction deviation, a new metric of uncertainty that…

Applications · Statistics 2017-06-08 Benjamin Letham , Portia A. Letham , Cynthia Rudin , Edward P. Browne

A set of novel approaches for estimating epistemic uncertainty in deep neural networks with a single forward pass has recently emerged as a valid alternative to Bayesian Neural Networks. On the premise of informative representations, these…

Computer Vision and Pattern Recognition · Computer Science 2022-07-06 Janis Postels , Mattia Segu , Tao Sun , Luca Sieber , Luc Van Gool , Fisher Yu , Federico Tombari

Quantifying uncertainty is important for actionable predictions in real-world applications. A crucial part of predictive uncertainty quantification is the estimation of epistemic uncertainty, which is defined as an integral of the product…

Machine Learning · Computer Science 2023-10-25 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Günter Klambauer , Sepp Hochreiter

Despite AI's impressive achievements, including recent advances in generative and large language models, there remains a significant gap in the ability of AI systems to handle uncertainty and generalize beyond their training data. AI models…

Artificial Intelligence · Computer Science 2025-06-30 Shireen Kudukkil Manchingal , Andrew Bradley , Julian F. P. Kooij , Keivan Shariatmadar , Neil Yorke-Smith , Fabio Cuzzolin