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Recalibration of binary probabilistic classifiers to a target prior probability is an important task in areas like credit risk management. However, recalibration of a classifier learned on a training dataset to a target on a test dataset in…

Machine Learning · Computer Science 2026-02-02 Dirk Tasche

Uncertainty quantification (UQ) methods for Large Language Models (LLMs) encompass a variety of approaches, with two major types being particularly prominent: information-based, which focus on model confidence expressed as token…

Computation and Language · Computer Science 2025-12-10 Roman Vashurin , Maiya Goloburda , Albina Ilina , Aleksandr Rubashevskii , Preslav Nakov , Artem Shelmanov , Maxim Panov

This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for…

Quantum Physics · Physics 2026-03-30 Ryan Bennink , Olena Burkovska , Konstantin Pieper , Jorge Ramirez , Elaine Wong

With increasing deployment of machine learning systems in various real-world tasks, there is a greater need for accurate quantification of predictive uncertainty. While the common goal in uncertainty quantification (UQ) in machine learning…

Machine Learning · Computer Science 2021-09-22 Youngseog Chung , Ian Char , Han Guo , Jeff Schneider , Willie Neiswanger

It is critical that machine learning (ML) model predictions be trustworthy for high-throughput catalyst discovery approaches. Uncertainty quantification (UQ) methods allow estimation of the trustworthiness of an ML model, but these methods…

Machine Learning · Computer Science 2023-02-07 Cameron Gruich , Varun Madhavan , Yixin Wang , Bryan Goldsmith

In open-domain dialogues, predictive uncertainties are mainly evaluated in a domain shift setting to cope with out-of-distribution inputs. However, in real-world conversations, there could be more extensive distributional shifted inputs…

Computation and Language · Computer Science 2021-09-02 Nyoungwoo Lee , ChaeHun Park , Ho-Jin Choi

Currently, various uncertainty quantification methods have been proposed to provide certainty and probability estimates for deep learning models' label predictions. Meanwhile, with the growing demand for the right to be forgotten, machine…

Machine Learning · Computer Science 2025-08-12 Wei Qian , Chenxu Zhao , Yangyi Li , Wenqian Ye , Mengdi Huai

Uncertainty quantification (UQ) is a critical aspect of artificial intelligence (AI) systems, particularly in high-risk domains such as healthcare, autonomous systems, and financial technology, where decision-making processes must account…

The role of uncertainty quantification (UQ) in deep learning has become crucial with growing use of predictive models in high-risk applications. Though a large class of methods exists for measuring deep uncertainties, in practice, the…

Machine Learning · Statistics 2019-11-01 Bindya Venkatesh , Jayaraman J. Thiagarajan

Large Language Models (LLMs) have demonstrated remarkable capabilities across various tasks due to large training datasets and powerful transformer architecture. However, the reliability of responses from LLMs remains a question.…

Computation and Language · Computer Science 2025-02-26 Tiejin Chen , Xiaoou Liu , Longchao Da , Jia Chen , Vagelis Papalexakis , Hua Wei

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

Computational Physics · Physics 2015-06-18 Paolo Saracco , Maria Grazia Pia

While improving prediction accuracy has been the focus of machine learning in recent years, this alone does not suffice for reliable decision-making. Deploying learning systems in consequential settings also requires calibrating and…

Machine Learning · Computer Science 2021-08-06 Stephen Bates , Anastasios Angelopoulos , Lihua Lei , Jitendra Malik , Michael I. Jordan

The changesets (or patches) that fix open source software vulnerabilities form critical datasets for various machine learning security-enhancing applications, such as automated vulnerability patching and silent fix detection. These patch…

Software Engineering · Computer Science 2025-09-23 Hui Chen , Yunhua Zhao , Kostadin Damevski

In this paper, we adopt conformal prediction, a distribution-free uncertainty quantification (UQ) framework, to obtain confidence prediction intervals with coverage guarantees for Deep Operator Network (DeepONet) regression. Initially, we…

Machine Learning · Computer Science 2024-02-26 Christian Moya , Amirhossein Mollaali , Zecheng Zhang , Lu Lu , Guang Lin

This paper provides a tutorial about uncertainty quantification (UQ) for those who have no background but are interested in learning more in this area. It exploits many very simple examples, which are understandable to undergraduates, to…

Dynamical Systems · Mathematics 2025-10-07 Nan Chen , Stephen Wiggins , Marios Andreou

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

Some popular Machine Learning Uncertainty Quantification (ML-UQ) calibration statistics do not have predefined reference values and are mostly used in comparative studies. In consequence, calibration is almost never validated and the…

Machine Learning · Statistics 2024-06-25 Pascal Pernot

A probabilistic model is said to be calibrated if its predicted probabilities match the corresponding empirical frequencies. Calibration is important for uncertainty quantification and decision making in safety-critical applications. While…

Machine Learning · Computer Science 2020-07-01 Anusri Pampari , Stefano Ermon

Real-world data often contains intrinsic ambiguity that the common single-hard-label annotation paradigm ignores. Standard training using ambiguous data with these hard labels may produce overly confident models and thus leading to poor…

Machine Learning · Computer Science 2025-01-09 Zeke Xie , Zheng He , Nan Lu , Lichen Bai , Bao Li , Shuo Yang , Mingming Sun , Ping Li

Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…

Statistical Finance · Quantitative Finance 2024-09-20 Steven Y. K. Wong , Jennifer S. K. Chan , Lamiae Azizi
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