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There are two major types of uncertainty one can model. Aleatoric uncertainty captures noise inherent in the observations. On the other hand, epistemic uncertainty accounts for uncertainty in the model -- uncertainty which can be explained…

Computer Vision and Pattern Recognition · Computer Science 2017-10-06 Alex Kendall , Yarin Gal

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

With rapid adoption of deep learning in critical applications, the question of when and how much to trust these models often arises, which drives the need to quantify the inherent uncertainties. While identifying all sources that account…

Machine Learning · Statistics 2019-11-22 Jayaraman J. Thiagarajan , Bindya Venkatesh , Prasanna Sattigeri , Peer-Timo Bremer

Due to the steadily increasing relevance of machine learning for practical applications, many of which are coming with safety requirements, the notion of uncertainty has received increasing attention in machine learning research in the last…

Machine Learning · Computer Science 2020-01-06 Mohammad Hossein Shaker , Eyke Hüllermeier

Uncertainty quantification is at the core of the reliability and robustness of machine learning. In this paper, we provide a theoretical framework to dissect the uncertainty, especially the \textit{epistemic} component, in deep learning…

Machine Learning · Computer Science 2023-06-21 Ziyi Huang , Henry Lam , Haofeng Zhang

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

This paper considers the generation of prediction intervals (PIs) by neural networks for quantifying uncertainty in regression tasks. It is axiomatic that high-quality PIs should be as narrow as possible, whilst capturing a specified…

Machine Learning · Statistics 2019-04-10 Tim Pearce , Mohamed Zaki , Alexandra Brintrup , Andy Neely

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

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

Deep neural networks are often ignorant about what they do not know and overconfident when they make uninformed predictions. Some recent approaches quantify classification uncertainty directly by training the model to output high…

Machine Learning · Computer Science 2020-06-09 Murat Sensoy , Lance Kaplan , Federico Cerutti , Maryam Saleki

Deep neural networks can be roughly divided into deterministic neural networks and stochastic neural networks.The former is usually trained to achieve a mapping from input space to output space via maximum likelihood estimation for the…

Deep neural networks have seen enormous success in various real-world applications. Beyond their predictions as point estimates, increasing attention has been focused on quantifying the uncertainty of their predictions. In this review, we…

Machine Learning · Computer Science 2023-02-06 Chengyu Dong

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

Recent advancements in machine learning have emphasized the need for transparency in model predictions, particularly as interpretability diminishes when using increasingly complex architectures. In this paper, we propose leveraging…

Machine Learning · Computer Science 2025-07-18 Chenrui Zhu , Louenas Bounia , Vu Linh Nguyen , Sébastien Destercke , Arthur Hoarau

The notion of uncertainty is of major importance in machine learning and constitutes a key element of machine learning methodology. In line with the statistical tradition, uncertainty has long been perceived as almost synonymous with…

Machine Learning · Computer Science 2021-06-24 Eyke Hüllermeier , Willem Waegeman

Data-driven control in unknown environments requires a clear understanding of the involved uncertainties for ensuring safety and efficient exploration. While aleatoric uncertainty that arises from measurement noise can often be explicitly…

Machine Learning · Computer Science 2023-07-13 Neha Das , Jonas Umlauft , Armin Lederer , Thomas Beckers , Sandra Hirche

Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…

Machine Learning · Statistics 2020-12-08 Javier Antorán , James Urquhart Allingham , José Miguel Hernández-Lobato

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…

Machine Learning · Statistics 2022-11-10 Bat-Sheva Einbinder , Yaniv Romano , Matteo Sesia , Yanfei Zhou

In this paper, we leverage predictive uncertainty of deep neural networks to answer challenging questions material scientists usually encounter in machine learning based materials applications workflows. First, we show that by leveraging…

Materials Science · Physics 2021-04-26 Jize Zhang , Bhavya Kailkhura , T. Yong-Jin Han

The use of deep learning for medical imaging has seen tremendous growth in the research community. One reason for the slow uptake of these systems in the clinical setting is that they are complex, opaque and tend to fail silently. Outside…

Computer Vision and Pattern Recognition · Computer Science 2018-07-03 Terrance DeVries , Graham W. Taylor
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