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Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…

Machine Learning · Computer Science 2018-07-25 Axel Brando , Jose A. Rodríguez-Serrano , Mauricio Ciprian , Roberto Maestre , Jordi Vitrià

We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the…

Machine Learning · Computer Science 2019-04-25 Yonatan Geifman , Guy Uziel , Ran El-Yaniv

Neural networks are ubiquitous in many tasks, but trusting their predictions is an open issue. Uncertainty quantification is required for many applications, and disentangled aleatoric and epistemic uncertainties are best. In this paper, we…

Machine Learning · Computer Science 2022-04-21 Matias Valdenegro-Toro , Daniel Saromo

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

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

This paper introduces a first implementation of a novel likelihood-ratio-based approach for constructing confidence intervals for neural networks. Our method, called DeepLR, offers several qualitative advantages: most notably, the ability…

Machine Learning · Statistics 2023-08-07 Laurens Sluijterman , Eric Cator , Tom Heskes

With the widespread success of deep neural networks in science and technology, it is becoming increasingly important to quantify the uncertainty of the predictions produced by deep learning. In this paper, we introduce a new method that…

Machine Learning · Computer Science 2019-08-15 Qingyang Wu , He Li , Lexin Li , Zhou Yu

Reinforcement learning agents are faced with two types of uncertainty. Epistemic uncertainty stems from limited data and is useful for exploration, whereas aleatoric uncertainty arises from stochastic environments and must be accounted for…

Machine Learning · Computer Science 2020-09-10 William R. Clements , Bastien Van Delft , Benoît-Marie Robaglia , Reda Bahi Slaoui , Sébastien Toth

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

Increasingly high-stakes decisions are made using neural networks in order to make predictions. Specifically, meteorologists and hedge funds apply these techniques to time series data. When it comes to prediction, there are certain…

Machine Learning · Computer Science 2022-11-14 Levente Foldesi , Matias Valdenegro-Toro

Decomposing prediction uncertainty into aleatoric (irreducible) and epistemic (reducible) components is critical for the reliable deployment of machine learning systems. While the mutual information between the response variable and model…

Machine Learning · Statistics 2026-02-10 Anchit Jain , Stephen Bates

It has been shown that deep learning models can under certain circumstances outperform traditional statistical methods at forecasting. Furthermore, various techniques have been developed for quantifying the forecast uncertainty (prediction…

Machine Learning · Computer Science 2021-10-08 Thabang Mathonsi , Terence L. van Zyl

While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…

Machine Learning · Computer Science 2020-04-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

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

Techniques for understanding the functioning of complex machine learning models are becoming increasingly popular, not only to improve the validation process, but also to extract new insights about the data via exploratory analysis. Though…

Machine Learning · Statistics 2018-11-02 Jayaraman J. Thiagarajan , Irene Kim , Rushil Anirudh , Peer-Timo Bremer

Artificial neural networks will always make a prediction, even when completely uncertain and regardless of the consequences. This obliviousness of uncertainty is a major obstacle towards their adoption in practice. Techniques exist,…

Machine Learning · Computer Science 2021-05-13 Hans Weytjens , Jochen De Weerdt

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

Uncertainty estimation bears the potential to make deep learning (DL) systems more reliable. Standard techniques for uncertainty estimation, however, come along with specific combinations of strengths and weaknesses, e.g., with respect to…

Machine Learning · Computer Science 2022-05-02 Joachim Sicking , Maram Akila , Jan David Schneider , Fabian Hüger , Peter Schlicht , Tim Wirtz , Stefan Wrobel

Uncertainty estimation is important for ensuring safety and robustness of AI systems. While most research in the area has focused on un-structured prediction tasks, limited work has investigated general uncertainty estimation approaches for…

Machine Learning · Statistics 2021-02-12 Andrey Malinin , Mark Gales

Understanding model performance on unlabeled data is a fundamental challenge of developing, deploying, and maintaining AI systems. Model performance is typically evaluated using test sets or periodic manual quality assessments, both of…

Machine Learning · Computer Science 2020-12-17 Benjamin Elder , Matthew Arnold , Anupama Murthi , Jiri Navratil

In learning with noisy labels, the sample selection approach is very popular, which regards small-loss data as correctly labeled during training. However, losses are generated on-the-fly based on the model being trained with noisy labels,…

Machine Learning · Computer Science 2021-06-02 Xiaobo Xia , Tongliang Liu , Bo Han , Mingming Gong , Jun Yu , Gang Niu , Masashi Sugiyama