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Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

Bayesian neural networks (BNN) and deep ensembles are principled approaches to estimate the predictive uncertainty of a deep learning model. However their practicality in real-time, industrial-scale applications are limited due to their…

Machine Learning · Computer Science 2020-10-27 Jeremiah Zhe Liu , Zi Lin , Shreyas Padhy , Dustin Tran , Tania Bedrax-Weiss , Balaji Lakshminarayanan

When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for…

Machine Learning · Computer Science 2019-03-18 Richard Harang , Ethan M. Rudd

Bayesian inference promises a framework for principled uncertainty quantification of neural network predictions. Barriers to adoption include the difficulty of fully characterizing posterior distributions on network parameters and the…

Machine Learning · Statistics 2025-01-22 Katharine Fisher , Youssef Marzouk

Effective quantification of uncertainty is an essential and still missing step towards a greater adoption of deep-learning approaches in different applications, including mission-critical ones. In particular, investigations on the…

Machine Learning · Computer Science 2023-04-14 Marco Forgione , Dario Piga

The Bayesian paradigm has the potential to solve core issues of deep neural networks such as poor calibration and data inefficiency. Alas, scaling Bayesian inference to large weight spaces often requires restrictive approximations. In this…

Modern deep learning tools are remarkably effective in addressing intricate problems. However, their operation as black-box models introduces increased uncertainty in predictions. Additionally, they contend with various challenges,…

Machine Learning · Computer Science 2024-04-09 Sourav Ganguly , Saprativa Bhattacharjee

Neural-network-based machine learning interatomic potentials have emerged as powerful tools for predicting atomic energies and forces, enabling accurate and efficient simulations in atomistic modeling. A key limitation of traditional deep…

Chemical Physics · Physics 2025-09-24 Riccardo Farris , Emanuele Telari , Nongnuch Artrith , Konstantin Neyman , Albert Bruix

Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…

Computation · Statistics 2024-11-13 Zahra Moslemi , Yang Meng , Shiwei Lan , Babak Shahbaba

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

One major impediment to the wider use of deep learning for clinical decision making is the difficulty of assigning a level of confidence to model predictions. Currently, deep Bayesian neural networks and sparse Gaussian processes are the…

Deep neural network ensembles are powerful tools for uncertainty quantification, which have recently been re-interpreted from a Bayesian perspective. However, current methods inadequately leverage second-order information of the loss…

Machine Learning · Statistics 2024-11-05 Klemens Flöge , Mohammed Abdul Moeed , Vincent Fortuin

Domain generalization is challenging due to the domain shift and the uncertainty caused by the inaccessibility of target domain data. In this paper, we address both challenges with a probabilistic framework based on variational Bayesian…

Machine Learning · Computer Science 2021-07-16 Zehao Xiao , Jiayi Shen , Xiantong Zhen , Ling Shao , Cees G. M. Snoek

Deep ensembles can be considered as the current state-of-the-art for uncertainty quantification in deep learning. While the approach was originally proposed as a non-Bayesian technique, arguments supporting its Bayesian footing have been…

Machine Learning · Computer Science 2021-11-19 Lara Hoffmann , Clemens Elster

While offering a principled framework for uncertainty quantification in deep learning, the employment of Bayesian Neural Networks (BNNs) is still constrained by their increased computational requirements and the convergence difficulties…

Machine Learning · Computer Science 2025-05-26 Moule Lin , Shuhao Guan , Weipeng Jing , Goetz Botterweck , Andrea Patane

We present a critical survey on the consistency of uncertainty quantification used in deep learning and highlight partial uncertainty coverage and many inconsistencies. We then provide a comprehensive and statistically consistent framework…

Machine Learning · Computer Science 2026-01-14 Peter Jan van Leeuwen , J. Christine Chiu , C. Kevin Yang

Deep ensembles have emerged as a powerful technique for improving predictive performance and enhancing model robustness across various applications by leveraging model diversity. However, traditional deep ensemble methods are often…

The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…

Image and Video Processing · Electrical Eng. & Systems 2022-09-28 Matteo Ferrante , Tommaso Boccato , Nicola Toschi

In model-free deep reinforcement learning (RL) algorithms, using noisy value estimates to supervise policy evaluation and optimization is detrimental to the sample efficiency. As this noise is heteroscedastic, its effects can be mitigated…

Machine Learning · Computer Science 2022-05-04 Vincent Mai , Kaustubh Mani , Liam Paull