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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

Deep learning models have significantly improved prediction accuracy in various fields, gaining recognition across numerous disciplines. Yet, an aspect of deep learning that remains insufficiently addressed is the assessment of prediction…

Machine Learning · Statistics 2024-12-18 Asaf Ben Arie , Malka Gorfine

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

Uncertainty quantification for complex deep learning models is increasingly important as these techniques see growing use in high-stakes, real-world settings. Currently, the quality of a model's uncertainty is evaluated using…

Machine Learning · Computer Science 2021-12-15 Benjamin Kompa , Jasper Snoek , Andrew Beam

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

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

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

Deep learning models achieve high predictive accuracy across a broad spectrum of tasks, but rigorously quantifying their predictive uncertainty remains challenging. Usable estimates of predictive uncertainty should (1) cover the true…

Machine Learning · Computer Science 2020-07-28 Ahmed M. Alaa , Mihaela van der Schaar

Accurate uncertainty quantification is necessary to enhance the reliability of deep learning models in real-world applications. In the case of regression tasks, prediction intervals (PIs) should be provided along with the deterministic…

Machine Learning · Computer Science 2024-03-26 Giorgio Morales , John W. Sheppard

Improving the robustness of neural nets in regression tasks is key to their application in multiple domains. Deep learning-based approaches aim to achieve this goal either by improving their prediction of specific values (i.e., point…

Machine Learning · Computer Science 2021-06-22 Eli Simhayev , Gilad Katz , Lior Rokach

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

Virtual Diagnostic (VD) is a deep learning tool that can be used to predict a diagnostic output. VDs are especially useful in systems where measuring the output is invasive, limited, costly or runs the risk of damaging the output. Given a…

Accelerator Physics · Physics 2021-08-02 Owen Convery , Lewis Smith , Yarin Gal , Adi Hanuka

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 latent variable models (DLVMs) combine the approximation abilities of deep neural networks and the statistical foundations of generative models. Variational methods are commonly used for inference; however, the exact likelihood of…

Machine Learning · Statistics 2018-06-29 Pierre-Alexandre Mattei , Jes Frellsen

Accurate conditional prediction in the regression setting plays an important role in many real-world problems. Typically, a point prediction often falls short since no attempt is made to quantify the prediction accuracy. Classically, under…

Methodology · Statistics 2025-09-04 Kejin Wu , Dimitris N. Politis

The machine learning literature contains several constructions for prediction intervals that are intuitively reasonable but ultimately ad-hoc in that they do not come with provable performance guarantees. We present methods from the…

Machine Learning · Statistics 2020-02-25 Danijel Kivaranovic , Kory D. Johnson , Hannes Leeb

Deep learning (DL) has recently attracted increasing interest to improve object type classification for automotive radar.In addition to high accuracy, it is crucial for decision making in autonomous vehicles to evaluate the reliability of…

Machine Learning · Computer Science 2021-06-11 Kanil Patel , William Beluch , Kilian Rambach , Adriana-Eliza Cozma , Michael Pfeiffer , Bin Yang

Evidential Deep Learning (EDL) is a popular framework for uncertainty-aware classification that models predictive uncertainty via Dirichlet distributions parameterized by neural networks. Despite its popularity, its theoretical foundations…

Machine Learning · Statistics 2026-02-03 Pietro Carlotti , Nevena Gligić , Arya Farahi

Emerging deep-learning (DL)-based techniques have significant potential to revolutionize biomedical imaging. However, one outstanding challenge is the lack of reliability assessment in the DL predictions, whose errors are commonly revealed…

Image and Video Processing · Electrical Eng. & Systems 2019-05-07 Yujia Xue , Shiyi Cheng , Yunzhe Li , Lei Tian

This paper introduces two methods for estimating reliable prediction intervals for local linear least-squares regressions, named Bounded Oscillation Prediction Intervals (BOPI). It also proposes a new measure for comparing interval…

Methodology · Statistics 2016-07-13 Mohammad Ghasemi Hamed , Masoud Ebadi Kivaj
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