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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…

Assessing uncertainty is an important step towards ensuring the safety and reliability of machine learning systems. Existing uncertainty estimation techniques may fail when their modeling assumptions are not met, e.g. when the data…

Machine Learning · Computer Science 2017-01-24 Volodymyr Kuleshov , Stefano Ermon

While deep ensembles are widely considered to be the default method for uncertainty quantification in deep learning, their effectiveness for graph-structured data is often simply assumed based on successes in domains like computer vision.…

Machine Learning · Computer Science 2026-05-22 Pedro C. Vieira , Pedro Ribeiro , Viacheslav Borovitskiy

The development of large databases of material properties, together with the availability of powerful computers, has allowed machine learning (ML) modeling to become a widely used tool for predicting material performances. While confidence…

Materials Science · Physics 2023-10-23 Francesca Tavazza , Kamal Choudhary , Brian DeCost

Deep learning is gaining increasing popularity for spatiotemporal forecasting. However, prior works have mostly focused on point estimates without quantifying the uncertainty of the predictions. In high stakes domains, being able to…

Artificial Intelligence · Computer Science 2021-06-15 Dongxia Wu , Liyao Gao , Xinyue Xiong , Matteo Chinazzi , Alessandro Vespignani , Yi-An Ma , Rose Yu

Scientific Machine Learning is a new class of approaches that integrate physical knowledge and mechanistic models with data-driven techniques for uncovering governing equations of complex processes. Among the available approaches, Universal…

Machine Learning · Statistics 2024-06-14 Nina Schmid , David Fernandes del Pozo , Willem Waegeman , Jan Hasenauer

Ensemble learning is widely applied in Machine Learning (ML) to improve model performance and to mitigate decision risks. In this approach, predictions from a diverse set of learners are combined to obtain a joint decision. Recently,…

Machine Learning · Computer Science 2020-07-14 Yingshui Tan , Baihong Jin , Xiangyu Yue , Yuxin Chen , Alberto Sangiovanni Vincentelli

Equation learning aims to infer differential equation models from data. While a number of studies have shown that differential equation models can be successfully identified when the data are sufficiently detailed and corrupted with…

Quantitative Methods · Quantitative Biology 2021-09-30 Simon Martina-Perez , Matthew J. Simpson , Ruth E. Baker

Seismic inversion is essential for geophysical exploration and geological assessment, but it is inherently subject to significant uncertainty. This uncertainty stems primarily from the limited information provided by observed seismic data,…

Geophysics · Physics 2024-09-12 Luping Qu , Mauricio Araya-Polo , Laurent Demanet

Bayesian clustering methods have the widely touted advantage of providing a probabilistic characterization of uncertainty in clustering through the posterior distribution. An amazing variety of priors and likelihoods have been proposed for…

Methodology · Statistics 2025-11-21 Garritt L. Page , Andrés F. Barrientos , David B. Dahl , David B. Dunson

There is a significant need for principled uncertainty reasoning in machine learning systems as they are increasingly deployed in safety-critical domains. A new approach with uncertainty-aware regression-based neural networks (NNs), based…

Machine Learning · Computer Science 2023-07-21 Nis Meinert , Jakob Gawlikowski , Alexander Lavin

The automated real-time recognition of unexpected situations plays a crucial role in the safety of autonomous vehicles, especially in unsupported and unpredictable scenarios. This paper evaluates different Bayesian uncertainty…

Machine Learning · Computer Science 2025-02-14 Ruben Grewal , Paolo Tonella , Andrea Stocco

We propose a new optimization framework for aleatoric uncertainty estimation in regression problems. Existing methods can quantify the error in the target estimation, but they tend to underestimate it. To obtain the predictive uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2021-03-12 Takumi Kawashima , Qing Yu , Akari Asai , Daiki Ikami , Kiyoharu Aizawa

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

We derive a novel sensitivity analysis of input variables for predictive epistemic and aleatoric uncertainty. We use Bayesian neural networks with latent variables as a model class and illustrate the usefulness of our sensitivity analysis…

Machine Learning · Statistics 2017-12-12 Stefan Depeweg , José Miguel Hernández-Lobato , Steffen Udluft , Thomas Runkler

We study post-calibration uncertainty for trained ensembles of classifiers. Specifically, we consider both aleatoric (label noise) and epistemic (model) uncertainty. Among the most popular and widely used calibration methods in…

Machine Learning · Statistics 2026-02-24 Jakob Heiss , Sören Lambrecht , Jakob Weissteiner , Hanna Wutte , Žan Žurič , Josef Teichmann , Bin Yu

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

We observe that BatchBALD, a popular acquisition function for batch Bayesian active learning for classification, can conflate epistemic and aleatoric uncertainty, leading to suboptimal performance. Motivated by this observation, we propose…

Machine Learning · Computer Science 2025-01-15 Sebastian W. Ober , Samuel Power , Tom Diethe , Henry B. Moss

Due to their accuracies, methods based on ensembles of regression trees are a popular approach for making predictions. Some common examples include Bayesian additive regression trees, boosting and random forests. This paper focuses on…

Methodology · Statistics 2019-11-15 Suofei Wu , Jan Hannig , Thomas C. M. Lee

Aleatoric (data) and epistemic (knowledge) uncertainty are textbook components of Uncertainty Quantification. Jointly estimating these components has been shown to be problematic and non-trivial. As a result, there are multiple ways to…

Machine Learning · Computer Science 2026-02-12 Ivo Pascal de Jong , Andreea Ioana Sburlea , Matthia Sabatelli , Matias Valdenegro-Toro