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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

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

We propose a network architecture capable of reliably estimating uncertainty of regression based predictions without sacrificing accuracy. The current state-of-the-art uncertainty algorithms either fall short of achieving prediction…

Machine Learning · Computer Science 2022-02-22 Kinjal Patel , Steven Waslander

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

The ability of a deep learning network to distinguish between in-distribution (ID) and out-of-distribution (OOD) inputs is crucial for ensuring the reliability and trustworthiness of AI systems. Existing OOD detection methods often involve…

Machine Learning · Computer Science 2024-12-25 Gagandeep Singh , Ishan Mishra , Deepak Mishra

In today's era, Neural Networks (NN) are applied in various scientific fields such as robotics, medicine, engineering, etc. However, the predictions of neural networks themselves contain a degree of uncertainty that must always be taken…

Machine Learning · Computer Science 2025-04-01 E. V. Aretos , D. G. Sotiropoulos

Forecasting accuracy in highly uncertain environments is challenging due to the stochastic nature of systems. Deterministic forecasting provides only point estimates and cannot capture potential outcomes. Therefore, probabilistic…

Machine Learning · Computer Science 2024-12-12 Worachit Amnuaypongsa , Jitkomut Songsiri

The lack of well-calibrated confidence estimates makes neural networks inadequate in safety-critical domains such as autonomous driving or healthcare. In these settings, having the ability to abstain from making a prediction on…

Machine Learning · Computer Science 2022-07-27 Adam Dziedzic , Stephan Rabanser , Mohammad Yaghini , Armin Ale , Murat A. Erdogdu , Nicolas Papernot

Out-of-distribution (OOD) detection is crucial for the deployment of machine learning models in the open world. While existing OOD detectors are effective in identifying OOD samples that deviate significantly from in-distribution (ID) data,…

Machine Learning · Computer Science 2024-12-10 Hao Fu , Prashanth Krishnamurthy , Siddharth Garg , Farshad Khorrami

Deep neural networks (DNNs) are known to produce incorrect predictions with very high confidence on out-of-distribution inputs (OODs). This limitation is one of the key challenges in the adoption of DNNs in high-assurance systems such as…

Machine Learning · Computer Science 2021-08-21 Ramneet Kaur , Susmit Jha , Anirban Roy , Sangdon Park , Oleg Sokolsky , Insup Lee

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

It is crucial to detect when an instance lies downright too far from the training samples for the machine learning model to be trusted, a challenge known as out-of-distribution (OOD) detection. For neural networks, one approach to this task…

Deep neural networks (DNNs) are often constructed under the closed-world assumption, which may fail to generalize to the out-of-distribution (OOD) data. This leads to DNNs producing overconfident wrong predictions and can result in…

Machine Learning · Statistics 2024-12-31 Yang Chen , Chih-Li Sung , Arpan Kusari , Xiaoyang Song , Wenbo Sun

For a machine learning model deployed in real world scenarios, the ability of detecting out-of-distribution (OOD) samples is indispensable and challenging. Most existing OOD detection methods focused on exploring advanced training skills or…

Machine Learning · Computer Science 2024-02-16 Chao Chen , Zhihang Fu , Kai Liu , Ze Chen , Mingyuan Tao , Jieping Ye

We propose a simple and efficient approach to generate a prediction intervals (PI) for approximated and forecasted trends. Our method leverages a weighted asymmetric loss function to estimate the lower and upper bounds of the PI, with the…

Machine Learning · Statistics 2023-07-20 Milo Grillo , Yunpeng Han , Agnieszka Werpachowska

Background. Commonly, Deep Neural Networks (DNNs) generalize well on samples drawn from a distribution similar to that of the training set. However, DNNs' predictions are brittle and unreliable when the test samples are drawn from a…

Machine Learning · Computer Science 2022-04-01 Matan Haroush , Tzviel Frostig , Ruth Heller , Daniel Soudry

This paper introduces a novel, computationally-efficient algorithm for predictive inference (PI) that requires no distributional assumptions on the data and can be computed faster than existing bootstrap-type methods for neural networks.…

Machine Learning · Statistics 2023-06-13 Yue Gao , Garvesh Raskutti , Rebecca Willet

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

Neural networks have revolutionized the field of machine learning with increased predictive capability. In addition to improving the predictions of neural networks, there is a simultaneous demand for reliable uncertainty quantification on…

Machine Learning · Computer Science 2023-08-10 Ethan Ancell , Christopher Bennett , Bert Debusschere , Sapan Agarwal , Park Hays , T. Patrick Xiao

Deep neural networks suffer from the overconfidence issue in the open world, meaning that classifiers could yield confident, incorrect predictions for out-of-distribution (OOD) samples. Thus, it is an urgent and challenging task to detect…

Computer Vision and Pattern Recognition · Computer Science 2022-04-12 Qiuyu Zhu , Guohui Zheng , Yingying Yan
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