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This book chapter introduces the principles and practical applications of uncertainty quantification in machine learning. It explains how to identify and distinguish between different types of uncertainty and presents methods for…

Machine Learning · Computer Science 2025-10-08 Hans Weytjens , Wouter Verbeke

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

The inability of artificial neural networks to assess the uncertainty of their predictions is an impediment to their widespread use. We distinguish two types of learnable uncertainty: model uncertainty due to a lack of training data and…

Machine Learning · Computer Science 2022-06-14 Hans Weytjens , Jochen De Weerdt

Modelling uncertainty in Machine Learning models is essential for achieving safe and reliable predictions. Most research on uncertainty focuses on output uncertainty (predictions), but minimal attention is paid to uncertainty at inputs. We…

Machine Learning · Computer Science 2024-06-28 Matias Valdenegro-Toro , Ivo Pascal de Jong , Marco Zullich

Reliable uncertainty quantification is essential for the use of machine learning in physics, where scientific discoveries depend on validated probabilistic statements. We provide a structured overview of uncertainty quantification in ML for…

Machine Learning · Statistics 2026-05-12 Manuel Haußmann , Ramon Winterhalder , Maria Ubiali

Uncertainty is a key feature of any machine learning model and is particularly important in neural networks, which tend to be overconfident. This overconfidence is worrying under distribution shifts, where the model performance silently…

Machine Learning · Computer Science 2024-03-18 Arthur Thuy , Dries F. Benoit

Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…

Machine Learning · Computer Science 2022-06-07 Valentin Arkov

Diversity of environments is a key challenge that causes learned robotic controllers to fail due to the discrepancies between the training and evaluation conditions. Training from demonstrations in various conditions can mitigate---but not…

Robotics · Computer Science 2019-03-15 Sanjay Thakur , Herke van Hoof , Juan Camilo Gamboa Higuera , Doina Precup , David Meger

Uncertainty plays a crucial role in the machine learning field. Both model trustworthiness and performance require the understanding of uncertainty, especially for models used in high-stake applications where errors can cause cataclysmic…

Machine Learning · Computer Science 2022-11-29 Shuo Chen

Quantifying and managing uncertainties that occur when data-driven models such as those provided by AI and machine learning methods are applied is crucial. This whitepaper provides a brief motivation and first overview of the state of the…

Machine Learning · Computer Science 2018-11-29 Michael Kläs

ML models have errors when used for predictions. The errors are unknown but can be quantified by model uncertainty. When multiple ML models are trained using the same training points, their model uncertainties may be statistically…

Machine Learning · Statistics 2025-09-23 Xiaoping Du

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 notion of uncertainty is of major importance in machine learning and constitutes a key element of machine learning methodology. In line with the statistical tradition, uncertainty has long been perceived as almost synonymous with…

Machine Learning · Computer Science 2021-06-24 Eyke Hüllermeier , Willem Waegeman

Uncertainty quantification is at the core of the reliability and robustness of machine learning. In this paper, we provide a theoretical framework to dissect the uncertainty, especially the \textit{epistemic} component, in deep learning…

Machine Learning · Computer Science 2023-06-21 Ziyi Huang , Henry Lam , Haofeng Zhang

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

Machine Learning · Statistics 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

Simulations using machine learning (ML) models and mechanistic models are often run to inform decision-making processes. Uncertainty estimates of simulation results are critical to the decision-making process because simulation results of…

Machine Learning · Computer Science 2023-08-08 Babajide Kolade

The adaptation and use of Machine Learning (ML) in our daily lives has led to concerns in lack of transparency, privacy, reliability, among others. As a result, we are seeing research in niche areas such as interpretability, causality, bias…

Machine Learning · Computer Science 2024-06-04 Fahimeh Fakour , Ali Mosleh , Ramin Ramezani

In chemistry, deep neural network models have been increasingly utilized in a variety of applications such as molecular property predictions, novel molecule designs, and planning chemical reactions. Despite the rapid increase in the use of…

Chemical Physics · Physics 2019-05-17 Seongok Ryu , Yongchan Kwon , Woo Youn Kim

Deep neural networks have seen enormous success in various real-world applications. Beyond their predictions as point estimates, increasing attention has been focused on quantifying the uncertainty of their predictions. In this review, we…

Machine Learning · Computer Science 2023-02-06 Chengyu Dong

Due to their increasing spread, confidence in neural network predictions became more and more important. However, basic neural networks do not deliver certainty estimates or suffer from over or under confidence. Many researchers have been…

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