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Deep learning has revolutionized modern data science. However, how to accurately quantify the uncertainty of predictions from large-scale deep neural networks (DNNs) remains an unresolved issue. To address this issue, we introduce a novel…

Machine Learning · Statistics 2025-08-05 Yan Sun , Faming Liang

Ongoing developments in neural network models are continually advancing the state of the art in terms of system accuracy. However, the predicted labels should not be regarded as the only core output; also important is a well-calibrated…

Machine Learning · Statistics 2019-01-08 Gil Keren , Nicholas Cummins , Björn Schuller

Recent advances in deep learning have shown that uncertainty estimation is becoming increasingly important in applications such as medical imaging, natural language processing, and autonomous systems. However, accurately quantifying…

Machine Learning · Computer Science 2023-07-04 Uddeshya Upadhyay , Jae Myung Kim , Cordelia Schmidt , Bernhard Schölkopf , Zeynep Akata

Deep neural networks are notoriously miscalibrated, i.e., their outputs do not reflect the true probability of the event we aim to predict. While networks for tabular or image data are usually overconfident, recent works have shown that…

Machine Learning · Computer Science 2024-03-11 Erik Nascimento , Diego Mesquita , Samuel Kaski , Amauri H Souza

Most classification models work by first predicting a posterior probability distribution over all classes and then selecting that class with the largest estimated probability. In many settings however, the quality of posterior probability…

Computation and Language · Computer Science 2020-05-04 Taehee Jung , Dongyeop Kang , Hua Cheng , Lucas Mentch , Thomas Schaaf

Model calibration is essential for ensuring that the predictions of deep neural networks accurately reflect true probabilities in real-world classification tasks. However, deep networks often produce over-confident or under-confident…

Machine Learning · Computer Science 2025-04-01 Jinxu Lin , Linwei Tao , Minjing Dong , Chang Xu

Deep neural networks for survival prediction outper-form classical approaches in discrimination, which is the ordering of patients according to their time-of-event. Conversely, classical approaches like the Cox Proportional Hazards model…

Machine Learning · Computer Science 2022-09-01 Patrick Fuhlert , Anne Ernst , Esther Dietrich , Fabian Westhaeusser , Karin Kloiber , Stefan Bonn

Uncertainty calibration is crucial for various machine learning applications, yet it remains challenging. Many models exhibit hallucinations - confident yet inaccurate responses - due to miscalibrated confidence. Here, we show that the…

Machine Learning · Computer Science 2025-03-28 Jeonghwan Cheon , Se-Bum Paik

Techniques from deep learning play a more and more important role for the important task of calibration of financial models. The pioneering paper by Hernandez [Risk, 2017] was a catalyst for resurfacing interest in research in this area. In…

Mathematical Finance · Quantitative Finance 2019-08-26 Christian Bayer , Blanka Horvath , Aitor Muguruza , Benjamin Stemper , Mehdi Tomas

Deep neural networks (DNNs) have numerous applications across various domains. Several optimization techniques, such as ResNet and SENet, have been proposed to improve model accuracy. These techniques improve the model performance by…

Computer Vision and Pattern Recognition · Computer Science 2024-11-22 Wenxiang Xu , Tian Qiu , Linyun Zhou , Zunlei Feng , Mingli Song , Huiqiong Wang

Calibration of neural networks is a topical problem that is becoming more and more important as neural networks increasingly underpin real-world applications. The problem is especially noticeable when using modern neural networks, for which…

Machine Learning · Computer Science 2023-08-29 Ondrej Bohdal , Yongxin Yang , Timothy Hospedales

Deep neural networks (DNNs) often suffer from the overconfidence issue, where incorrect predictions are made with high confidence scores, hindering the applications in critical systems. In this paper, we propose a novel approach called…

Computer Vision and Pattern Recognition · Computer Science 2024-11-08 Yijun Liu , Jiequan Cui , Zhuotao Tian , Senqiao Yang , Qingdong He , Xiaoling Wang , Jingyong Su

Deep learning (DL) models have received particular attention in medical imaging due to their promising pattern recognition capabilities. However, Deep Neural Networks (DNNs) require a huge amount of data, and because of the lack of…

Image and Video Processing · Electrical Eng. & Systems 2021-07-27 Donya Khaledyan , AmirReza Tajally , Ali Sarkhosh , Afshar Shamsi , Hamzeh Asgharnezhad , Abbas Khosravi , Saeid Nahavandi

Calibration is a fundamental property of a good predictive model: it requires that the model predicts correctly in proportion to its confidence. Modern neural networks, however, provide no strong guarantees on their calibration -- and can…

Machine Learning · Computer Science 2022-10-07 A. Michael Carrell , Neil Mallinar , James Lucas , Preetum Nakkiran

Deep learning (DL) has had unprecedented success and is now entering scientific computing with full force. However, current DL methods typically suffer from instability, even when universal approximation properties guarantee the existence…

Machine Learning · Computer Science 2022-04-04 Matthew J. Colbrook , Vegard Antun , Anders C. Hansen

Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…

Machine Learning · Computer Science 2026-02-18 Aurora Grefsrud , Nello Blaser , Trygve Buanes

Deep neural networks have rightfully won the place of one of the most accurate analysis tools in high energy physics. In this paper we will cover several methods of improving the performance of a deep neural network in a classification task…

Data Analysis, Statistics and Probability · Physics 2021-09-20 Lev Dudko , Petr Volkov , Georgii Vorotnikov , Andrei Zaborenko

We propose a new point of view for regularizing deep neural networks by using the norm of a reproducing kernel Hilbert space (RKHS). Even though this norm cannot be computed, it admits upper and lower approximations leading to various…

Machine Learning · Statistics 2019-05-15 Alberto Bietti , Grégoire Mialon , Dexiong Chen , Julien Mairal

Ensuring that predicted probabilities align with observed frequencies is critical in high-stakes domains such as clinical decision support, autonomous driving and financial risk assessment. Existing calibration methods typically apply a…

Machine Learning · Computer Science 2026-05-26 Tomer Lavi , Bracha Shapira , Nadav Rappoport

The wide adoption of Convolutional Neural Networks (CNNs) in applications where decision-making under uncertainty is fundamental, has brought a great deal of attention to the ability of these models to accurately quantify the uncertainty in…

Machine Learning · Statistics 2018-05-29 Gia-Lac Tran , Edwin V. Bonilla , John P. Cunningham , Pietro Michiardi , Maurizio Filippone