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This paper proposes a fast and scalable method for uncertainty quantification of machine learning models' predictions. First, we show the principled way to measure the uncertainty of predictions for a classifier based on Nadaraya-Watson's…

Uncertainty Quantification aims to determine when the prediction from a Machine Learning model is likely to be wrong. Computer Vision research has explored methods for determining epistemic uncertainty (also known as model uncertainty),…

Machine Learning · Computer Science 2024-03-15 Prithviraj Manivannan , Ivo Pascal de Jong , Matias Valdenegro-Toro , Andreea Ioana Sburlea

The introduction of the Segment Anything Model (SAM) has paved the way for numerous semantic segmentation applications. For several tasks, quantifying the uncertainty of SAM is of particular interest. However, the ambiguous nature of the…

Computer Vision and Pattern Recognition · Computer Science 2025-07-30 Timo Kaiser , Thomas Norrenbrock , Bodo Rosenhahn

Uncertainty quantification in reinforcement learning can greatly improve exploration and robustness. Approximate Bayesian approaches have recently been popularized to quantify uncertainty in model-free algorithms. However, so far the focus…

Machine Learning · Computer Science 2025-09-01 Pascal R. van der Vaart , Neil Yorke-Smith , Matthijs T. J. Spaan

Understanding and quantifying uncertainty in black box Neural Networks (NNs) is critical when deployed in real-world settings such as healthcare. Recent works using Bayesian and non-Bayesian methods have shown how a unified predictive…

Machine Learning · Computer Science 2020-09-29 Utkarsh Sarawgi , Wazeer Zulfikar , Rishab Khincha , Pattie Maes

Deep neural networks (DNNs) are becoming more prevalent in important safety-critical applications, where reliability in the prediction is paramount. Despite their exceptional prediction capabilities, current DNNs do not have an implicit…

Machine Learning · Computer Science 2021-05-14 David Betancourt , Rafi Muhanna

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

Uncertainty quantification of deep neural networks has become an active field of research and plays a crucial role in various downstream tasks such as active learning. Recent advances in evidential deep learning shed light on the direct…

Machine Learning · Computer Science 2023-11-21 Ruxiao Duan , Brian Caffo , Harrison X. Bai , Haris I. Sair , Craig Jones

Deep neural networks (DNNs) have received tremendous attention and achieved great success in various applications, such as image and video analysis, natural language processing, recommendation systems, and drug discovery. However, inherent…

Machine Learning · Computer Science 2023-04-21 Xujiang Zhao

This paper introduces a comprehensive, multi-stage machine learning methodology that effectively integrates information systems and artificial intelligence to enhance decision-making processes within the domain of operations research. The…

Machine Learning · Computer Science 2023-04-14 Nijat Mehdiyev , Maxim Majlatow , Peter Fettke

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

Methodology · Statistics 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…

Methodology · Statistics 2022-10-04 Maoran Xu , Hua Zhou , Yujie Hu , Leo L. Duan

In complex physical process characterization, such as the measurement of the regression rate for solid hybrid rocket fuels, where both the observation data and the model used have uncertainties originating from multiple sources, combining…

Machine Learning · Computer Science 2023-03-21 Georgios Georgalis , Kolos Retfalvi , Paul E. DesJardin , Abani Patra

Reliable uncertainty from deterministic single-forward pass models is sought after because conventional methods of uncertainty quantification are computationally expensive. We take two complex single-forward-pass uncertainty approaches, DUQ…

Machine Learning · Computer Science 2022-01-31 Jishnu Mukhoti , Andreas Kirsch , Joost van Amersfoort , Philip H. S. Torr , Yarin Gal

Deterministic neural networks (NNs) are increasingly being deployed in safety critical domains, where calibrated, robust, and efficient measures of uncertainty are crucial. In this paper, we propose a novel method for training non-Bayesian…

Machine Learning · Computer Science 2020-11-25 Alexander Amini , Wilko Schwarting , Ava Soleimany , Daniela Rus

Inverse medium scattering solvers generally reconstruct a single solution without an associated measure of uncertainty. This is true both for the classical iterative solvers and for the emerging deep learning methods. But ill-posedness and…

Machine Learning · Computer Science 2022-12-12 AmirEhsan Khorashadizadeh , Ali Aghababaei , Tin Vlašić , Hieu Nguyen , Ivan Dokmanić

Uncertainty quantification is essential for robotic perception, as overconfident or point estimators can lead to collisions and damages to the environment and the robot. In this paper, we evaluate scalable approaches to uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2021-12-16 Javier Rodríguez-Puigvert , Rubén Martínez-Cantín , Javier Civera

Uncertainty quantification has been a core of the statistical machine learning, but its computational bottleneck has been a serious challenge for both Bayesians and frequentists. We propose a model-based framework in quantifying…

Machine Learning · Computer Science 2019-06-04 Minsuk Shin , Young Lee , Jun S. Liu

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

It is known that neural networks have the problem of being over-confident when directly using the output label distribution to generate uncertainty measures. Existing methods mainly resolve this issue by retraining the entire model to…

Machine Learning · Computer Science 2022-12-15 Maohao Shen , Yuheng Bu , Prasanna Sattigeri , Soumya Ghosh , Subhro Das , Gregory Wornell