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Calibrated uncertainty estimates in machine learning are crucial to many fields such as autonomous vehicles, medicine, and weather and climate forecasting. While there is extensive literature on uncertainty calibration for classification,…

Machine Learning · Computer Science 2021-03-16 Eric Zelikman , Christopher Healy , Sharon Zhou , Anand Avati

Deep neural networks(NNs) have achieved impressive performance, often exceed human performance on many computer vision tasks. However, one of the most challenging issues that still remains is that NNs are overconfident in their predictions,…

Machine Learning · Computer Science 2019-12-30 Chanwoo Park , Jae Myung Kim , Seok Hyeon Ha , Jungwoo Lee

In the past couple of years, various approaches to representing and quantifying different types of predictive uncertainty in machine learning, notably in the setting of classification, have been proposed on the basis of second-order…

Machine Learning · Computer Science 2023-12-05 Yusuf Sale , Viktor Bengs , Michele Caprio , Eyke Hüllermeier

One of the ways to make artificial intelligence more natural is to give it some room for doubt. Two main questions should be resolved in that way. First, how to train a model to estimate uncertainties of its own predictions? And then, what…

Computer Vision and Pattern Recognition · Computer Science 2024-04-17 Alexey Kornaev , Elena Kornaeva , Oleg Ivanov , Ilya Pershin , Danis Alukaev

We propose a novel method to capture data points near decision boundary in neural network that are often referred to a specific type of uncertainty. In our approach, we sought to perform uncertainty estimation based on the idea of…

Machine Learning · Computer Science 2021-12-21 Ismail Alarab , Simant Prakoonwit

The performance of modern deep learning-based systems dramatically depends on the quality of input objects. For example, face recognition quality would be lower for blurry or corrupted inputs. However, it is hard to predict the influence of…

Computer Vision and Pattern Recognition · Computer Science 2022-09-13 Roman Kail , Kirill Fedyanin , Nikita Muravev , Alexey Zaytsev , Maxim Panov

Many current autonomous systems are being designed with a strong reliance on black box predictions from deep neural networks (DNNs). However, DNNs tend to be overconfident in predictions on unseen data and can give unpredictable results for…

Robotics · Computer Science 2019-03-04 Björn Lütjens , Michael Everett , Jonathan P. How

Quantifying uncertainty in a model's predictions is important as it enables the safety of an AI system to be increased by acting on the model's output in an informed manner. This is crucial for applications where the cost of an error is…

Computer Vision and Pattern Recognition · Computer Science 2021-05-31 Aria Khoshsirat

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

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

Machine learning is central to empirical asset pricing, but portfolio construction still relies on point predictions and largely ignores asset-specific estimation uncertainty. We propose a simple change: sort assets using…

Portfolio Management · Quantitative Finance 2026-01-05 Yan Liu , Ye Luo , Zigan Wang , Xiaowei Zhang

Deployed machine learning models are confronted with the problem of changing data over time, a phenomenon also called concept drift. While existing approaches of concept drift detection already show convincing results, they require true…

Machine Learning · Computer Science 2022-09-26 Lucas Baier , Tim Schlör , Jakob Schöffer , Niklas Kühl

In this paper, we leverage predictive uncertainty of deep neural networks to answer challenging questions material scientists usually encounter in machine learning based materials applications workflows. First, we show that by leveraging…

Materials Science · Physics 2021-04-26 Jize Zhang , Bhavya Kailkhura , T. Yong-Jin Han

I consider two problems in machine learning and statistics: the problem of estimating the joint probability density of a collection of random variables, known as density estimation, and the problem of inferring model parameters when their…

Machine Learning · Statistics 2019-10-30 George Papamakarios

In this article we present very intuitive, easy to follow, yet mathematically rigorous, approach to the so called data fitting process. Rather than minimizing the distance between measured and simulated data points, we prefer to find such…

Data Analysis, Statistics and Probability · Physics 2017-08-07 Marek W. Gutowski

Whereas the ability of deep networks to produce useful predictions has been amply demonstrated, estimating the reliability of these predictions remains challenging. Sampling approaches such as MC-Dropout and Deep Ensembles have emerged as…

Machine Learning · Computer Science 2024-05-28 Nikita Durasov , Nik Dorndorf , Hieu Le , Pascal Fua

The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…

Machine Learning · Statistics 2022-10-17 Benjamin Kompa , David R. Bellamy , Thomas Kolokotrones , James M. Robins , Andrew L. Beam

We propose an efficient method to estimate the accuracy of classifiers using only unlabeled data. We consider a setting with multiple classification problems where the target classes may be tied together through logical constraints. For…

Machine Learning · Computer Science 2017-05-22 Emmanouil A. Platanios , Hoifung Poon , Tom M. Mitchell , Eric Horvitz

Assessing the predictive uncertainty of deep neural networks is crucial for safety-related applications of deep learning. Although Bayesian deep learning offers a principled framework for estimating model uncertainty, the common approaches…

Machine Learning · Computer Science 2024-03-06 Yookoon Park , David M. Blei

Uncertainty estimation is pivotal in machine learning, especially for classification tasks, as it improves the robustness and reliability of models. We introduce a novel `Epistemic Wrapping' methodology aimed at improving uncertainty…