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In this paper, we revisit techniques for uncertainty estimation within deep neural networks and consolidate a suite of techniques to enhance their reliability. Our investigation reveals that an integrated application of diverse…

Computer Vision and Pattern Recognition · Computer Science 2024-03-04 Yuting Li , Yingyi Chen , Xuanlong Yu , Dexiong Chen , Xi Shen

We provide single-model estimates of aleatoric and epistemic uncertainty for deep neural networks. To estimate aleatoric uncertainty, we propose Simultaneous Quantile Regression (SQR), a loss function to learn all the conditional quantiles…

Machine Learning · Statistics 2019-09-09 Natasa Tagasovska , David Lopez-Paz

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

Uncertainty estimation is an essential step in the evaluation of the robustness for deep learning models in computer vision, especially when applied in risk-sensitive areas. However, most state-of-the-art deep learning models either fail to…

Computer Vision and Pattern Recognition · Computer Science 2022-01-12 Lu Mi , Hao Wang , Yonglong Tian , Hao He , Nir Shavit

Safe policy improvement (SPI) offers theoretical control over policy updates, yet existing guarantees largely concern offline, tabular reinforcement learning (RL). We study SPI in general online settings, when combined with world model and…

Machine Learning · Computer Science 2026-01-29 Florent Delgrange , Raphael Avalos , Willem Röpke

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

We propose a novel algorithm for offline reinforcement learning called Value Iteration with Perturbed Rewards (VIPeR), which amalgamates the pessimism principle with random perturbations of the value function. Most current offline RL…

Machine Learning · Computer Science 2023-03-07 Thanh Nguyen-Tang , Raman Arora

Off-policy learning plays a pivotal role in optimizing and evaluating policies prior to the online deployment. However, during the real-time serving, we observe varieties of interventions and constraints that cause inconsistency between the…

Machine Learning · Computer Science 2022-03-01 Da Xu , Yuting Ye , Chuanwei Ruan , Bo Yang

Estimates of predictive uncertainty are important for accurate model-based planning and reinforcement learning. However, predictive uncertainties---especially ones derived from modern deep learning systems---can be inaccurate and impose a…

Machine Learning · Computer Science 2019-06-21 Ali Malik , Volodymyr Kuleshov , Jiaming Song , Danny Nemer , Harlan Seymour , Stefano Ermon

With rapid adoption of deep learning in critical applications, the question of when and how much to trust these models often arises, which drives the need to quantify the inherent uncertainties. While identifying all sources that account…

Machine Learning · Statistics 2019-11-22 Jayaraman J. Thiagarajan , Bindya Venkatesh , Prasanna Sattigeri , Peer-Timo Bremer

With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

Machine Learning · Computer Science 2024-03-14 Sebastian G. Gruber , Florian Buettner

Offline Reinforcement Learning (RL) aims to learn policies from previously collected datasets without exploring the environment. Directly applying off-policy algorithms to offline RL usually fails due to the extrapolation error caused by…

Machine Learning · Computer Science 2022-02-24 Chenjia Bai , Lingxiao Wang , Zhuoran Yang , Zhihong Deng , Animesh Garg , Peng Liu , Zhaoran Wang

Deep learning has emerged as a promising paradigm to give access to highly accurate predictions of molecular and materials properties. A common short-coming shared by current approaches, however, is that neural networks only give point…

Computational Physics · Physics 2023-05-10 Albert Zhu , Simon Batzner , Albert Musaelian , Boris Kozinsky

We study the problem of Safe Policy Improvement (SPI) under constraints in the offline Reinforcement Learning (RL) setting. We consider the scenario where: (i) we have a dataset collected under a known baseline policy, (ii) multiple reward…

Machine Learning · Computer Science 2021-11-01 Harsh Satija , Philip S. Thomas , Joelle Pineau , Romain Laroche

Reliable uncertainty quantification in deep neural networks is very crucial in safety-critical applications such as automated driving for trustworthy and informed decision-making. Assessing the quality of uncertainty estimates is…

Computer Vision and Pattern Recognition · Computer Science 2022-12-12 Neslihan Kose , Ranganath Krishnan , Akash Dhamasia , Omesh Tickoo , Michael Paulitsch

This paper considers Safe Policy Improvement (SPI) in Batch Reinforcement Learning (Batch RL): from a fixed dataset and without direct access to the true environment, train a policy that is guaranteed to perform at least as well as the…

Machine Learning · Computer Science 2019-06-11 Romain Laroche , Paul Trichelair , Rémi Tachet des Combes

Offline reinforcement learning learns policies from fixed datasets without further environment interaction. A key challenge in this setting is epistemic uncertainty, arising from limited or biased data coverage, particularly when the…

Machine Learning · Computer Science 2026-04-09 Abhilash Reddy Chenreddy , Erick Delage

This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…

Machine Learning · Computer Science 2020-04-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

Obtaining reliable and accurate quantification of uncertainty estimates from deep neural networks is important in safety-critical applications. A well-calibrated model should be accurate when it is certain about its prediction and indicate…

Machine Learning · Computer Science 2020-12-16 Ranganath Krishnan , Omesh Tickoo