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Neural networks have proven successful at learning from complex data distributions by acting as universal function approximators. However, they are often overconfident in their predictions, which leads to inaccurate and miscalibrated…

Machine Learning · Computer Science 2021-02-23 Jeffrey Willette , Juho Lee , Sung Ju Hwang

Delivering meaningful uncertainty estimates is essential for a successful deployment of machine learning models in the clinical practice. A central aspect of uncertainty quantification is the ability of a model to return predictions that…

Computer Vision and Pattern Recognition · Computer Science 2023-03-03 Adrian Galdran , Johan Verjans , Gustavo Carneiro , Miguel A. González Ballester

Machine learning methods are increasingly widely used in high-risk settings such as healthcare, transportation, and finance. In these settings, it is important that a model produces calibrated uncertainty to reflect its own confidence and…

Artificial Intelligence · Computer Science 2022-09-09 Sophia Sun

We propose an evaluation framework for class probability estimates (CPEs) in the presence of label uncertainty, which is commonly observed as diagnosis disagreement between experts in the medical domain. We also formalize evaluation metrics…

Machine Learning · Statistics 2021-03-23 Takahiro Mimori , Keiko Sasada , Hirotaka Matsui , Issei Sato

Deep neural networks often produce miscalibrated probability estimates, leading to overconfident predictions. A common approach for calibration is fitting a post-hoc calibration map on unseen validation data that transforms predicted…

Machine Learning · Computer Science 2025-07-10 Yunrui Zhang , Gustavo Batista , Salil S. Kanhere

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

Accurate probabilistic predictions are essential for optimal decision making. While neural network miscalibration has been studied primarily in classification, we investigate this in the less-explored domain of regression. We conduct the…

Machine Learning · Computer Science 2023-06-08 Victor Dheur , Souhaib Ben Taieb

In this PhD thesis, we propose a novel framework for uncertainty quantification in machine learning, which is based on proper scores. Uncertainty quantification is an important cornerstone for trustworthy and reliable machine learning…

Machine Learning · Computer Science 2025-08-26 Sebastian G. Gruber

Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…

Machine Learning · Computer Science 2022-07-06 Charles Marx , Shengjia Zhao , Willie Neiswanger , Stefano Ermon

Technological and computational advances continuously drive forward the broad field of deep learning. In recent years, the derivation of quantities describing theuncertainty in the prediction - which naturally accompanies the modeling…

Machine Learning · Computer Science 2022-05-31 Christoph Koller , Göran Kauermann , Xiao Xiang Zhu

A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…

Machine Learning · Computer Science 2025-02-25 Muthu Chidambaram , Rong Ge

Being uncertain when facing the unknown is key to intelligent decision making. However, machine learning algorithms lack reliable estimates about their predictive uncertainty. This leads to wrong and overly-confident decisions when…

Machine Learning · Computer Science 2021-07-14 Mohamed Ishmael Belghazi , David Lopez-Paz

Quantifying uncertainty in neural network predictions is essential for high-stakes domains such as autonomous driving, healthcare, and manufacturing. While existing approaches often depend on costly sampling or restrictive distributional…

Machine Learning · Computer Science 2026-05-29 Eunseo Choi , Ho-Yeon Kim , Jaewon Lee , Taeyong jo , Myungjun lee , Heejin Ahn

As large language models (LLMs) continue to evolve, understanding and quantifying the uncertainty in their predictions is critical for enhancing application credibility. However, the existing literature relevant to LLM uncertainty…

Computation and Language · Computer Science 2024-10-22 Hsiu-Yuan Huang , Yutong Yang , Zhaoxi Zhang , Sanwoo Lee , Yunfang Wu

Proper quantification of predictive uncertainty is essential for the use of machine learning in safety-critical applications. Various uncertainty measures have been proposed for this purpose, typically claiming superiority over other…

Machine Learning · Computer Science 2025-12-16 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Machine Learning · Computer Science 2024-04-22 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Uncertainty estimation bears the potential to make deep learning (DL) systems more reliable. Standard techniques for uncertainty estimation, however, come along with specific combinations of strengths and weaknesses, e.g., with respect to…

Machine Learning · Computer Science 2022-05-02 Joachim Sicking , Maram Akila , Jan David Schneider , Fabian Hüger , Peter Schlicht , Tim Wirtz , Stefan Wrobel

We study computing geometric problems on uncertain points. An uncertain point is a point that does not have a fixed location, but rather is described by a probability distribution. When these probability distributions are restricted to a…

Computational Geometry · Computer Science 2012-05-03 Allan Jorgensen , Maarten Löffler , Jeff M. Phillips

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

Machine learning models have emerged as a very effective strategy to sidestep time-consuming electronic-structure calculations, enabling accurate simulations of greater size, time scale and complexity. Given the interpolative nature of…

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