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Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

Computation · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Babak Shahbaba

Uncertainty quantification for deep learning is a challenging open problem. Bayesian statistics offer a mathematically grounded framework to reason about uncertainties; however, approximate posteriors for modern neural networks still…

Machine Learning · Statistics 2020-01-23 Nicolas Brosse , Carlos Riquelme , Alice Martin , Sylvain Gelly , Éric Moulines

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

Despite the promise of Convolutional neural network (CNN) based classification models for histopathological images, it is infeasible to quantify its uncertainties. Moreover, CNNs may suffer from overfitting when the data is biased. We show…

Computer Vision and Pattern Recognition · Computer Science 2021-11-09 Ponkrshnan Thiagarajan , Pushkar Khairnar , Susanta Ghosh

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using…

Machine Learning · Statistics 2019-05-28 Aliaksandr Hubin , Geir Storvik

Federated learning performed by a decentralized networks of agents is becoming increasingly important with the prevalence of embedded software on autonomous devices. Bayesian approaches to learning benefit from offering more information as…

Machine Learning · Computer Science 2021-07-16 Vyacheslav Kungurtsev , Adam Cobb , Tara Javidi , Brian Jalaian

Uncertainty quantification is an important and challenging problem in deep learning. Previous methods rely on dropout layers which are not present in modern deep architectures or batch normalization which is sensitive to batch sizes. In…

Computer Vision and Pattern Recognition · Computer Science 2020-07-10 Lukasz Wandzik , Raul Vicente Garcia , Jörg Krüger

The distribution of the weights of modern deep neural networks (DNNs) - crucial for uncertainty quantification and robustness - is an eminently complex object due to its extremely high dimensionality. This paper proposes one of the first…

Machine Learning · Statistics 2023-10-13 Olivier Laurent , Emanuel Aldea , Gianni Franchi

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Machine Learning · Computer Science 2022-10-14 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

Deep neural networks (DNNs) have made a revolution in numerous fields during the last decade. However, in tasks with high safety requirements, such as medical or autonomous driving applications, providing an assessment of the models…

Machine Learning · Computer Science 2020-11-20 Omer Achrack , Raizy Kellerman , Ouriel Barzilay

While Deep Neural Networks (DNNs) achieve state-of-the-art accuracy in various applications, they often fall short in accurately estimating their predictive uncertainty and, in turn, fail to recognize when these predictions may be wrong.…

Machine Learning · Computer Science 2020-07-22 Ankur Mallick , Chaitanya Dwivedi , Bhavya Kailkhura , Gauri Joshi , T. Yong-Jin Han

The use of Deep Neural Network (DNN) models in risk-based decision-making has attracted extensive attention with broad applications in medical, finance, manufacturing, and quality control. To mitigate prediction-related risks in decision…

Machine Learning · Statistics 2023-10-11 Maryam Kheirandish , Shengfan Zhang , Donald G. Catanzaro , Valeriu Crudu

Conventional uncertainty quantification methods usually lacks the capability of dealing with high-dimensional problems due to the curse of dimensionality. This paper presents a semi-supervised learning framework for dimension reduction and…

Machine Learning · Statistics 2020-06-02 Zequn Wang , Mingyang Li

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…

Bayesian neural networks (BNNs) provide a formalism to quantify and calibrate uncertainty in deep learning. Current inference approaches for BNNs often resort to few-sample estimation for scalability, which can harm predictive performance,…

Machine Learning · Computer Science 2024-02-14 Zhe Zeng , Guy Van den Broeck

The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…

Methodology · Statistics 2020-09-18 Paul A. Parker , Scott H. Holan

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

Bayesian Neural Networks (BNNs) offer robust uncertainty quantification in model predictions, but training them presents a significant computational challenge. This is mainly due to the problem of sampling multimodal posterior distributions…

Machine Learning · Computer Science 2025-01-14 Ratneel Deo , Scott Sisson , Jody M. Webster , Rohitash Chandra

We propose a novel method for closed-form predictive distribution modeling with neural nets. In quantifying prediction uncertainty, we build on Evidential Deep Learning, which has been impactful as being both simple to implement and giving…

Machine Learning · Statistics 2021-01-22 Manuel Haussmann , Sebastian Gerwinn , Melih Kandemir

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson