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Uncertainty quantification is crucial to assess prediction quality of a machine learning model. In the case of Extreme Learning Machines (ELM), most methods proposed in the literature make strong assumptions on the data, ignore the…

Machine Learning · Statistics 2020-11-04 Fabian Guignard , Federico Amato , Mikhail Kanevski

Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for…

Machine Learning · Computer Science 2020-02-04 Dan Levi , Liran Gispan , Niv Giladi , Ethan Fetaya

Models necessarily capture only parts of a reality. Prediction models aim at capturing a future reality. In this paper we address the question of how the future is constructed (or: imagined) in an investment context where market…

General Finance · Quantitative Finance 2019-12-24 Matthias J. Feiler , Thibaut Ajdler

Uncertainty plays a crucial role in the machine learning field. Both model trustworthiness and performance require the understanding of uncertainty, especially for models used in high-stake applications where errors can cause cataclysmic…

Machine Learning · Computer Science 2022-11-29 Shuo Chen

In recent years, Large Language Models (LLMs) have become fundamental to a broad spectrum of artificial intelligence applications. As the use of LLMs expands, precisely estimating the uncertainty in their predictions has become crucial.…

Artificial Intelligence · Computer Science 2024-10-29 Mohammad Beigi , Sijia Wang , Ying Shen , Zihao Lin , Adithya Kulkarni , Jianfeng He , Feng Chen , Ming Jin , Jin-Hee Cho , Dawei Zhou , Chang-Tien Lu , Lifu Huang

In computational materials science, mechanical properties are typically extracted from simulations by means of analysis routines that seek to mimic their experimental counterparts. However, simulated data often exhibit uncertainties that…

Data Analysis, Statistics and Probability · Physics 2017-12-07 Paul N. Patrone , Anthony J. Kearsley , Andrew M. Dienstfrey

Explainability of black-box machine learning models is crucial, in particular when deployed in critical applications such as medicine or autonomous cars. Existing approaches produce explanations for the predictions of models, however, how…

Machine Learning · Computer Science 2021-11-18 Jonas Schulz , Rafael Poyiadzi , Raul Santos-Rodriguez

Effectively measuring and modeling the reliability of a trained model is essential to the real-world deployment of monocular depth estimation (MDE) models. However, the intrinsic ill-posedness and ordinal-sensitive nature of MDE pose major…

Computer Vision and Pattern Recognition · Computer Science 2023-07-20 Mochu Xiang , Jing Zhang , Nick Barnes , Yuchao Dai

Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Rebekah White , Rileigh Bandy , Teresa Portone

Supervised machine learning and predictive models have achieved an impressive standard today, enabling us to answer questions that were inconceivable a few years ago. Besides these successes, it becomes clear, that beyond pure prediction,…

Machine Learning · Statistics 2025-01-29 Cornelia Gruber , Patrick Oliver Schenk , Malte Schierholz , Frauke Kreuter , Göran Kauermann

Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…

Machine Learning · Statistics 2025-06-05 Ivan Melev , Goeran Kauermann

In high-stakes domains like healthcare, users often expect that sharing personal information with machine learning systems will yield tangible benefits, such as more accurate diagnoses and clearer explanations of contributing factors.…

Machine Learning · Computer Science 2026-03-18 Louisa Cornelis , Guillermo Bernárdez , Haewon Jeong , Nina Miolane

As large language models continue to be widely developed, robust uncertainty quantification techniques will become crucial for their safe deployment in high-stakes scenarios. In this work, we explore how conformal prediction can be used to…

Computation and Language · Computer Science 2023-07-11 Bhawesh Kumar , Charlie Lu , Gauri Gupta , Anil Palepu , David Bellamy , Ramesh Raskar , Andrew Beam

The ubiquity of machine learning based predictive models in modern society naturally leads people to ask how trustworthy those models are? In predictive modeling, it is quite common to induce a trade-off between accuracy and…

Machine Learning · Computer Science 2019-04-05 John Mitros , Brian Mac Namee

Uncertainty quantification for complex deep learning models is increasingly important as these techniques see growing use in high-stakes, real-world settings. Currently, the quality of a model's uncertainty is evaluated using…

Machine Learning · Computer Science 2021-12-15 Benjamin Kompa , Jasper Snoek , Andrew Beam

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Machine Learning · Computer Science 2023-05-24 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…

Machine Learning · Statistics 2024-03-19 Hristos Tyralis , Georgia Papacharalampous

Uncertainty in machine learning is not generally taught as general knowledge in Machine Learning course curricula. In this paper we propose a short curriculum for a course about uncertainty in machine learning, and complement the course…

Machine Learning · Computer Science 2021-08-20 Matias Valdenegro-Toro

In an educational setting, an estimate of the difficulty of multiple-choice questions (MCQs), a commonly used strategy to assess learning progress, constitutes very useful information for both teachers and students. Since human assessment…

Computation and Language · Computer Science 2025-04-21 Leonidas Zotos , Hedderik van Rijn , Malvina Nissim

Deep Learning sets the state-of-the-art in many challenging tasks showing outstanding performance in a broad range of applications. Despite its success, it still lacks robustness hindering its adoption in medical applications. Modeling…

Computer Vision and Pattern Recognition · Computer Science 2019-09-19 Agnieszka Tomczack , Nassir Navab , Shadi Albarqouni