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Training multiple deep neural networks (DNNs) and averaging their outputs is a simple way to improve the predictive performance. Nevertheless, the multiplied training cost prevents this ensemble method to be practical and efficient. Several…

Machine Learning · Computer Science 2021-10-27 Feng Wang , Guoyizhe Wei , Qiao Liu , Jinxiang Ou , Xian Wei , Hairong Lv

Precise probabilistic forecasts are fundamental for energy risk management, and there is a wide range of both statistical and machine learning models for this purpose. Inherent to these probabilistic models is some form of uncertainty…

Machine Learning · Computer Science 2025-10-10 Andreas Lebedev , Abhinav Das , Sven Pappert , Stephan Schlüter

Uncertainty quantification (UQ) is important for reliability assessment and enhancement of machine learning models. In deep learning, uncertainties arise not only from data, but also from the training procedure that often injects…

Machine Learning · Statistics 2023-11-13 Ziyi Huang , Henry Lam , Haofeng Zhang

Accurately estimating uncertainties in neural network predictions is of great importance in building trusted DNNs-based models, and there is an increasing interest in providing accurate uncertainty estimation on many tasks, such as security…

Machine Learning · Computer Science 2020-07-14 Yukun Ding , Jinglan Liu , Jinjun Xiong , Yiyu Shi

Neural networks (NNs) can achieved high performance in various fields such as computer vision, and natural language processing. However, deploying NNs in resource-constrained safety-critical systems has challenges due to uncertainty in the…

Machine Learning · Computer Science 2024-01-17 Soyed Tuhin Ahmed

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

For many applications it is critical to know the uncertainty of a neural network's predictions. While a variety of neural network parameter estimation methods have been proposed for uncertainty estimation, they have not been rigorously…

Machine Learning · Computer Science 2019-12-05 Nabeel Seedat , Christopher Kanan

Deep Neural Networks (DNNs) are powerful tools for various computer vision tasks, yet they often struggle with reliable uncertainty quantification - a critical requirement for real-world applications. Bayesian Neural Networks (BNN) are…

Machine Learning · Computer Science 2023-12-27 Gianni Franchi , Olivier Laurent , Maxence Leguéry , Andrei Bursuc , Andrea Pilzer , Angela Yao

Semi-supervised learning has emerged as an appealing strategy to train deep models with limited supervision. Most prior literature under this learning paradigm resorts to dual-based architectures, typically composed of a teacher-student…

Computer Vision and Pattern Recognition · Computer Science 2022-03-08 Martin Van Waerebeke , Gregory Lodygensky , Jose Dolz

This paper deals with uncertainty quantification and out-of-distribution detection in deep learning using Bayesian and ensemble methods. It proposes a practical solution to the lack of prediction diversity observed recently for standard…

Machine Learning · Computer Science 2025-02-03 Antoine de Mathelin , François Deheeger , Mathilde Mougeot , Nicolas Vayatis

Ensemble learning has proven effective in improving predictive performance and estimating uncertainty in neural networks. However, conventional ensemble methods often suffer from redundant parameter usage and computational inefficiencies…

Machine Learning · Computer Science 2024-12-23 Arnav Kharbanda , Advait Chandorkar

Neural networks (NNs) often assign high confidence to their predictions, even for points far out-of-distribution, making uncertainty quantification (UQ) a challenge. When they are employed to model interatomic potentials in materials…

Machine Learning · Computer Science 2023-12-27 Aik Rui Tan , Shingo Urata , Samuel Goldman , Johannes C. B. Dietschreit , Rafael Gómez-Bombarelli

The ensemble of deep neural networks has been shown, both theoretically and empirically, to improve generalization accuracy on the unseen test set. However, the high training cost hinders its efficiency since we need a sufficient number of…

Machine Learning · Computer Science 2021-12-28 Wentao Zhang , Jiawei Jiang , Yingxia Shao , Bin Cui

Uncertainty quantification (UQ) in deep learning regression is of wide interest, as it supports critical applications including sequential decision making and risk-sensitive tasks. In heteroskedastic regression, where the uncertainty of the…

Machine Learning · Computer Science 2026-03-03 Mikkel Jordahn , Jonas Vestergaard Jensen , James Harrison , Michael Riis Andersen , Mikkel N. Schmidt

The importance of accurately quantifying forecast uncertainty has motivated much recent research on probabilistic forecasting. In particular, a variety of deep learning approaches has been proposed, with forecast distributions obtained as…

Machine Learning · Statistics 2024-11-11 Benedikt Schulz , Lutz Köhler , Sebastian Lerch

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…

Machine Learning · Statistics 2022-11-10 Bat-Sheva Einbinder , Yaniv Romano , Matteo Sesia , Yanfei Zhou

Building robust online content recommendation systems requires learning complex interactions between user preferences and content features. The field has evolved rapidly in recent years from traditional multi-arm bandit and collaborative…

Information Retrieval · Computer Science 2018-05-08 Yoel Zeldes , Stavros Theodorakis , Efrat Solodnik , Aviv Rotman , Gil Chamiel , Dan Friedman

Bayesian neural networks (BNNs) augment deep networks with uncertainty quantification by Bayesian treatment of the network weights. However, such models face the challenge of Bayesian inference in a high-dimensional and usually…

Machine Learning · Computer Science 2021-03-30 Zhijie Deng , Yucen Luo , Jun Zhu , Bo Zhang

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

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei
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