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We present a sampling-free approach for computing the epistemic uncertainty of a neural network. Epistemic uncertainty is an important quantity for the deployment of deep neural networks in safety-critical applications, since it represents…

Machine Learning · Computer Science 2019-12-04 Janis Postels , Francesco Ferroni , Huseyin Coskun , Nassir Navab , Federico Tombari

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

Deep neural networks have amply demonstrated their prowess but estimating the reliability of their predictions remains challenging. Deep Ensembles are widely considered as being one of the best methods for generating uncertainty estimates…

Machine Learning · Computer Science 2021-06-28 Nikita Durasov , Timur Bagautdinov , Pierre Baque , Pascal Fua

Standard MCMC methods can scale poorly to big data settings due to the need to evaluate the likelihood at each iteration. There have been a number of approximate MCMC algorithms that use sub-sampling ideas to reduce this computational…

Computation · Statistics 2020-09-29 Joris Bierkens , Paul Fearnhead , Gareth Roberts

Deep Ensembles, as a type of Bayesian Neural Networks, can be used to estimate uncertainty on the prediction of multiple neural networks by collecting votes from each network and computing the difference in those predictions. In this paper,…

Machine Learning · Computer Science 2023-07-10 Illia Oleksiienko , Alexandros Iosifidis

Sampling-based methods, e.g., Deep Ensembles and Bayesian Neural Nets have become promising approaches to improve the quality of uncertainty estimation and robust generalization. However, they suffer from a large model size and high latency…

Machine Learning · Computer Science 2024-05-29 Ha Manh Bui , Anqi Liu

Ensembling a neural network is a widely recognized approach to enhance model performance, estimate uncertainty, and improve robustness in deep supervised learning. However, deep ensembles often come with high computational costs and memory…

This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…

Machine Learning · Statistics 2015-09-11 Lucas Mentch , Giles Hooker

Estimating the uncertainty in deep neural network predictions is crucial for many real-world applications. A common approach to model uncertainty is to choose a parametric distribution and fit the data to it using maximum likelihood…

Machine Learning · Computer Science 2022-11-28 Ali Harakeh , Jordan Hu , Naiqing Guan , Steven L. Waslander , Liam Paull

Uncertainty estimation for machine learning models is of high importance in many scenarios such as constructing the confidence intervals for model predictions and detection of out-of-distribution or adversarially generated points. In this…

Machine Learning · Computer Science 2022-05-06 Kirill Fedyanin , Evgenii Tsymbalov , Maxim Panov

The applications of artificial intelligence (AI) are rapidly evolving, and they are also commonly used in safety-critical domains, such as autonomous driving and medical diagnosis, where functional safety is paramount. In AI-driven systems,…

Machine Learning · Computer Science 2024-05-12 Soyed Tuhin Ahmed , Michael Hefenbrock , Mehdi B. Tahoori

Uncertainty estimation in deep learning has become a leading research field in medical image analysis due to the need for safe utilisation of AI algorithms in clinical practice. Most approaches for uncertainty estimation require sampling…

Image and Video Processing · Electrical Eng. & Systems 2022-04-12 Kaisar Kushibar , Víctor Manuel Campello , Lidia Garrucho Moras , Akis Linardos , Petia Radeva , Karim Lekadir

With the rise of the popularity and usage of neural networks, trustworthy uncertainty estimation is becoming increasingly essential. One of the most prominent uncertainty estimation methods is Deep Ensembles (Lakshminarayanan et al., 2017)…

Machine Learning · Statistics 2023-08-04 Laurens Sluijterman , Eric Cator , Tom Heskes

Ensembles over neural network weights trained from different random initialization, known as deep ensembles, achieve state-of-the-art accuracy and calibration. The recently introduced batch ensembles provide a drop-in replacement that is…

Machine Learning · Computer Science 2021-01-11 Florian Wenzel , Jasper Snoek , Dustin Tran , Rodolphe Jenatton

Obtaining high certainty in predictive models is crucial for making informed and trustworthy decisions in many scientific and engineering domains. However, extensive experimentation required for model accuracy can be both costly and…

Machine Learning · Computer Science 2024-12-17 Giorgio Morales , John Sheppard

The recent decade has seen an enormous rise in the popularity of deep learning and neural networks. These algorithms have broken many previous records and achieved remarkable results. Their outstanding performance has significantly sped up…

To adopt neural networks in safety critical domains, knowing whether we can trust their predictions is crucial. Bayesian neural networks (BNNs) provide uncertainty estimates by averaging predictions with respect to the posterior weight…

Machine Learning · Computer Science 2021-03-17 Jannik Schmitt , Stefan Roth

Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and part for inference. In this paper we revisit sample splitting…

Statistics Theory · Mathematics 2018-04-04 Alessandro Rinaldo , Larry Wasserman , Max G'Sell , Jing Lei

Uncertainty quantification for estimation through stochastic optimization solutions in an online setting has gained popularity recently. This paper introduces a novel inference method focused on constructing confidence intervals with…

Machine Learning · Statistics 2026-03-24 Wanrong Zhu , Zhipeng Lou , Ziyang Wei , Wei Biao Wu

Many methods have been proposed to quantify the predictive uncertainty associated with the outputs of deep neural networks. Among them, ensemble methods often lead to state-of-the-art results, though they require modifications to the…

Machine Learning · Computer Science 2021-05-11 Zhiyun Lu , Eugene Ie , Fei Sha
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