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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

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

In this paper, we leverage predictive uncertainty of deep neural networks to answer challenging questions material scientists usually encounter in machine learning based materials applications workflows. First, we show that by leveraging…

Materials Science · Physics 2021-04-26 Jize Zhang , Bhavya Kailkhura , T. Yong-Jin Han

When artificial neural networks have demonstrated exceptional practical success in a variety of domains, investigations into their theoretical characteristics, such as their approximation power, statistical properties, and generalization…

Machine Learning · Statistics 2023-10-06 Shijin Gong , Xinyu Zhang

Intuitively, one would expect accuracy of a trained neural network's prediction on test samples to correlate with how densely the samples are surrounded by seen training samples in representation space. We find that a bound on empirical…

Machine Learning · Computer Science 2022-07-29 Xu Ji , Razvan Pascanu , Devon Hjelm , Balaji Lakshminarayanan , Andrea Vedaldi

We propose and investigate new complementary methodologies for estimating predictive variance networks in regression neural networks. We derive a locally aware mini-batching scheme that result in sparse robust gradients, and show how to…

Machine Learning · Statistics 2019-11-05 Nicki S. Detlefsen , Martin Jørgensen , Søren Hauberg

Uncertainty-quantification methods are applied to estimate the confidence of deep-neural-networks classifiers over their predictions. However, most widely used methods are known to be overconfident. We address this problem by developing an…

Machine Learning · Computer Science 2023-05-19 Luigi Sbailò , Luca M. Ghiringhelli

We present a new type of probabilistic model which we call DISsimilarity COefficient Networks (DISCO Nets). DISCO Nets allow us to efficiently sample from a posterior distribution parametrised by a neural network. During training, DISCO…

Computer Vision and Pattern Recognition · Computer Science 2016-10-31 Diane Bouchacourt , M. Pawan Kumar , Sebastian Nowozin

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

We present a sparse representation of model uncertainty for Deep Neural Networks (DNNs) where the parameter posterior is approximated with an inverse formulation of the Multivariate Normal Distribution (MND), also known as the information…

Machine Learning · Computer Science 2020-06-23 Jongseok Lee , Matthias Humt , Jianxiang Feng , Rudolph Triebel

Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…

Machine Learning · Statistics 2020-12-08 Javier Antorán , James Urquhart Allingham , José Miguel Hernández-Lobato

Estimating the expectation of a real-valued function of a random variable from sample data is a critical aspect of statistical analysis, with far-reaching implications in various applications. Current methodologies typically assume…

Machine Learning · Computer Science 2026-02-18 Paweł Lorek , Rafał Nowak , Rafał Topolnicki , Tomasz Trzciński , Maciej Zięba , Aleksandra Krystecka

Probabilistic convolutional neural networks, which predict distributions of predictions instead of point estimates, led to recent advances in many areas of computer vision, from image reconstruction to semantic segmentation. Besides state…

Computer Vision and Pattern Recognition · Computer Science 2021-01-19 Josef Lorenz Rumberger , Lisa Mais , Dagmar Kainmueller

We propose a numerical method for discovering unknown parameterized dynamical systems by using observational data of the state variables. Our method is built upon and extends the recent work of discovering unknown dynamical systems, in…

Numerical Analysis · Mathematics 2020-03-11 Tong Qin , Zhen Chen , John Jakeman , Dongbin Xiu

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

A fully nonparametric approach for making probabilistic predictions in multi-response regression problems is introduced. Random forests are used as marginal models for each response variable and, as novel contribution of the present work,…

Machine Learning · Computer Science 2022-10-12 Marius Hofert , Avinash Prasad , Mu Zhu

Deep neural networks provide flexible frameworks for learning data representations and functions relating data to other properties and are often claimed to achieve 'super-human' performance in inferring relationships between input data and…

Materials Science · Physics 2021-05-26 Keith T. Butler , Manh Duc Le , Jeyarajan Thiyagalingam , Toby G. Perring

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

Uncertainty estimation methods using deep learning approaches strive against separating how uncertain the state of the world manifests to us via measurement (objective end) from the way this gets scrambled with the model specification and…

Machine Learning · Statistics 2023-04-21 Edgardo Solano-Carrillo

Even though probabilistic treatments of neural networks have a long history, they have not found widespread use in practice. Sampling approaches are often too slow already for simple networks. The size of the inputs and the depth of typical…

Computer Vision and Pattern Recognition · Computer Science 2018-05-30 Jochen Gast , Stefan Roth