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This paper presents a computationally feasible method to compute rigorous bounds on the interval-generalisation of regression analysis to account for epistemic uncertainty in the output variables. The new iterative method uses machine…

Data Analysis, Statistics and Probability · Physics 2023-02-22 Krasymyr Tretiak , Georg Schollmeyer , Scott Ferson

Ongoing developments in neural network models are continually advancing the state of the art in terms of system accuracy. However, the predicted labels should not be regarded as the only core output; also important is a well-calibrated…

Machine Learning · Statistics 2019-01-08 Gil Keren , Nicholas Cummins , Björn Schuller

Effective decision making requires understanding the uncertainty inherent in a prediction. In regression, this uncertainty can be estimated by a variety of methods; however, many of these methods are laborious to tune, generate…

Machine Learning · Statistics 2021-12-02 Tianhui Zhou , Yitong Li , Yuan Wu , David Carlson

In a first-of-its-kind study, this paper proposes the formulation of constructing prediction intervals (PIs) in a time series as a bi-objective optimization problem and solves it with the help of Nondominated Sorting Genetic Algorithm…

Neural and Evolutionary Computing · Computer Science 2021-02-24 Vangala Sarveswararao , Vadlamani Ravi , Sheik Tanveer Ul Huq

With rapid adoption of deep learning in critical applications, the question of when and how much to trust these models often arises, which drives the need to quantify the inherent uncertainties. While identifying all sources that account…

Machine Learning · Statistics 2019-11-22 Jayaraman J. Thiagarajan , Bindya Venkatesh , Prasanna Sattigeri , Peer-Timo Bremer

Crucial for building trust in deep learning models for critical real-world applications is efficient and theoretically sound uncertainty quantification, a task that continues to be challenging. Useful uncertainty information is expected to…

Machine Learning · Computer Science 2021-10-28 Zhen Lin , Shubhendu Trivedi , Jimeng Sun

The aim of this paper is to propose a suitable method for constructing prediction intervals for the output of neural network models. To do this, we adapt the extremely randomized trees method originally developed for random forests to…

Machine Learning · Statistics 2021-05-14 Tullio Mancini , Hector Calvo-Pardo , Jose Olmo

This paper introduces a novel, computationally-efficient algorithm for predictive inference (PI) that requires no distributional assumptions on the data and can be computed faster than existing bootstrap-type methods for neural networks.…

Machine Learning · Statistics 2023-06-13 Yue Gao , Garvesh Raskutti , Rebecca Willet

This paper investigates the use of probabilistic neural networks (PNNs) to model aleatoric uncertainty, which refers to the inherent variability in the input-output relationships of a system, often characterized by unequal variance or…

Machine Learning · Statistics 2024-02-22 Farhad Pourkamali-Anaraki , Jamal F. Husseini , Scott E. Stapleton

As neural networks become more popular, the need for accompanying uncertainty estimates increases. There are currently two main approaches to test the quality of these estimates. Most methods output a density. They can be compared by…

Machine Learning · Statistics 2024-06-05 Laurens Sluijterman , Eric Cator , Tom Heskes

By seeking the narrowest prediction intervals (PIs) that satisfy the specified coverage probability requirements, the recently proposed quality-based PI learning principle can extract high-quality PIs that better summarize the predictive…

Machine Learning · Computer Science 2019-07-23 Lin Zhu , Jiaxing Lu , Yihong Chen

Deep learning models have significantly improved prediction accuracy in various fields, gaining recognition across numerous disciplines. Yet, an aspect of deep learning that remains insufficiently addressed is the assessment of prediction…

Machine Learning · Statistics 2024-12-18 Asaf Ben Arie , Malka Gorfine

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

Having a regression model, we are interested in finding two-sided intervals that are guaranteed to contain at least a desired proportion of the conditional distribution of the response variable given a specific combination of predictors. We…

Machine Learning · Computer Science 2016-03-22 Mohammad Ghasemi Hamed , Mathieu Serrurier , Nicolas Durand

Predictive models make mistakes. Hence, there is a need to quantify the uncertainty associated with their predictions. Conformal inference has emerged as a powerful tool to create statistically valid prediction regions around point…

Machine Learning · Statistics 2024-02-14 Luben M. C. Cabezas , Mateus P. Otto , Rafael Izbicki , Rafael B. Stern

Confidence estimation infers a probability for whether each model output is correct or not. While predicting such binary correctness is sensible for tasks with exact answers, free-form generation tasks are often more nuanced, with output…

Computation and Language · Computer Science 2026-01-14 Chi-Yang Hsu , Alexander Braylan , Yiheng Su , Matthew Lease , Omar Alonso

The neural network (NN)-based direct uncertainty quantification (UQ) methods have achieved the state of the art performance since the first inauguration, known as the lower-upper-bound estimation (LUBE) method. However, currently-available…

Machine Learning · Statistics 2024-07-16 H M Dipu Kabir , Abbas Khosravi , Abdollah Kavousi-Fard , Saeid Nahavandi , Dipti Srinivasan

Prediction intervals in supervised Machine Learning bound the region where the true outputs of new samples may fall. They are necessary in the task of separating reliable predictions of a trained model from near random guesses, minimizing…

Machine Learning · Computer Science 2019-12-20 Anton Akusok , Yoan Miche , Kaj-Mikael Björk , Amaury Lendasse

In this paper, we provide a novel Model-free approach based on Deep Neural Network (DNN) to accomplish point prediction and prediction interval under a general regression setting. Usually, people rely on parametric or non-parametric models…

Machine Learning · Statistics 2024-09-13 Kejin Wu , Dimitris N. Politis

Neural networks are among the most powerful nonlinear models used to address supervised learning problems. Similar to most machine learning algorithms, neural networks produce point predictions and do not provide any prediction interval…

Machine Learning · Statistics 2020-07-01 Saeed Khaki , Dan Nettleton