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Many important problems in the real world don't have unique solutions. It is thus important for machine learning models to be capable of proposing different plausible solutions with meaningful probability measures. In this work we introduce…

Machine Learning · Computer Science 2020-07-28 Di Qiu , Lok Ming Lui

This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

Computational Finance · Quantitative Finance 2025-06-10 Hans Buehler , Blanka Horvath , Yannick Limmer , Thorsten Schmidt

We show how to treat systematic uncertainties using Bayesian deep networks for regression. First, we analyze how these networks separately trace statistical and systematic uncertainties on the momenta of boosted top quarks forming fat jets.…

High Energy Physics - Phenomenology · Physics 2020-12-23 Gregor Kasieczka , Michel Luchmann , Florian Otterpohl , Tilman Plehn

In safety-critical applications, language models should be able to characterize their uncertainty with meaningful probabilities. Many uncertainty quantification approaches require supervised data; however, finding suitable unseen…

Computation and Language · Computer Science 2026-05-14 Sophia Hager , Simon Zeng , Nicholas Andrews

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

Within the last few years, there has been a move towards using statistical models in conjunction with neural networks with the end goal of being able to better answer the question, "what do our models know?". From this trend, classical…

Machine Learning · Computer Science 2021-12-03 Achintya Gopal

Deep Learning (DL) has made remarkable achievements in computer vision and adopted in safety critical domains such as medical imaging or autonomous drive. Thus, it is necessary to understand the uncertainty of the model to effectively…

Computer Vision and Pattern Recognition · Computer Science 2024-05-28 Hyekyoung Hwang , Jitae Shin

Aleatoric uncertainty captures the inherent randomness of the data, such as measurement noise. In Bayesian regression, we often use a Gaussian observation model, where we control the level of aleatoric uncertainty with a noise variance…

Machine Learning · Computer Science 2022-03-31 Sanyam Kapoor , Wesley J. Maddox , Pavel Izmailov , Andrew Gordon Wilson

Reliable uncertainty quantification is a first step towards building explainable, transparent, and accountable artificial intelligent systems. Recent progress in Bayesian deep learning has made such quantification realizable. In this paper,…

Computation and Language · Computer Science 2018-11-20 Yijun Xiao , William Yang Wang

This paper presents a groundbreaking self-improving interference management framework tailored for wireless communications, integrating deep learning with uncertainty quantification to enhance overall system performance. Our approach…

Machine Learning · Computer Science 2024-01-25 Hyun-Suk Lee , Do-Yup Kim , Kyungsik Min

Deep unsupervised anomaly detection has seen improvements in a supervised binary classification paradigm in which auxiliary external data is included in the training set as anomalous data in a process referred to as outlier exposure, which…

Machine Learning · Computer Science 2025-03-26 Sean Gloumeau

Rule-based classification models described in the language of logic directly predict boolean values, rather than modeling a probability and translating it into a prediction as done in statistical models. The vast majority of existing…

Artificial Intelligence · Computer Science 2022-11-04 Yusik Kim

In robotics, optimizing controller parameters under safety constraints is an important challenge. Safe Bayesian optimization (BO) quantifies uncertainty in the objective and constraints to safely guide exploration in such settings.…

Machine Learning · Computer Science 2023-06-13 Jonas Rothfuss , Christopher Koenig , Alisa Rupenyan , Andreas Krause

We introduce the notion of heterogeneous calibration that applies a post-hoc model-agnostic transformation to model outputs for improving AUC performance on binary classification tasks. We consider overconfident models, whose performance is…

Machine Learning · Statistics 2022-02-11 David Durfee , Aman Gupta , Kinjal Basu

This paper proposes a paradigm of uncertainty injection for training deep learning model to solve robust optimization problems. The majority of existing studies on deep learning focus on the model learning capability, while assuming the…

Machine Learning · Computer Science 2023-02-28 Wei Cui , Wei Yu

Despite AI's impressive achievements, including recent advances in generative and large language models, there remains a significant gap in the ability of AI systems to handle uncertainty and generalize beyond their training data. AI models…

Artificial Intelligence · Computer Science 2025-06-30 Shireen Kudukkil Manchingal , Andrew Bradley , Julian F. P. Kooij , Keivan Shariatmadar , Neil Yorke-Smith , Fabio Cuzzolin

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

Machine Learning · Statistics 2019-11-01 Jayaraman J. Thiagarajan , Bindya Venkatesh , Deepta Rajan

We prove a fundamental impossibility theorem: neural networks cannot simultaneously learn well-calibrated confidence estimates with meaningful diversity when trained using binary correct/incorrect supervision. Through rigorous mathematical…

Machine Learning · Computer Science 2025-09-19 Arjun S. Nair , Kristina P. Sinaga

Deep neural network can easily overfit to even noisy labels due to its high capacity, which degrades the generalization performance of a model. To overcome this issue, we propose a new approach for learning from noisy labels (LNL) via…

Computer Vision and Pattern Recognition · Computer Science 2023-04-20 Seulki Park , Hwanjun Song , Daeho Um , Dae Ung Jo , Sangdoo Yun , Jin Young Choi

In real world machine learning applications, testing data may contain some meaningful new categories that have not been seen in labeled training data. To simultaneously recognize new data categories and assign most appropriate category…

Machine Learning · Computer Science 2019-10-11 Changying Du , Fuzhen Zhuang , Jia He , Qing He , Guoping Long
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