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Scientific Machine Learning is a new class of approaches that integrate physical knowledge and mechanistic models with data-driven techniques for uncovering governing equations of complex processes. Among the available approaches, Universal…

Machine Learning · Statistics 2024-06-14 Nina Schmid , David Fernandes del Pozo , Willem Waegeman , Jan Hasenauer

Over the last few years, debiased estimators have been proposed in order to establish rigorous confidence intervals for high-dimensional problems in machine learning and data science. The core argument is that the error of these estimators…

Signal Processing · Electrical Eng. & Systems 2024-07-19 Frederik Hoppe , Claudio Mayrink Verdun , Felix Krahmer , Marion I. Menzel , Holger Rauhut

The calibration of complex computer codes using uncertainty quantification (UQ) methods is a rich area of statistical methodological development. When applying these techniques to simulators with spatial output, it is now standard to use…

Methodology · Statistics 2019-03-25 James M Salter , Daniel B Williamson , John Scinocca , Viatcheslav Kharin

Accurate uncertainty quantification (UQ) in Large Language Models (LLMs) is critical for trustworthy deployment. While real-world language is inherently ambiguous, reflecting aleatoric uncertainty, existing UQ methods are typically…

Machine Learning · Computer Science 2026-01-30 Tim Tomov , Dominik Fuchsgruber , Tom Wollschläger , Stephan Günnemann

Unsupervised Continuous Anomaly Detection (UCAD) is gaining attention for effectively addressing the catastrophic forgetting and heavy computational burden issues in traditional Unsupervised Anomaly Detection (UAD). However, existing UCAD…

Computer Vision and Pattern Recognition · Computer Science 2026-03-24 Mingle Zhou , Jiahui Liu , Jin Wan , Gang Li , Min Li

Conformalized Quantile Regression (CQR) is a recently proposed method for constructing prediction intervals for a response $Y$ given covariates $X$, without making distributional assumptions. However, existing constructions of CQR can be…

Methodology · Statistics 2024-05-16 Raphael Rossellini , Rina Foygel Barber , Rebecca Willett

Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…

Machine Learning · Computer Science 2025-05-19 Christopher Bülte , Yusuf Sale , Timo Löhr , Paul Hofman , Gitta Kutyniok , Eyke Hüllermeier

Multi-fidelity methods are prominently used when cheaply-obtained, but possibly biased and noisy, observations must be effectively combined with limited or expensive true data in order to construct reliable models. This arises in both…

Machine Learning · Statistics 2019-03-19 Kurt Cutajar , Mark Pullin , Andreas Damianou , Neil Lawrence , Javier González

We propose a new and intuitive metric for aleatoric uncertainty quantification (UQ), the prevalence of class collisions defined as the same input being observed in different classes. We use the rate of class collisions to define the…

Machine Learning · Computer Science 2026-03-19 Jesse Friedbaum , Sudarshan Adiga , Ravi Tandon

Multi-fidelity Monte Carlo (MFMC) is a variance reduction method that leverages a multi-fidelity ensemble of models of varying cost and accuracy levels. Constructing an MFMC estimator with optimal variance requires knowledge of the…

Methodology · Statistics 2026-05-25 Michael Stanley , Thomas Coons , Geoffrey Bomarito , Patrick Leser , Joshua Pribe , James Warner

Uncertainty quantification (UQ) plays a pivotal role in scientific machine learning, especially when surrogate models are used to approximate complex systems. Although multilayer perceptions (MLPs) are commonly employed as surrogates, they…

Numerical Analysis · Mathematics 2025-01-22 Zhiwei Gao , George Em Karniadakis

The role of uncertainty quantification (UQ) in deep learning has become crucial with growing use of predictive models in high-risk applications. Though a large class of methods exists for measuring deep uncertainties, in practice, the…

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

Large Language Models (LLMs) have demonstrated remarkable capabilities across various tasks due to large training datasets and powerful transformer architecture. However, the reliability of responses from LLMs remains a question.…

Computation and Language · Computer Science 2025-02-26 Tiejin Chen , Xiaoou Liu , Longchao Da , Jia Chen , Vagelis Papalexakis , Hua Wei

We present a comparison of methods for uncertainty quantification (UQ) in deep learning algorithms in the context of a simple physical system. Three of the most common uncertainty quantification methods - Bayesian Neural Networks (BNN),…

Machine Learning · Computer Science 2020-12-08 João Caldeira , Brian Nord

Among the many ways of quantifying uncertainty in a regression setting, specifying the full quantile function is attractive, as quantiles are amenable to interpretation and evaluation. A model that predicts the true conditional quantiles…

Machine Learning · Computer Science 2021-12-10 Youngseog Chung , Willie Neiswanger , Ian Char , Jeff Schneider

As instruction-tuned large language models (LLMs) evolve, aligning pretrained foundation models presents increasing challenges. Existing alignment strategies, which typically leverage diverse and high-quality data sources, often overlook…

Computation and Language · Computer Science 2024-06-10 Yikun Wang , Rui Zheng , Liang Ding , Qi Zhang , Dahua Lin , Dacheng Tao

If Uncertainty Quantification (UQ) is crucial to achieve trustworthy Machine Learning (ML), most UQ methods suffer from disparate and inconsistent evaluation protocols. We claim this inconsistency results from the unclear requirements the…

Machine Learning · Computer Science 2022-07-28 Victor Bouvier , Simona Maggio , Alexandre Abraham , Léo Dreyfus-Schmidt

Deep learning is gaining increasing popularity for spatiotemporal forecasting. However, prior works have mostly focused on point estimates without quantifying the uncertainty of the predictions. In high stakes domains, being able to…

Artificial Intelligence · Computer Science 2021-06-15 Dongxia Wu , Liyao Gao , Xinyue Xiong , Matteo Chinazzi , Alessandro Vespignani , Yi-An Ma , Rose Yu

In recent years, large language models (LLMs) have become increasingly prevalent, offering remarkable text generation capabilities. However, a pressing challenge is their tendency to make confidently wrong predictions, highlighting the…

Computation and Language · Computer Science 2024-03-06 Xiang Gao , Jiaxin Zhang , Lalla Mouatadid , Kamalika Das

Reliable uncertainty quantification in deep neural networks is very crucial in safety-critical applications such as automated driving for trustworthy and informed decision-making. Assessing the quality of uncertainty estimates is…

Computer Vision and Pattern Recognition · Computer Science 2022-12-12 Neslihan Kose , Ranganath Krishnan , Akash Dhamasia , Omesh Tickoo , Michael Paulitsch