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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…

Measurement of uncertainty of predictions from machine learning methods is important across scientific domains and applications. We present, to our knowledge, the first such technique that quantifies the uncertainty of predictions from a…

Machine Learning · Statistics 2022-04-04 Alex Hagen , Karl Pazdernik , Nicole LaHaye , Marjolein Oostrom

Modern convolutional neural networks (CNNs) are known to be overconfident in terms of their calibration on unseen input data. That is to say, they are more confident than they are accurate. This is undesirable if the probabilities predicted…

Machine Learning · Computer Science 2021-12-03 Guoxuan Xia , Sangwon Ha , Tiago Azevedo , Partha Maji

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

Uncertainty calibration is crucial for various machine learning applications, yet it remains challenging. Many models exhibit hallucinations - confident yet inaccurate responses - due to miscalibrated confidence. Here, we show that the…

Machine Learning · Computer Science 2025-03-28 Jeonghwan Cheon , Se-Bum Paik

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…

Machine Learning · Statistics 2022-11-10 Bat-Sheva Einbinder , Yaniv Romano , Matteo Sesia , Yanfei Zhou

Probabilistic predictions from neural networks which account for predictive uncertainty during classification is crucial in many real-world and high-impact decision making settings. However, in practice most datasets are trained on…

Machine Learning · Computer Science 2022-09-30 Satya Borgohain , Klaus Ackermann , Ruben Loaiza-Maya

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…

Machine Learning · Statistics 2023-04-20 Thomas Mortier , Viktor Bengs , Eyke Hüllermeier , Stijn Luca , Willem Waegeman

While the accuracy of modern deep learning models has significantly improved in recent years, the ability of these models to generate uncertainty estimates has not progressed to the same degree. Uncertainty methods are designed to provide…

Machine Learning · Statistics 2020-06-17 Adam M. Oberman , Chris Finlay , Alexander Iannantuono , Tiago Salvador

Deep neural networks often produce miscalibrated probability estimates, leading to overconfident predictions. A common approach for calibration is fitting a post-hoc calibration map on unseen validation data that transforms predicted…

Machine Learning · Computer Science 2025-07-10 Yunrui Zhang , Gustavo Batista , Salil S. Kanhere

Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…

Machine Learning · Computer Science 2021-12-07 Abdulmajid Murad , Frank Alexander Kraemer , Kerstin Bach , Gavin Taylor

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

The use of Deep Neural Network (DNN) models in risk-based decision-making has attracted extensive attention with broad applications in medical, finance, manufacturing, and quality control. To mitigate prediction-related risks in decision…

Machine Learning · Statistics 2023-10-11 Maryam Kheirandish , Shengfan Zhang , Donald G. Catanzaro , Valeriu Crudu

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

Uncertainty Quantification aims to determine when the prediction from a Machine Learning model is likely to be wrong. Computer Vision research has explored methods for determining epistemic uncertainty (also known as model uncertainty),…

Machine Learning · Computer Science 2024-03-15 Prithviraj Manivannan , Ivo Pascal de Jong , Matias Valdenegro-Toro , Andreea Ioana Sburlea

Neural networks have proven successful at learning from complex data distributions by acting as universal function approximators. However, they are often overconfident in their predictions, which leads to inaccurate and miscalibrated…

Machine Learning · Computer Science 2021-02-23 Jeffrey Willette , Juho Lee , Sung Ju Hwang

Deep neural networks have demonstrated remarkable performance across numerous learning tasks but often suffer from miscalibration, resulting in unreliable probability outputs. This has inspired many recent works on mitigating…

Machine Learning · Computer Science 2025-09-23 Wenjian Huang , Guiping Cao , Jiahao Xia , Jingkun Chen , Hao Wang , Jianguo Zhang

With the widespread success of deep neural networks in science and technology, it is becoming increasingly important to quantify the uncertainty of the predictions produced by deep learning. In this paper, we introduce a new method that…

Machine Learning · Computer Science 2019-08-15 Qingyang Wu , He Li , Lexin Li , Zhou Yu

Deep neural network (DNN) classifiers are often overconfident, producing miscalibrated class probabilities. In high-risk applications like healthcare, practitioners require $\textit{fully calibrated}$ probability predictions for…

Machine Learning · Statistics 2022-12-09 Zhen Lin , Shubhendu Trivedi , Jimeng Sun

Uncertainty quantification is an important and challenging problem in deep learning. Previous methods rely on dropout layers which are not present in modern deep architectures or batch normalization which is sensitive to batch sizes. In…

Computer Vision and Pattern Recognition · Computer Science 2020-07-10 Lukasz Wandzik , Raul Vicente Garcia , Jörg Krüger
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