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Popular approaches for quantifying predictive uncertainty in deep neural networks often involve distributions over weights or multiple models, for instance via Markov Chain sampling, ensembling, or Monte Carlo dropout. These techniques…

Machine Learning · Computer Science 2023-03-08 Dennis Ulmer , Christian Hardmeier , Jes Frellsen

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

Uncertainty quantification is an important part of many performance critical applications. This paper provides a simple alternative to existing approaches such as ensemble learning and bayesian neural networks. By directly modeling the loss…

Machine Learning · Computer Science 2024-08-28 Yi Hung Lim

Uncertainty quantification (UQ) is important for reliability assessment and enhancement of machine learning models. In deep learning, uncertainties arise not only from data, but also from the training procedure that often injects…

Machine Learning · Statistics 2023-11-13 Ziyi Huang , Henry Lam , Haofeng Zhang

Deep neural networks achieve impressive results across diverse applications, yet their overconfidence on unseen inputs necessitates reliable epistemic uncertainty modelling. Existing methods for uncertainty modelling face a fundamental…

Machine Learning · Computer Science 2026-05-04 Yao Ni , Jeremie Houssineau , Yew Soon Ong , Piotr Koniusz

Quantile regression, based on check loss, is a widely used inferential paradigm in Econometrics and Statistics. The conditional quantiles provide a robust alternative to classical conditional means, and also allow uncertainty quantification…

Machine Learning · Computer Science 2021-02-15 Anuj Tambwekar , Anirudh Maiya , Soma Dhavala , Snehanshu Saha

Uncertainty quantification in automated image analysis is highly desired in many applications. Typically, machine learning models in classification or segmentation are only developed to provide binary answers; however, quantifying the…

Output uncertainty indicates whether the probabilistic properties reflect objective characteristics of the model output. Unlike most loss functions and metrics in machine learning, uncertainty pertains to individual samples, but validating…

Machine Learning · Computer Science 2024-12-23 Siyuan Zhang , Linbo Xie

Traditional deep neural nets (NNs) have shown the state-of-the-art performance in the task of classification in various applications. However, NNs have not considered any types of uncertainty associated with the class probabilities to…

Machine Learning · Computer Science 2019-10-16 Xujiang Zhao , Yuzhe Ou , Lance Kaplan , Feng Chen , Jin-Hee Cho

Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…

Machine Learning · Computer Science 2019-02-20 Juozas Vaicenavicius , David Widmann , Carl Andersson , Fredrik Lindsten , Jacob Roll , Thomas B. Schön

With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

Machine Learning · Computer Science 2024-03-14 Sebastian G. Gruber , Florian Buettner

Generating calibrated and sharp neural network predictive distributions for regression problems is essential for optimal decision-making in many real-world applications. To address the miscalibration issue of neural networks, various…

Machine Learning · Computer Science 2024-03-19 Victor Dheur , Souhaib Ben Taieb

Modern deep models for summarization attains impressive benchmark performance, but they are prone to generating miscalibrated predictive uncertainty. This means that they assign high confidence to low-quality predictions, leading to…

Computation and Language · Computer Science 2023-04-19 Polina Zablotskaia , Du Phan , Joshua Maynez , Shashi Narayan , Jie Ren , Jeremiah Liu

Deep learning has revolutionized modern data science. However, how to accurately quantify the uncertainty of predictions from large-scale deep neural networks (DNNs) remains an unresolved issue. To address this issue, we introduce a novel…

Machine Learning · Statistics 2025-08-05 Yan Sun , Faming Liang

Deterministic neural nets have been shown to learn effective predictors on a wide range of machine learning problems. However, as the standard approach is to train the network to minimize a prediction loss, the resultant model remains…

Machine Learning · Computer Science 2018-11-02 Murat Sensoy , Lance Kaplan , Melih Kandemir

Dynamic neural networks are a recent technique that promises a remedy for the increasing size of modern deep learning models by dynamically adapting their computational cost to the difficulty of the inputs. In this way, the model can adjust…

Machine Learning · Computer Science 2023-12-11 Lassi Meronen , Martin Trapp , Andrea Pilzer , Le Yang , Arno Solin

Precise probabilistic forecasts are fundamental for energy risk management, and there is a wide range of both statistical and machine learning models for this purpose. Inherent to these probabilistic models is some form of uncertainty…

Machine Learning · Computer Science 2025-10-10 Andreas Lebedev , Abhinav Das , Sven Pappert , Stephan Schlüter

Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible data uncertainty and uncertainty due to…

Machine Learning · Statistics 2018-12-03 Andrey Malinin , Mark Gales

Accurate probabilistic predictions can be characterized by two properties -- calibration and sharpness. However, standard maximum likelihood training yields models that are poorly calibrated and thus inaccurate -- a 90% confidence interval…

Machine Learning · Computer Science 2025-05-14 Volodymyr Kuleshov , Shachi Deshpande

Reliable probability estimation is of crucial importance in many real-world applications where there is inherent (aleatoric) uncertainty. Probability-estimation models are trained on observed outcomes (e.g. whether it has rained or not, or…