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ML models have errors when used for predictions. The errors are unknown but can be quantified by model uncertainty. When multiple ML models are trained using the same training points, their model uncertainties may be statistically…

Machine Learning · Statistics 2025-09-23 Xiaoping Du

Uncertainty quantification of complex technical systems is often based on a computer model of the system. As all models such a computer model is always wrong in the sense that it does not describe the reality perfectly. The purpose of this…

Systems and Control · Electrical Eng. & Systems 2020-12-18 Sebastian Kersting , Michael Kohler

Estimating uncertainty of machine learning models is essential to assess the quality of the predictions that these models provide. However, there are several factors that influence the quality of uncertainty estimates, one of which is the…

Machine Learning · Computer Science 2022-11-03 Yuko Kato , David M. J. Tax , Marco Loog

Model uncertainty is a crucial issue in statistics, econometrics and machine learning, yet its definition remains ambiguous and is subject to various interpretations in the literature. So far, there has not been a universally accepted…

Methodology · Statistics 2025-08-12 Guangyuan Cui , Yuting Wei , Xinyu Zhang

In system analysis and design optimization, multiple computational models are typically available to represent a given physical system. These models can be broadly classified as high-fidelity models, which provide highly accurate…

Machine Learning · Computer Science 2024-11-01 Ruda Zhang , Negin Alemazkoor

Obtaining a well-trained model involves expensive data collection and training procedures, therefore the model is a valuable intellectual property. Recent studies revealed that adversaries can `steal' deployed models even when they have no…

Cryptography and Security · Computer Science 2021-12-08 Yiming Li , Linghui Zhu , Xiaojun Jia , Yong Jiang , Shu-Tao Xia , Xiaochun Cao

Accurately estimating uncertainties in neural network predictions is of great importance in building trusted DNNs-based models, and there is an increasing interest in providing accurate uncertainty estimation on many tasks, such as security…

Machine Learning · Computer Science 2020-07-14 Yukun Ding , Jinglan Liu , Jinjun Xiong , Yiyu Shi

Compared to traditional neural networks with a single output channel, a multi-exit network has multiple exits that allow for early outputs from the model's intermediate layers, thus significantly improving computational efficiency while…

Cryptography and Security · Computer Science 2025-03-18 Li Pan , Lv Peizhuo , Chen Kai , Zhang Shengzhi , Cai Yuling , Xiang Fan

Modelling uncertainty in Machine Learning models is essential for achieving safe and reliable predictions. Most research on uncertainty focuses on output uncertainty (predictions), but minimal attention is paid to uncertainty at inputs. We…

Machine Learning · Computer Science 2024-06-28 Matias Valdenegro-Toro , Ivo Pascal de Jong , Marco Zullich

Model stealing attacks endanger the confidentiality of machine learning models offered as a service. Although these models are kept secret, a malicious party can query a model to label data samples and train their own substitute model,…

Cryptography and Security · Computer Science 2025-09-01 Daryna Oliynyk , Rudolf Mayer , Kathrin Grosse , Andreas Rauber

Models necessarily capture only parts of a reality. Prediction models aim at capturing a future reality. In this paper we address the question of how the future is constructed (or: imagined) in an investment context where market…

General Finance · Quantitative Finance 2019-12-24 Matthias J. Feiler , Thibaut Ajdler

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

Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…

Machine Learning · Computer Science 2022-06-07 Valentin Arkov

Uncertainty quantification (UQ) is an important component of molecular property prediction, particularly for drug discovery applications where model predictions direct experimental design and where unanticipated imprecision wastes valuable…

Machine Learning · Computer Science 2020-05-21 Lior Hirschfeld , Kyle Swanson , Kevin Yang , Regina Barzilay , Connor W. Coley

This book chapter introduces the principles and practical applications of uncertainty quantification in machine learning. It explains how to identify and distinguish between different types of uncertainty and presents methods for…

Machine Learning · Computer Science 2025-10-08 Hans Weytjens , Wouter Verbeke

The estimation of the amount of uncertainty featured by predictive machine learning models has acquired a great momentum in recent years. Uncertainty estimation provides the user with augmented information about the model's confidence in…

Machine Learning · Computer Science 2022-10-31 Ibai Laña , Ignacio , Olabarrieta , Javier Del Ser

While generative models have become increasingly prevalent across various domains, fundamental concerns regarding their reliability persist. A crucial yet understudied aspect of these models is the uncertainty quantification surrounding…

Machine Learning · Computer Science 2025-11-17 Giorgio Morales , Frederic Jurie , Jalal Fadili

OOD detection has become more pertinent with advances in network design and increased task complexity. Identifying which parts of the data a given network is misclassifying has become as valuable as the network's overall performance. We can…

Computer Vision and Pattern Recognition · Computer Science 2024-03-05 Rishi Singhal , Srinath Srinivasan

Distribution shift is an important concern in deep image classification, produced either by corruption of the source images, or a complete change, with the solution involving domain adaptation. While the primary goal is to improve accuracy…

Machine Learning · Statistics 2021-10-19 Tiago Salvador , Vikram Voleti , Alexander Iannantuono , Adam Oberman
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