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Uncertainty estimation for machine learning models is of high importance in many scenarios such as constructing the confidence intervals for model predictions and detection of out-of-distribution or adversarially generated points. In this…

Machine Learning · Computer Science 2022-05-06 Kirill Fedyanin , Evgenii Tsymbalov , Maxim Panov

The uncertainty measurement of classifiers' predictions is especially important in applications such as medical diagnoses that need to ensure limited human resources can focus on the most uncertain predictions returned by machine learning…

Machine Learning · Computer Science 2019-07-18 Xuchao Zhang , Fanglan Chen , Chang-Tien Lu , Naren Ramakrishnan

Understanding decisions made by neural networks is key for the deployment of intelligent systems in real world applications. However, the opaque decision making process of these systems is a disadvantage where interpretability is essential.…

Machine Learning · Computer Science 2023-04-12 Kai Fischer , Jonas Schneider

Deep learning tools have gained tremendous attention in applied machine learning. However such tools for regression and classification do not capture model uncertainty. In comparison, Bayesian models offer a mathematically grounded…

Machine Learning · Statistics 2016-10-05 Yarin Gal , Zoubin Ghahramani

Among Bayesian methods, Monte-Carlo dropout provides principled tools for evaluating the epistemic uncertainty of neural networks. Its popularity recently led to seminal works that proposed activating the dropout layers only during…

Machine Learning · Computer Science 2023-02-07 Emanuele Ledda , Giorgio Fumera , Fabio Roli

Estimating epistemic uncertainty of models used in low-latency applications and Out-Of-Distribution samples detection is a challenge due to the computationally demanding nature of uncertainty estimation techniques. Estimating model…

Machine Learning · Computer Science 2020-10-28 Akshatha Kamath , Dwaraknath Gnaneshwar , Matias Valdenegro-Toro

Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…

Machine Learning · Computer Science 2024-10-28 Illia Oleksiienko , Dat Thanh Tran , Alexandros Iosifidis

Dropout is used as a practical tool to obtain uncertainty estimates in large vision models and reinforcement learning (RL) tasks. But to obtain well-calibrated uncertainty estimates, a grid-search over the dropout probabilities is necessary…

Machine Learning · Statistics 2017-05-23 Yarin Gal , Jiri Hron , Alex Kendall

Uncertainty quantification of machine learning and deep learning methods plays an important role in enhancing trust to the obtained result. In recent years, a numerous number of uncertainty quantification methods have been introduced. Monte…

Machine Learning · Computer Science 2023-02-07 Afshar Shamsi , Hamzeh Asgharnezhad , AmirReza Tajally , Saeid Nahavandi , Henry Leung

Uncertainty estimation (UE) techniques -- such as the Gaussian process (GP), Bayesian neural networks (BNN), Monte Carlo dropout (MCDropout) -- aim to improve the interpretability of machine learning models by assigning an estimated…

Machine Learning · Computer Science 2021-12-10 Yehao Liu , Matteo Pagliardini , Tatjana Chavdarova , Sebastian U. Stich

As deep neural networks (DNNs) are applied to increasingly challenging problems, they will need to be able to represent their own uncertainty. Modeling uncertainty is one of the key features of Bayesian methods. Using Bernoulli dropout with…

Machine Learning · Computer Science 2019-09-19 Patrick McClure , Nikolaus Kriegeskorte

Deep neural networks have become the default choice for many of the machine learning tasks such as classification and regression. Dropout, a method commonly used to improve the convergence of deep neural networks, generates an ensemble of…

Machine Learning · Statistics 2019-04-11 Tal Kachman , Michal Moshkovitz , Michal Rosen-Zvi

Computer vision leveraging deep learning has achieved significant success in the last decade. Despite the promising performance of the existing deep models in the recent literature, the extent of models' reliability remains unknown.…

Computer Vision and Pattern Recognition · Computer Science 2020-04-13 Seyed Omid Sajedi , Xiao Liang

Accurate brain tumor segmentation from MRI is vital for diagnosis and treatment planning. Although Monte Carlo (MC) Dropout is widely used to estimate model uncertainty, the effectiveness of variance-based uncertainty - computed as…

Machine Learning · Computer Science 2026-05-28 Saumya B

Uncertainty analysis in the outcomes of model predictions is a key element in decision-based material design to establish confidence in the models and evaluate the fidelity of models. Uncertainty Propagation (UP) is a technique to determine…

Machine Learning · Computer Science 2023-02-13 Danial Khatamsaz , Vahid Attari , Raymundo Arroyave , Douglas L. Allaire

Quantification of uncertainty is one of the most promising approaches to establish safe machine learning. Despite its importance, it is far from being generally solved, especially for neural networks. One of the most commonly used…

Machine Learning · Computer Science 2021-01-11 Joachim Sicking , Maram Akila , Maximilian Pintz , Tim Wirtz , Asja Fischer , Stefan Wrobel

Deep neural networks have shown great success in prediction quality while reliable and robust uncertainty estimation remains a challenge. Predictive uncertainty supplements model predictions and enables improved functionality of downstream…

Machine Learning · Computer Science 2021-12-02 Johanna Rock , Tiago Azevedo , René de Jong , Daniel Ruiz-Muñoz , Partha Maji

While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…

Machine Learning · Computer Science 2020-04-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

The Monte Carlo (MC) method is the most common technique used for uncertainty quantification, due to its simplicity and good statistical results. However, its computational cost is extremely high, and, in many cases, prohibitive.…

Computation · Statistics 2021-05-21 A. Cunha , R. Nasser , R. Sampaio , H. Lopes , K. Breitman