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Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application,…

Machine Learning · Statistics 2018-05-11 Adam D. Cobb , Stephen J. Roberts , Yarin Gal

We present a new adaptive algorithm for learning discrete distributions under distribution drift. In this setting, we observe a sequence of independent samples from a discrete distribution that is changing over time, and the goal is to…

Machine Learning · Computer Science 2024-03-11 Alessio Mazzetto

Reliable confidence estimation is a challenging yet fundamental requirement in many risk-sensitive applications. However, modern deep neural networks are often overconfident for their incorrect predictions, i.e., misclassified samples from…

Computer Vision and Pattern Recognition · Computer Science 2024-03-06 Fei Zhu , Xu-Yao Zhang , Zhen Cheng , Cheng-Lin Liu

While significant progress has been made in specifying neural networks capable of representing uncertainty, deep networks still often suffer from overconfidence and misaligned predictive distributions. Existing approaches for measuring this…

Machine Learning · Computer Science 2025-10-24 Spencer Young , Riley Sinema , Cole Edgren , Andrew Hall , Nathan Dong , Porter Jenkins

Estimated uncertainty by approximate posteriors in Bayesian neural networks are prone to miscalibration, which leads to overconfident predictions in critical tasks that have a clear asymmetric cost or significant losses. Here, we extend the…

Machine Learning · Computer Science 2022-06-17 Biraja Ghoshal , Allan Tucker

Miscalibration - a mismatch between a model's confidence and its correctness - of Deep Neural Networks (DNNs) makes their predictions hard to rely on. Ideally, we want networks to be accurate, calibrated and confident. We show that, as…

Machine Learning · Computer Science 2020-10-27 Jishnu Mukhoti , Viveka Kulharia , Amartya Sanyal , Stuart Golodetz , Philip H. S. Torr , Puneet K. Dokania

Uncertainty-aware machine learners, such as Bayesian neural networks, output a quantification of uncertainty instead of a point prediction. We provide uncertainty-aware learners with a principled framework to characterize, and identify ways…

Machine Learning · Computer Science 2026-04-01 Sabina J. Sloman , Michele Caprio , Samuel Kaski

Reliable uncertainty calibration is essential for safely deploying deep neural networks in high-stakes applications. Deep neural networks are known to exhibit systematic overconfidence, especially under distribution shifts. Although…

Machine Learning · Computer Science 2025-06-12 Achim Hekler , Lukas Kuhn , Florian Buettner

A fundamental notion of distance between train and test distributions from the field of domain adaptation is discrepancy distance. While in general hard to compute, here we provide the first set of provably efficient algorithms for testing…

Data Structures and Algorithms · Computer Science 2024-06-14 Gautam Chandrasekaran , Adam R. Klivans , Vasilis Kontonis , Konstantinos Stavropoulos , Arsen Vasilyan

The theory underlying robust distributed learning algorithms, designed to resist adversarial machines, matches empirical observations when data is homogeneous. Under data heterogeneity however, which is the norm in practical scenarios,…

Machine Learning · Computer Science 2023-10-31 Youssef Allouah , Rachid Guerraoui , Nirupam Gupta , Rafaël Pinot , Geovani Rizk

The statistics and machine learning communities have recently seen a growing interest in classification-based approaches to two-sample testing. The outcome of a classification-based two-sample test remains a rejection decision, which is not…

Statistics Theory · Mathematics 2022-11-15 Loris Michel , Jeffrey Näf , Nicolai Meinshausen

This paper deals with uncertainty quantification and out-of-distribution detection in deep learning using Bayesian and ensemble methods. It proposes a practical solution to the lack of prediction diversity observed recently for standard…

Machine Learning · Computer Science 2025-02-03 Antoine de Mathelin , François Deheeger , Mathilde Mougeot , Nicolas Vayatis

To deploy and operate deep neural models in production, the quality of their predictions, which might be contaminated benignly or manipulated maliciously by input distributional deviations, must be monitored and assessed. Specifically, we…

Computer Vision and Pattern Recognition · Computer Science 2023-06-09 Guy Bar-Shalom , Yonatan Geifman , Ran El-Yaniv

Numerous studies have shown that label noise can lead to poor generalization performance, negatively affecting classification accuracy. Therefore, understanding the effectiveness of classifiers trained using deep neural networks in the…

Machine Learning · Computer Science 2026-03-10 Haixia Liu , Boxiao Li , Can Yang , Yang Wang

Proper confidence calibration of deep neural networks is essential for reliable predictions in safety-critical tasks. Miscalibration can lead to model over-confidence and/or under-confidence; i.e., the model's confidence in its prediction…

Machine Learning · Computer Science 2023-08-08 Shuang Ao , Stefan Rueger , Advaith Siddharthan

Uncertainty quantification for partial differential equations is traditionally grounded in discretization theory, where solution error is controlled via mesh/grid refinement. Physics-informed neural networks fundamentally depart from this…

Machine Learning · Computer Science 2026-03-20 Amartya Mukherjee , Maxwell Fitzsimmons , David C. Del Rey Fernández , Jun Liu

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

Intuitively, one would expect accuracy of a trained neural network's prediction on test samples to correlate with how densely the samples are surrounded by seen training samples in representation space. We find that a bound on empirical…

Machine Learning · Computer Science 2022-07-29 Xu Ji , Razvan Pascanu , Devon Hjelm , Balaji Lakshminarayanan , Andrea Vedaldi

Recently deep neural networks have been successfully used for various classification tasks, especially for problems with massive perfectly labeled training data. However, it is often costly to have large-scale credible labels in real-world…

Machine Learning · Computer Science 2019-01-15 Mingxiao An , Yongzhou Chen , Qi Liu , Chuanren Liu , Guangyi Lv , Fangzhao Wu , Jianhui Ma

In this work, we study the learning theory of reward modeling with pairwise comparison data using deep neural networks. We establish a novel non-asymptotic regret bound for deep reward estimators in a non-parametric setting, which depends…

Machine Learning · Statistics 2025-05-13 Yuanhang Luo , Yeheng Ge , Ruijian Han , Guohao Shen