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Deploying deep learning models in safety-critical applications remains a very challenging task, mandating the provision of assurances for the dependable operation of these models. Uncertainty quantification (UQ) methods estimate the model's…

Machine Learning · Computer Science 2024-01-23 Daniel Bethell , Simos Gerasimou , Radu Calinescu

We present a critical survey on the consistency of uncertainty quantification used in deep learning and highlight partial uncertainty coverage and many inconsistencies. We then provide a comprehensive and statistically consistent framework…

Machine Learning · Computer Science 2026-01-14 Peter Jan van Leeuwen , J. Christine Chiu , C. Kevin Yang

Deep learning models frequently make incorrect predictions with high confidence when presented with test examples that are not well represented in their training dataset. We propose a novel and straightforward approach to estimate…

Machine Learning · Computer Science 2019-10-04 Tiago Ramalho , Miguel Miranda

Conformal prediction is a model-agnostic approach to generating prediction sets that cover the true class with a high probability. Although its prediction set size is expected to capture aleatoric uncertainty, there is a lack of evidence…

Machine Learning · Computer Science 2025-11-24 Misgina Tsighe Hagos , Claes Lundström

When a machine learning model is deployed, its predictions can alter its environment, as better informed agents strategize to suit their own interests. With such alterations in mind, existing approaches to uncertainty quantification break.…

Machine Learning · Statistics 2024-11-05 Daniel Csillag , Claudio José Struchiner , Guilherme Tegoni Goedert

Assessing the predictive uncertainty of deep neural networks is crucial for safety-related applications of deep learning. Although Bayesian deep learning offers a principled framework for estimating model uncertainty, the common approaches…

Machine Learning · Computer Science 2024-03-06 Yookoon Park , David M. Blei

Reliably assessing model confidence in deep learning and predicting errors likely to be made are key elements in providing safety for model deployment, in particular for applications with dire consequences. In this paper, it is first shown…

Machine Learning · Computer Science 2020-10-21 Theodoros Tsiligkaridis

Interest has been growing in decision-focused machine learning methods which train models to account for how their predictions are used in downstream optimization problems. Doing so can often improve performance on subsequent decision…

Machine Learning · Computer Science 2025-03-03 Santiago Cortes-Gomez , Carlos Patiño , Yewon Byun , Steven Wu , Eric Horvitz , Bryan Wilder

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

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

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…

Machine Learning · Computer Science 2018-07-03 Volodymyr Kuleshov , Nathan Fenner , Stefano Ermon

Deterministic mathematical models, such as those specified via differential equations, are a powerful tool to communicate scientific insight. However, such models are necessarily simplified descriptions of the real world. Generalised…

Methodology · Statistics 2025-03-24 Zheyang Shen , Jeremias Knoblauch , Sam Power , Chris. J. Oates

Conformal prediction (CP) has been a popular method for uncertainty quantification because it is distribution-free, model-agnostic, and theoretically sound. For forecasting problems in supervised learning, most CP methods focus on building…

Machine Learning · Statistics 2024-05-24 Chen Xu , Hanyang Jiang , Yao Xie

Simulating complex physical systems is crucial for understanding and predicting phenomena across diverse fields, such as fluid dynamics and heat transfer, as well as plasma physics and structural mechanics. Traditional approaches rely on…

Uncertainty quantification plays an important role in achieving trustworthy and reliable learning-based computational imaging. Recent advances in generative modeling and Bayesian neural networks have enabled the development of…

Image and Video Processing · Electrical Eng. & Systems 2025-10-07 Canberk Ekmekci , Mujdat Cetin

Conformal prediction (CP) quantifies the uncertainty of machine learning models by constructing sets of plausible outputs. These sets are constructed by leveraging a so-called conformity score, a quantity computed using the input point of…

Machine Learning · Statistics 2025-02-07 Michal Klein , Louis Bethune , Eugene Ndiaye , Marco Cuturi

Deep learning (DL) has recently attracted increasing interest to improve object type classification for automotive radar.In addition to high accuracy, it is crucial for decision making in autonomous vehicles to evaluate the reliability of…

Machine Learning · Computer Science 2021-06-11 Kanil Patel , William Beluch , Kilian Rambach , Adriana-Eliza Cozma , Michael Pfeiffer , Bin Yang

AI predictive systems are increasingly embedded in decision making pipelines, shaping high stakes choices once made solely by humans. Yet robust decisions under uncertainty still rely on capabilities that current AI lacks: domain knowledge…

Artificial Intelligence · Computer Science 2025-10-28 Sima Noorani , Shayan Kiyani , George Pappas , Hamed Hassani

Quantifying uncertainty is important for actionable predictions in real-world applications. A crucial part of predictive uncertainty quantification is the estimation of epistemic uncertainty, which is defined as an integral of the product…

Machine Learning · Computer Science 2023-10-25 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Günter Klambauer , Sepp Hochreiter

Deep neural networks have seen enormous success in various real-world applications. Beyond their predictions as point estimates, increasing attention has been focused on quantifying the uncertainty of their predictions. In this review, we…

Machine Learning · Computer Science 2023-02-06 Chengyu Dong
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