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In this paper, we approach the problem of uncertainty quantification in deep learning through a predictive framework, which captures uncertainty in model parameters by specifying our assumptions about the predictive distribution of unseen…

Machine Learning · Statistics 2024-03-20 Luhuan Wu , Sinead Williamson

Deep neural networks are powerful predictors for a variety of tasks. However, they do not capture uncertainty directly. Using neural network ensembles to quantify uncertainty is competitive with approaches based on Bayesian neural networks…

Machine Learning · Computer Science 2022-07-05 Romain Egele , Romit Maulik , Krishnan Raghavan , Bethany Lusch , Isabelle Guyon , Prasanna Balaprakash

In this article, we discuss two specific classes of models - Gaussian Mixture Copula models and Mixture of Factor Analyzers - and the advantages of doing inference with gradient descent using automatic differentiation. Gaussian mixture…

Computation · Statistics 2018-12-17 Siva Rajesh Kasa , Vaibhav Rajan

Despite the huge success of deep neural networks (NNs), finding good mechanisms for quantifying their prediction uncertainty is still an open problem. Bayesian neural networks are one of the most popular approaches to uncertainty…

Machine Learning · Statistics 2020-01-01 Agustinus Kristiadi , Sina Däubener , Asja Fischer

Neural networks are known to produce poor uncertainty estimations, and a variety of approaches have been proposed to remedy this issue. This includes deep ensemble, a simple and effective method that achieves state-of-the-art results for…

Machine Learning · Computer Science 2022-10-13 Yuesong Shen , Daniel Cremers

Ensembling a neural network is a widely recognized approach to enhance model performance, estimate uncertainty, and improve robustness in deep supervised learning. However, deep ensembles often come with high computational costs and memory…

A set of novel approaches for estimating epistemic uncertainty in deep neural networks with a single forward pass has recently emerged as a valid alternative to Bayesian Neural Networks. On the premise of informative representations, these…

Computer Vision and Pattern Recognition · Computer Science 2022-07-06 Janis Postels , Mattia Segu , Tao Sun , Luca Sieber , Luc Van Gool , Fisher Yu , Federico Tombari

Uncertainty estimation in deep learning has become a leading research field in medical image analysis due to the need for safe utilisation of AI algorithms in clinical practice. Most approaches for uncertainty estimation require sampling…

Image and Video Processing · Electrical Eng. & Systems 2022-04-12 Kaisar Kushibar , Víctor Manuel Campello , Lidia Garrucho Moras , Akis Linardos , Petia Radeva , Karim Lekadir

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

We propose Deep Residual Mixture Models (DRMMs), a novel deep generative model architecture. Compared to other deep models, DRMMs allow more flexible conditional sampling: The model can be trained once with all variables, and then used for…

Machine Learning · Computer Science 2021-07-22 Perttu Hämäläinen , Martin Trapp , Tuure Saloheimo , Arno Solin

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

Mixture of Experts (MoE) models constitute a widely utilized class of ensemble learning approaches in statistics and machine learning, known for their flexibility and computational efficiency. They have become integral components in…

Machine Learning · Statistics 2025-05-26 Tuan Thai , TrungTin Nguyen , Dat Do , Nhat Ho , Christopher Drovandi

We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…

Econometrics · Economics 2023-08-02 Georges Sfeir , Filipe Rodrigues , Maya Abou-Zeid

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing maximum likelihood estimate when dealing with Gaussian Mixture Model (GMM). When the sample size is smaller than the data dimension, this could lead…

Machine Learning · Statistics 2023-07-06 Pierre Houdouin , Matthieu Jonkcheere , Frederic Pascal

Deep neural networks have amply demonstrated their prowess but estimating the reliability of their predictions remains challenging. Deep Ensembles are widely considered as being one of the best methods for generating uncertainty estimates…

Machine Learning · Computer Science 2021-06-28 Nikita Durasov , Timur Bagautdinov , Pierre Baque , Pascal Fua

The ensemble Gaussian mixture filter (EnGMF) is a non-linear filter suited to data assimilation of highly non-Gaussian and non-linear models that has practical utility in the case of a small number of samples, and theoretical convergence to…

Optimization and Control · Mathematics 2024-06-03 Andrey A. Popov , Enrico M. Zucchelli , Renato Zanetti

Deep neural networks (DNNs) have made a revolution in numerous fields during the last decade. However, in tasks with high safety requirements, such as medical or autonomous driving applications, providing an assessment of the models…

Machine Learning · Computer Science 2020-11-20 Omer Achrack , Raizy Kellerman , Ouriel Barzilay

Visualizing the uncertainty of ensemble simulations is challenging due to the large size and multivariate and temporal features of ensemble data sets. One popular approach to studying the uncertainty of ensembles is analyzing the positional…

Machine Learning · Computer Science 2022-10-25 Mengjiao Han , Tushar M. Athawale , David Pugmire , Chris R. Johnson

Trustworthy ML systems should not only return accurate predictions, but also a reliable representation of their uncertainty. Bayesian methods are commonly used to quantify both aleatoric and epistemic uncertainty, but alternative…

Artificial Intelligence · Computer Science 2024-09-11 Mira Jürgens , Nis Meinert , Viktor Bengs , Eyke Hüllermeier , Willem Waegeman

Representation learning and unsupervised learning are two central topics of machine learning and signal processing. Deep learning is one of the most effective unsupervised representation learning approach. The main contributions of this…

Machine Learning · Computer Science 2014-01-06 Xiao-Lei Zhang , Ji Wu
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