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Popular approaches for quantifying predictive uncertainty in deep neural networks often involve distributions over weights or multiple models, for instance via Markov Chain sampling, ensembling, or Monte Carlo dropout. These techniques…

Machine Learning · Computer Science 2023-03-08 Dennis Ulmer , Christian Hardmeier , Jes Frellsen

Bayesian neural networks (BNNs) have recently gained popularity due to their ability to quantify model uncertainty. However, specifying a prior for BNNs that captures relevant domain knowledge is often extremely challenging. In this work,…

Machine Learning · Computer Science 2024-02-22 Dylan Sam , Rattana Pukdee , Daniel P. Jeong , Yewon Byun , J. Zico Kolter

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

Deterministic neural networks (NNs) are increasingly being deployed in safety critical domains, where calibrated, robust, and efficient measures of uncertainty are crucial. In this paper, we propose a novel method for training non-Bayesian…

Machine Learning · Computer Science 2020-11-25 Alexander Amini , Wilko Schwarting , Ava Soleimany , Daniela Rus

Deep neural networks are often ignorant about what they do not know and overconfident when they make uninformed predictions. Some recent approaches quantify classification uncertainty directly by training the model to output high…

Machine Learning · Computer Science 2020-06-09 Murat Sensoy , Lance Kaplan , Federico Cerutti , Maryam Saleki

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

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

The recent literature on deep learning offers new tools to learn a rich probability distribution over high dimensional data such as images or sounds. In this work we investigate the possibility of learning the prior distribution over neural…

Machine Learning · Statistics 2017-12-19 Alexandre Lacoste , Thomas Boquet , Negar Rostamzadeh , Boris Oreshkin , Wonchang Chung , David Krueger

We propose a novel method for closed-form predictive distribution modeling with neural nets. In quantifying prediction uncertainty, we build on Evidential Deep Learning, which has been impactful as being both simple to implement and giving…

Machine Learning · Statistics 2021-01-22 Manuel Haussmann , Sebastian Gerwinn , Melih Kandemir

We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the…

Machine Learning · Computer Science 2019-04-25 Yonatan Geifman , Guy Uziel , Ran El-Yaniv

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

Existing methods for estimating uncertainty in deep learning tend to require multiple forward passes, making them unsuitable for applications where computational resources are limited. To solve this, we perform probabilistic reasoning over…

Machine Learning · Statistics 2020-12-08 Javier Antorán , James Urquhart Allingham , José Miguel Hernández-Lobato

Dealing with uncertainty is essential for efficient reinforcement learning. There is a growing literature on uncertainty estimation for deep learning from fixed datasets, but many of the most popular approaches are poorly-suited to…

Machine Learning · Statistics 2018-11-16 Ian Osband , John Aslanides , Albin Cassirer

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible data uncertainty and uncertainty due to…

Machine Learning · Statistics 2018-12-03 Andrey Malinin , Mark Gales

The primary objective of learning methods is generalization. Classic uniform generalization bounds, which rely on VC-dimension or Rademacher complexity, fail to explain the significant attribute that over-parameterized models in deep…

Machine Learning · Computer Science 2025-03-07 Lijia Yu , Yibo Miao , Yifan Zhu , Xiao-Shan Gao , Lijun Zhang

We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…

Machine Learning · Statistics 2019-03-11 Konstantin Posch , Jan Steinbrener , Jürgen Pilz

There is significant need for principled uncertainty reasoning in machine learning systems as they are increasingly deployed in safety-critical domains. A new approach with uncertainty-aware neural networks (NNs), based on learning…

Machine Learning · Computer Science 2022-02-25 Nis Meinert , Alexander Lavin
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