Related papers: On Exact Bayesian Credible Sets for Classification…
Standard evaluations of Bayesian deep learning methods assume that metric estimates are reliable, but we show this assumption fails under data scarcity. Method rankings are not only unreliable at small $n$, but also dataset-dependent in…
Uncertainty quantification is central to many applications of causal machine learning, yet principled Bayesian inference for causal effects remains challenging. Standard Bayesian approaches typically require specifying a probabilistic model…
Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…
This paper presents an innovative approach, called credal wrapper, to formulating a credal set representation of model averaging for Bayesian neural networks (BNNs) and deep ensembles (DEs), capable of improving uncertainty estimation in…
Bayesian sequence prediction is a simple technique for predicting future symbols sampled from an unknown measure on infinite sequences over a countable alphabet. While strong bounds on the expected cumulative error are known, there are only…
The goal of confidence-set learning in the binary classification setting is to construct two sets, each with a specific probability guarantee to cover a class. An observation outside the overlap of the two sets is deemed to be from one of…
A reliable modeling of uncertain evidence in Bayesian networks based on a set-valued quantification is proposed. Both soft and virtual evidences are considered. We show that evidence propagation in this setup can be reduced to standard…
We present two data-driven methods for estimating reachable sets with probabilistic guarantees. Both methods make use of a probabilistic formulation allowing for a formal definition of a data-driven reachable set approximation that is…
Selective classification enhances the reliability of predictive models by allowing them to abstain from making uncertain predictions. In this work, we revisit the design of optimal selection functions through the lens of the Neyman--Pearson…
There has been growing interest in developing accurate models that can also be explained to humans. Unfortunately, if there exist multiple distinct but accurate models for some dataset, current machine learning methods are unlikely to find…
Credal sets, i.e., closed convex sets of probability measures, provide a natural framework to represent aleatoric and epistemic uncertainty in machine learning. Yet how to quantify these two types of uncertainty for a given credal set,…
Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…
Decision support systems based on prediction sets have proven to be effective at helping human experts solve classification tasks. Rather than providing single-label predictions, these systems provide sets of label predictions constructed…
This paper explores Bayesian estimation for categorical data, focusing on simple yet effective models that provide a foundation for applying more advanced methods accurately and reliably in real-world applications. We begin by revisiting…
We present a new approach to credal nets, which are graphical models that generalise Bayesian nets to imprecise probability. Instead of applying the commonly used notion of strong independence, we replace it by the weaker notion of…
For estimating a lower bounded parametric function in the framework of Marchand and Strawderman (2006), we provide through a unified approach a class of Bayesian confidence intervals with credibility $1-\alpha$ and frequentist coverage…
Complex classifiers may exhibit "embarassing" failures in cases where humans can easily provide a justified classification. Avoiding such failures is obviously of key importance. In this work, we focus on one such setting, where a label is…
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,…
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…
A comprehensive artificial intelligence system needs to not only perceive the environment with different `senses' (e.g., seeing and hearing) but also infer the world's conditional (or even causal) relations and corresponding uncertainty.…