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To provide rigorous uncertainty quantification for online learning models, we develop a framework for constructing uncertainty sets that provably control risk -- such as coverage of confidence intervals, false negative rate, or F1 score --…

Machine Learning · Computer Science 2023-01-30 Shai Feldman , Liran Ringel , Stephen Bates , Yaniv Romano

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

We introduce implicit Bayesian neural networks, a simple and scalable approach for uncertainty representation in deep learning. Standard Bayesian approach to deep learning requires the impractical inference of the posterior distribution…

Machine Learning · Statistics 2020-10-27 Trung Trinh , Samuel Kaski , Markus Heinonen

This paper presents a novel distributed robust optimization scheme for steering distributions of multi-agent systems under stochastic and deterministic uncertainty. Robust optimization is a subfield of optimization which aims to discover an…

Robotics · Computer Science 2025-01-31 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

Pruning neural networks has proven to be a successful approach to increase the efficiency and reduce the memory storage of deep learning models without compromising performance. Previous literature has shown that it is possible to achieve a…

Machine Learning · Computer Science 2024-08-12 Joaquin Alvarez

Three major challenges in reinforcement learning are the complex dynamical systems with large state spaces, the costly data acquisition processes, and the deviation of real-world dynamics from the training environment deployment. To…

Machine Learning · Computer Science 2024-06-04 Shyam Sundhar Ramesh , Pier Giuseppe Sessa , Yifan Hu , Andreas Krause , Ilija Bogunovic

With the rapid advancement in the performance of deep neural networks (DNNs), there has been significant interest in deploying and incorporating artificial intelligence (AI) systems into real-world scenarios. However, many DNNs lack the…

Machine Learning · Computer Science 2024-07-18 Mijoo Kim , Junseok Kwon

In stochastic simulation, input uncertainty refers to the propagation of the statistical noise in calibrating input models to impact output accuracy, in addition to the Monte Carlo simulation noise. The vast majority of the input…

Methodology · Statistics 2024-03-18 Motong Chen , Henry Lam , Zhenyuan Liu

Sparse training has emerged as a promising method for resource-efficient deep neural networks (DNNs) in real-world applications. However, the reliability of sparse models remains a crucial concern, particularly in detecting unknown…

Machine Learning · Computer Science 2024-04-01 Bowen Lei , Dongkuan Xu , Ruqi Zhang , Bani Mallick

It is well-known that deep neural networks (DNNs) have shown remarkable success in many fields. However, when adding an imperceptible magnitude perturbation on the model input, the model performance might get rapid decrease. To address this…

Machine Learning · Computer Science 2022-01-04 Hao Yang , Min Wang , Zhengfei Yu , Yun Zhou

We study a methodology to tackle the NASA Langley Uncertainty Quantification Challenge problem, based on an integration of robust optimization, more specifically a recent line of research known as distributionally robust optimization, and…

Methodology · Statistics 2020-06-30 Yuanlu Bai , Zhiyuan Huang , Henry Lam

Recent advances in reconstruction methods for inverse problems leverage powerful data-driven models, e.g., deep neural networks. These techniques have demonstrated state-of-the-art performances for several imaging tasks, but they often do…

Computer Vision and Pattern Recognition · Computer Science 2020-10-20 Riccardo Barbano , Chen Zhang , Simon Arridge , Bangti Jin

Uncertainty estimation has been widely studied in medical image segmentation as a tool to provide reliability, particularly in deep learning approaches. However, previous methods generally lack effective supervision in uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2025-10-15 Yuzhu Li , An Sui , Fuping Wu , Xiahai Zhuang

Image classification with neural networks (NNs) is widely used in industrial processes, situations where the model likely encounters unknown objects during deployment, i.e., out-of-distribution (OOD) data. Worryingly, NNs tend to make…

Machine Learning · Computer Science 2025-01-14 Arthur Thuy , Dries F. Benoit

Optimal sensor placement enhances the efficiency of a variety of applications for monitoring dynamical systems. It has been established that deterministic solutions to the sensor placement problem are insufficient due to the many…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Amin Jabini , Erik A. Johnson

Understanding how different classes are distributed in an unlabeled data set is an important challenge for the calibration of probabilistic classifiers and uncertainty quantification. Approaches like adjusted classify and count, black-box…

Machine Learning · Statistics 2024-06-19 Albert Ziegler , Paweł Czyż

Neural networks (NNs) are now routinely implemented on systems that must operate in uncertain environments, but the tools for formally analyzing how this uncertainty propagates to NN outputs are not yet commonplace. Computing tight bounds…

Machine Learning · Computer Science 2020-12-08 Michael Everett , Golnaz Habibi , Jonathan P. How

Uncertainty quantification in neural network promises to increase safety of AI systems, but it is not clear how performance might vary with the training set size. In this paper we evaluate seven uncertainty methods on Fashion MNIST and…

Machine Learning · Computer Science 2021-11-19 Matias Valdenegro-Toro

Uncertainty estimation for unlabeled data is crucial to active learning. With a deep neural network employed as the backbone model, the data selection process is highly challenging due to the potential over-confidence of the model…

Machine Learning · Computer Science 2024-02-14 Xingjian Li , Pengkun Yang , Yangcheng Gu , Xueying Zhan , Tianyang Wang , Min Xu , Chengzhong Xu

Probabilistic models often use neural networks to control their predictive uncertainty. However, when making out-of-distribution (OOD)} predictions, the often-uncontrollable extrapolation properties of neural networks yield poor uncertainty…

Machine Learning · Computer Science 2022-01-19 Pierre Segonne , Yevgen Zainchkovskyy , Søren Hauberg