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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

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

Empirical risk minimization (ERM) is not robust to changes in the distribution of data. When the distribution of test data is different from that of training data, the problem is known as out-of-distribution generalization. Recently, two…

Computer Vision and Pattern Recognition · Computer Science 2025-01-16 Shijian Xu

Recent research underscores the pivotal role of the Out-of-Distribution (OOD) feature representation field scale in determining the efficacy of models in OOD detection. Consequently, the adoption of model ensembles has emerged as a…

Machine Learning · Computer Science 2024-08-19 Chenhui Xu , Fuxun Yu , Zirui Xu , Nathan Inkawhich , Xiang Chen

Modern neural networks tend to be overconfident on unseen, noisy or incorrectly labelled data and do not produce meaningful uncertainty measures. Bayesian deep learning aims to address this shortcoming with variational approximations (such…

Machine Learning · Statistics 2018-05-28 Nick Pawlowski , Andrew Brock , Matthew C. H. Lee , Martin Rajchl , Ben Glocker

The uncertainty measurement of classifiers' predictions is especially important in applications such as medical diagnoses that need to ensure limited human resources can focus on the most uncertain predictions returned by machine learning…

Machine Learning · Computer Science 2019-07-18 Xuchao Zhang , Fanglan Chen , Chang-Tien Lu , Naren Ramakrishnan

Deep neural networks have significantly contributed to the success in predictive accuracy for classification tasks. However, they tend to make over-confident predictions in real-world settings, where domain shifting and out-of-distribution…

Artificial Intelligence · Computer Science 2021-07-16 Yibo Hu , Latifur Khan

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,…

Machine Learning · Computer Science 2020-04-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

Building robust deterministic neural networks remains a challenge. On the one hand, some approaches improve out-of-distribution detection at the cost of reducing classification accuracy in some situations. On the other hand, some methods…

Machine Learning · Computer Science 2022-08-09 David Macêdo , Cleber Zanchettin , Teresa Ludermir

Trusting the predictions of deep learning models in safety critical settings such as the medical domain is still not a viable option. Distentangled uncertainty quantification in the field of medical imaging has received little attention. In…

Image and Video Processing · Electrical Eng. & Systems 2022-11-14 Kumud Lakara , Matias Valdenegro-Toro

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

The use of Deep Neural Network (DNN) models in risk-based decision-making has attracted extensive attention with broad applications in medical, finance, manufacturing, and quality control. To mitigate prediction-related risks in decision…

Machine Learning · Statistics 2023-10-11 Maryam Kheirandish , Shengfan Zhang , Donald G. Catanzaro , Valeriu Crudu

Traditional deep neural networks (NNs) have significantly contributed to the state-of-the-art performance in the task of classification under various application domains. However, NNs have not considered inherent uncertainty in data…

Machine Learning · Computer Science 2021-05-05 Yibo Hu , Yuzhe Ou , Xujiang Zhao , Jin-Hee Cho , Feng Chen

Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…

Machine Learning · Computer Science 2026-02-18 Aurora Grefsrud , Nello Blaser , Trygve Buanes

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

Machine Learning · Computer Science 2025-05-29 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

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

We study the problem of Out-of-Distribution (OOD) detection, that is, detecting whether a learning algorithm's output can be trusted at inference time. While a number of tests for OOD detection have been proposed in prior work, a formal…

Machine Learning · Statistics 2023-09-19 Akshayaa Magesh , Venugopal V. Veeravalli , Anirban Roy , Susmit Jha

Proper quantification of predictive uncertainty is essential for the use of machine learning in safety-critical applications. Various uncertainty measures have been proposed for this purpose, typically claiming superiority over other…

Machine Learning · Computer Science 2025-12-16 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Approaches based on deep neural networks have achieved striking performance when testing data and training data share similar distribution, but can significantly fail otherwise. Therefore, eliminating the impact of distribution shifts…

Machine Learning · Computer Science 2021-04-19 Xingxuan Zhang , Peng Cui , Renzhe Xu , Linjun Zhou , Yue He , Zheyan Shen

Entropy estimation plays a crucial role in various fields, such as information theory, statistical data science, and machine learning. However, traditional entropy estimation methods often struggle with complex data distributions.…

Methodology · Statistics 2025-05-16 Luca Scrucca