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Neural networks are ubiquitous in many tasks, but trusting their predictions is an open issue. Uncertainty quantification is required for many applications, and disentangled aleatoric and epistemic uncertainties are best. In this paper, we…

Machine Learning · Computer Science 2022-04-21 Matias Valdenegro-Toro , Daniel Saromo

Binary classification is a task that involves the classification of data into one of two distinct classes. It is widely utilized in various fields. However, conventional classifiers tend to make overconfident predictions for data that…

Machine Learning · Computer Science 2025-03-13 Shoma Yokura , Akihisa Ichiki

Uncertainty sampling in active learning is heavily used in practice to reduce the annotation cost. However, there has been no wide consensus on the function to be used for uncertainty estimation in binary classification tasks and…

Machine Learning · Computer Science 2021-11-01 Anant Raj , Francis Bach

We study the problem of identifying the set of \emph{active} variables, termed in the literature as \emph{variable selection} or \emph{multiple hypothesis testing}, depending on the pursued criteria. For a general \emph{robust setting} of…

Statistics Theory · Mathematics 2021-09-24 Eduard Belitser , Nurzhan Nurushev

While causal models are becoming one of the mainstays of machine learning, the problem of uncertainty quantification in causal inference remains challenging. In this paper, we study the causal data fusion problem, where datasets pertaining…

Machine Learning · Statistics 2021-06-08 Siu Lun Chau , Jean-François Ton , Javier González , Yee Whye Teh , Dino Sejdinovic

Tsetlin Machines (TMs) have emerged as a compelling alternative to conventional deep learning methods, offering notable advantages such as smaller memory footprint, faster inference, fault-tolerant properties, and interpretability. Although…

Machine Learning · Computer Science 2024-11-14 K. Darshana Abeyrathna , Sara El Mekkaoui , Andreas Hafver , Christian Agrell

The problem of estimating certain distributions over $\{0,1\}^d$ is considered here. The distribution represents a quantum system of $d$ qubits, where there are non-trivial dependencies between the qubits. A maximum entropy approach is…

Computation · Statistics 2019-03-08 Ryan Bennink , Ajay Jasra , Kody J. H. Law , Pavel Lougovski

Due to lack of scientific understanding, some mechanisms may be missing in mathematical modeling of complex phenomena in science and engineering. These mathematical models thus contain some uncertainties such as uncertain parameters. One…

Probability · Mathematics 2012-04-05 Jinqiao Duan , Ting Gao , Guowei He

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…

Machine Learning · Statistics 2023-04-20 Thomas Mortier , Viktor Bengs , Eyke Hüllermeier , Stijn Luca , Willem Waegeman

Constructing prediction sets with coverage guarantees for unobserved outcomes is a core problem in modern statistics. Methods for predictive inference have been developed for a wide range of settings, but usually only consider test data…

Methodology · Statistics 2025-07-11 Yonghoon Lee , Eric Tchetgen Tchetgen , Edgar Dobriban

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. For example, the maximum likelihood estimator has a bias that can result in a significant inferential loss. This problem is…

Statistics Theory · Mathematics 2019-11-04 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to a specific operating point,…

Machine Learning · Computer Science 2021-06-03 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

The quantification of uncertainties of computer simulations due to input parameter uncertainties is paramount to assess a model's credibility. For computationally expensive simulations, this is often feasible only via surrogate models that…

Methodology · Statistics 2021-08-30 Sascha Ranftl , Wolfgang von der Linden

Classifiers are often tested on relatively small data sets, which should lead to uncertain performance metrics. Nevertheless, these metrics are usually taken at face value. We present an approach to quantify the uncertainty of…

Machine Learning · Statistics 2021-03-05 Niklas Tötsch , Daniel Hoffmann

Bootstrapping has been a primary tool for ensemble and uncertainty quantification in machine learning and statistics. However, due to its nature of multiple training and resampling, bootstrapping deep neural networks is computationally…

Machine Learning · Computer Science 2021-12-14 Minsuk Shin , Hyungjoo Cho , Hyun-seok Min , Sungbin Lim

When systems use data-based models that are based on machine learning (ML), errors in their results cannot be ruled out. This is particularly critical if it remains unclear to the user how these models arrived at their decisions and if…

Machine Learning · Computer Science 2023-11-10 Lisa Jöckel , Michael Kläs , Georg Popp , Nadja Hilger , Stephan Fricke

Existing frameworks for probabilistic inference assume the quantity of interest is the parameter of a posited statistical model. In machine learning applications, however, often there is no statistical model/parameter; the quantity of…

Statistics Theory · Mathematics 2022-11-22 Leonardo Cella , Ryan Martin

Distribution shift is an important concern in deep image classification, produced either by corruption of the source images, or a complete change, with the solution involving domain adaptation. While the primary goal is to improve accuracy…

Machine Learning · Statistics 2021-10-19 Tiago Salvador , Vikram Voleti , Alexander Iannantuono , Adam Oberman

Modern science, technology, and politics are all permeated by data that comes from people, measurements, or computational processes. While this data is often incomplete, corrupt, or lacking in sufficient accuracy and precision, explicit…

We introduce probability estimation, a broadly applicable framework to certify randomness in a finite sequence of measurement results without assuming that these results are independent and identically distributed. Probability estimation…

Quantum Physics · Physics 2018-11-30 Yanbao Zhang , Emanuel Knill , Peter Bierhorst
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