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The notion of uncertainty is of major importance in machine learning and constitutes a key element of machine learning methodology. In line with the statistical tradition, uncertainty has long been perceived as almost synonymous with…

Machine Learning · Computer Science 2021-06-24 Eyke Hüllermeier , Willem Waegeman

ML models have errors when used for predictions. The errors are unknown but can be quantified by model uncertainty. When multiple ML models are trained using the same training points, their model uncertainties may be statistically…

Machine Learning · Statistics 2025-09-23 Xiaoping Du

A theory of measurement uncertainty is presented, which, since it is based exclusively on the Bayesian approach and on the subjective concept of conditional probability, is applicable in the most general cases. The recent International…

Data Analysis, Statistics and Probability · Physics 2008-02-03 G. D'Agostini

Predictions of uncertainty-aware models are diverse, ranging from single point estimates (often averaged over prediction samples) to predictive distributions, to set-valued or credal-set representations. We propose a novel unified…

Machine Learning · Computer Science 2025-02-18 Shireen Kudukkil Manchingal , Muhammad Mubashar , Kaizheng Wang , Fabio Cuzzolin

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

Effective quantification of uncertainty is an essential and still missing step towards a greater adoption of deep-learning approaches in different applications, including mission-critical ones. In particular, investigations on the…

Machine Learning · Computer Science 2023-04-14 Marco Forgione , Dario Piga

Uncertainty estimation is pivotal in machine learning, especially for classification tasks, as it improves the robustness and reliability of models. We introduce a novel `Epistemic Wrapping' methodology aimed at improving uncertainty…

In the past couple of years, various approaches to representing and quantifying different types of predictive uncertainty in machine learning, notably in the setting of classification, have been proposed on the basis of second-order…

Machine Learning · Computer Science 2023-12-05 Yusuf Sale , Viktor Bengs , Michele Caprio , Eyke Hüllermeier

Model uncertainty quantification involves measuring and evaluating the uncertainty linked to a model's predictions, helping assess their reliability and confidence. Noise injection is a technique used to enhance the robustness of neural…

Machine Learning · Statistics 2025-04-25 Xueqiong Yuan , Jipeng Li , Ercan Engin Kuruoglu

Existing approaches to model uncertainty typically either compare models using a quantitative model selection criterion or evaluate posterior model probabilities having set a prior. In this paper, we propose an alternative strategy which…

Methodology · Statistics 2025-03-26 Vik Shirvaikar , Stephen G. Walker , Chris Holmes

Accurate comparisons between theoretical models and experimental data are critical for scientific progress. However, inferred physical model parameters can vary significantly with the chosen physics model, highlighting the importance of…

High Energy Physics - Phenomenology · Physics 2025-10-27 Sunil Jaiswal , Chun Shen , Richard J. Furnstahl , Ulrich Heinz , Matthew T. Pratola

Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…

Machine Learning · Statistics 2023-11-01 David S. Watson , Joshua O'Hara , Niek Tax , Richard Mudd , Ido Guy

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

Deep neural network controllers for autonomous driving have recently benefited from significant performance improvements, and have begun deployment in the real world. Prior to their widespread adoption, safety guarantees are needed on the…

Machine Learning · Computer Science 2019-09-24 Rhiannon Michelmore , Matthew Wicker , Luca Laurenti , Luca Cardelli , Yarin Gal , Marta Kwiatkowska

The vast majority of stochastic simulation models are imperfect in that they fail to exactly emulate real system dynamics. The inexactness of the simulation model, or model discrepancy, can impact the predictive accuracy and usefulness of…

Methodology · Statistics 2017-07-21 Matthew Plumlee , Henry Lam

In the past decades, most work in the area of data analysis and machine learning was focused on optimizing predictive models and getting better results than what was possible with existing models. To what extent the metrics with which such…

Machine Learning · Statistics 2024-05-06 Nicolas Dewolf

Over the past decades, researchers and ML practitioners have come up with better and better ways to build, understand and improve the quality of ML models, but mostly under the key assumption that the training data is distributed…

Machine Learning · Computer Science 2019-10-14 Yeounoh Chung , Peter J. Haas , Eli Upfal , Tim Kraska

Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for…

Machine Learning · Computer Science 2020-02-04 Dan Levi , Liran Gispan , Niv Giladi , Ethan Fetaya

In a world where more decisions are made using artificial intelligence, it is of utmost importance to ensure these decisions are well-grounded. Neural networks are the modern building blocks for artificial intelligence. Modern neural…

Computer Vision and Pattern Recognition · Computer Science 2024-06-21 Mohamad Al Shaar , Nils Ekström , Gustav Gille , Reza Rezvan , Ivan Wely

This paper addresses a significant gap in explainable AI: the necessity of interpreting epistemic uncertainty in model explanations. Although current methods mainly focus on explaining predictions, with some including uncertainty, they fail…

Artificial Intelligence · Computer Science 2024-10-10 Helena Löfström , Tuwe Löfström , Johan Hallberg Szabadvary
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