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Accurate estimation of predictive uncertainty (model calibration) is essential for the safe application of neural networks. Many instances of miscalibration in modern neural networks have been reported, suggesting a trend that newer, more…

Machine Learning · Computer Science 2021-10-27 Matthias Minderer , Josip Djolonga , Rob Romijnders , Frances Hubis , Xiaohua Zhai , Neil Houlsby , Dustin Tran , Mario Lucic

Many complex Deep Learning models are used with different variations for various prognostication tasks. The higher learning parameters not necessarily ensure great accuracy. This can be solved by considering changes in very deep models with…

Machine Learning · Computer Science 2022-06-15 Abhishek Gupta , Sruthi Nair , Raunak Joshi , Vidya Chitre

Deep Neural Networks (DNNs) have performed admirably in classification tasks. However, the characterization of their classification uncertainties, required for certain applications, has been lacking. In this work, we investigate the issue…

Machine Learning · Computer Science 2023-11-28 Yu Pan , Kwo-Sen Kuo , Michael L. Rilee , Hongfeng Yu

For classification models based on neural networks, the maximum predicted class probability is often used as a confidence score. This score rarely predicts well the probability of making a correct prediction and requires a post-processing…

Machine Learning · Computer Science 2024-11-07 Adrien LeCoz , Stéphane Herbin , Faouzi Adjed

The wide adoption of Convolutional Neural Networks (CNNs) in applications where decision-making under uncertainty is fundamental, has brought a great deal of attention to the ability of these models to accurately quantify the uncertainty in…

Machine Learning · Statistics 2018-05-29 Gia-Lac Tran , Edwin V. Bonilla , John P. Cunningham , Pietro Michiardi , Maurizio Filippone

Precise probabilistic forecasts are fundamental for energy risk management, and there is a wide range of both statistical and machine learning models for this purpose. Inherent to these probabilistic models is some form of uncertainty…

Machine Learning · Computer Science 2025-10-10 Andreas Lebedev , Abhinav Das , Sven Pappert , Stephan Schlüter

Reachability computations that rely on learned or estimated models require calibration in order to uphold confidence about their guarantees. Calibration generally involves sampling scenarios inside the reachable set. However, producing…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Sampada Deglurkar , Ebonye Smith , Jingqi Li , Claire J. Tomlin

Overconfidence and underconfidence in machine learning classifiers is measured by calibration: the degree to which the probabilities predicted for each class match the accuracy of the classifier on that prediction. How one measures…

Machine Learning · Computer Science 2020-08-11 Jeremy Nixon , Mike Dusenberry , Ghassen Jerfel , Timothy Nguyen , Jeremiah Liu , Linchuan Zhang , Dustin Tran

Deep neural networks (DNN) have shown great capacity of modeling a dynamical system; nevertheless, they usually do not obey physics constraints such as conservation laws. This paper proposes a new learning framework named ConCerNet to…

Machine Learning · Computer Science 2023-07-20 Wang Zhang , Tsui-Wei Weng , Subhro Das , Alexandre Megretski , Luca Daniel , Lam M. Nguyen

Confidence calibration of classification models is a technique to estimate the true posterior probability of the predicted class, which is critical for ensuring reliable decision-making in practical applications. Existing confidence…

Methodology · Statistics 2025-02-19 Jinzong Dong , Zhaohui Jiang , Dong Pan , Haoyang Yu

Consistent Recalibration models (CRC) have been introduced to capture in necessary generality the dynamic features of term structures of derivatives' prices. Several approaches have been suggested to tackle this problem, but all of them,…

Computational Finance · Quantitative Finance 2021-07-02 Matteo Gambara , Josef Teichmann

Measurement of uncertainty of predictions from machine learning methods is important across scientific domains and applications. We present, to our knowledge, the first such technique that quantifies the uncertainty of predictions from a…

Machine Learning · Statistics 2022-04-04 Alex Hagen , Karl Pazdernik , Nicole LaHaye , Marjolein Oostrom

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

Calibration is crucial in deep learning applications, especially in fields like healthcare and autonomous driving, where accurate confidence estimates are vital for decision-making. However, deep neural networks often suffer from…

Machine Learning · Computer Science 2024-10-17 Linwei Tao , Haolan Guo , Minjing Dong , Chang Xu

Accurate uncertainty quantification is a major challenge in deep learning, as neural networks can make overconfident errors and assign high confidence predictions to out-of-distribution (OOD) inputs. The most popular approaches to estimate…

Deep neural networks (DNNs) exhibit great success on many tasks with the help of large-scale well annotated datasets. However, labeling large-scale data can be very costly and error-prone so that it is difficult to guarantee the annotation…

Machine Learning · Computer Science 2020-07-02 Dongxian Wu , Yisen Wang , Zhuobin Zheng , Shu-tao Xia

Methods for split conformal prediction leverage calibration samples to transform any prediction rule into a set-prediction rule that complies with a target coverage probability. Existing methods provide remarkably strong performance…

Machine Learning · Statistics 2025-10-15 Santiago Mazuelas

We develop a probabilistic framework for deep learning based on the Deep Rendering Mixture Model (DRMM), a new generative probabilistic model that explicitly capture variations in data due to latent task nuisance variables. We demonstrate…

Machine Learning · Statistics 2016-12-07 Ankit B. Patel , Tan Nguyen , Richard G. Baraniuk

Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…

Machine Learning · Computer Science 2022-07-06 Charles Marx , Shengjia Zhao , Willie Neiswanger , Stefano Ermon

In recent years, deep neural networks (DNNs) have shown competitive results in many fields. Despite this success, they often suffer from poor calibration, especially in safety-critical scenarios such as autonomous driving and healthcare,…

Machine Learning · Computer Science 2025-08-13 Jiani Ni , He Zhao , Yibo Yang , Dandan Guo
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