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Experimental calibration of dynamic thermal models is required for model predictive control and characterization of building energy performance. In these applications, the uncertainty assessment of the parameter estimates is decisive; this…
Weather forecasting is dominated by numerical weather prediction that tries to model accurately the physical properties of the atmosphere. A downside of numerical weather prediction is that it is lacking the ability for short-term forecasts…
In this paper, we investigate meta-learning for combining forecasts generated by models of different types. While typical approaches for combining forecasts involve simple averaging, machine learning techniques enable more sophisticated…
Detecting extreme events in large datasets is a major challenge in climate science research. Current algorithms for extreme event detection are build upon human expertise in defining events based on subjective thresholds of relevant…
Optimal decision making requires that classifiers produce uncertainty estimates consistent with their empirical accuracy. However, deep neural networks are often under- or over-confident in their predictions. Consequently, methods have been…
Calibration is a fundamental property of a good predictive model: it requires that the model predicts correctly in proportion to its confidence. Modern neural networks, however, provide no strong guarantees on their calibration -- and can…
Accurate probabilistic predictions are essential for optimal decision making. While neural network miscalibration has been studied primarily in classification, we investigate this in the less-explored domain of regression. We conduct the…
Machine learning is about forecasting. When the forecasts come with an evaluation metric the forecasts become useful. What are reasonable evaluation metrics? How do existing evaluation metrics relate? In this work, we provide a general…
Deep neural networks have been shown to be highly miscalibrated. often they tend to be overconfident in their predictions. It poses a significant challenge for safety-critical systems to utilise deep neural networks (DNNs), reliably. Many…
Estimates of predictive uncertainty are important for accurate model-based planning and reinforcement learning. However, predictive uncertainties---especially ones derived from modern deep learning systems---can be inaccurate and impose a…
Subseasonal forecasting -- predicting temperature and precipitation 2 to 6 weeks ahead -- is critical for effective water allocation, wildfire management, and drought and flood mitigation. Recent international research efforts have advanced…
Since model bias and associated initialization shock are serious shortcomings that reduce prediction skills in state-of-the-art decadal climate prediction efforts, we pursue a complementary machine-learning-based approach to climate…
Climate change is increasing the occurrence of extreme precipitation events, threatening infrastructure, agriculture, and public safety. Ensemble prediction systems provide probabilistic forecasts but exhibit biases and difficulties in…
Power demand forecasting is a critical task for achieving efficiency and reliability in power grid operation. Accurate forecasting allows grid operators to better maintain the balance of supply and demand as well as to optimize operational…
Recent works have shown that deep neural networks can achieve super-human performance in a wide range of image classification tasks in the medical imaging domain. However, these works have primarily focused on classification accuracy,…
Calibrated uncertainty estimates in machine learning are crucial to many fields such as autonomous vehicles, medicine, and weather and climate forecasting. While there is extensive literature on uncertainty calibration for classification,…
In safety-critical applications data-driven models must not only be accurate but also provide reliable uncertainty estimates. This property, commonly referred to as calibration, is essential for risk-aware decision-making. In regression a…
Long-term climate projections require running global Earth system models on timescales of hundreds of years and have relatively coarse resolution (from 40 to 160 km in the horizontal) due to their high computational costs. Unresolved…
A probabilistic model is said to be calibrated if its predicted probabilities match the corresponding empirical frequencies. Calibration is important for uncertainty quantification and decision making in safety-critical applications. While…
Accurate quantification of uncertainty is crucial for real-world applications of machine learning. However, modern deep neural networks still produce unreliable predictive uncertainty, often yielding over-confident predictions. In this…