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Machine learning in asset pricing typically predicts expected returns as point estimates, ignoring uncertainty. We develop new methods to construct forecast confidence intervals for expected returns obtained from neural networks. We show…

Econometrics · Economics 2025-03-04 Yuan Liao , Xinjie Ma , Andreas Neuhierl , Linda Schilling

Traversability estimation in rugged, unstructured environments remains a challenging problem in field robotics. Often, the need for precise, accurate traversability estimation is in direct opposition to the limited sensing and compute…

Robotics · Computer Science 2024-07-12 Samuel Triest , David D. Fan , Sebastian Scherer , Ali-Akbar Agha-Mohammadi

We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the…

Machine Learning · Computer Science 2019-04-25 Yonatan Geifman , Guy Uziel , Ran El-Yaniv

We propose and investigate new complementary methodologies for estimating predictive variance networks in regression neural networks. We derive a locally aware mini-batching scheme that result in sparse robust gradients, and show how to…

Machine Learning · Statistics 2019-11-05 Nicki S. Detlefsen , Martin Jørgensen , Søren Hauberg

Traffic speed prediction is the key to many valuable applications, and it is also a challenging task because of its various influencing factors. Recent work attempts to obtain more information through various hybrid models, thereby…

Machine Learning · Computer Science 2022-07-25 Pengyu Fu , Liang Chu , Zhuoran Hou , Jincheng Hu , Yanjun Huang , Yuanjian Zhang

The estimation of the amount of uncertainty featured by predictive machine learning models has acquired a great momentum in recent years. Uncertainty estimation provides the user with augmented information about the model's confidence in…

Machine Learning · Computer Science 2022-10-31 Ibai Laña , Ignacio , Olabarrieta , Javier Del Ser

Modern autonomous systems with machine learning components often use uncertainty quantification to help produce assurances about system operation. However, there is a lack of consensus in the community on what uncertainty is and how to…

Systems and Control · Electrical Eng. & Systems 2026-01-27 Sampada Deglurkar , Haotian Shen , Anish Muthali , Marco Pavone , Dragos Margineantu , Peter Karkus , Boris Ivanovic , Claire J. Tomlin

The inability to correctly resolve rumours circulating online can have harmful real-world consequences. We present a method for incorporating model and data uncertainty estimates into natural language processing models for automatic rumour…

Computation and Language · Computer Science 2020-05-15 Elena Kochkina , Maria Liakata

For many applications it is critical to know the uncertainty of a neural network's predictions. While a variety of neural network parameter estimation methods have been proposed for uncertainty estimation, they have not been rigorously…

Machine Learning · Computer Science 2019-12-05 Nabeel Seedat , Christopher Kanan

Existing methods for quantifying predictive uncertainty in neural networks are either computationally intractable for large language models or require access to training data that is typically unavailable. We derive a lightweight…

Machine Learning · Computer Science 2026-04-01 Nils Grünefeld , Jes Frellsen , Christian Hardmeier

Gated imaging is an emerging sensor technology for self-driving cars that provides high-contrast images even under adverse weather influence. It has been shown that this technology can even generate high-fidelity dense depth maps with…

Image and Video Processing · Electrical Eng. & Systems 2020-04-02 Stefanie Walz , Tobias Gruber , Werner Ritter , Klaus Dietmayer

In comparison to classical shallow representation learning techniques, deep neural networks have achieved superior performance in nearly every application benchmark. But despite their clear empirical advantages, it is still not well…

Machine Learning · Computer Science 2022-01-11 Calvin Murdock , George Cazenavette , Simon Lucey

There has recently been a concerted effort to derive mechanisms in vision and machine learning systems to offer uncertainty estimates of the predictions they make. Clearly, there are enormous benefits to a system that is not only accurate…

Machine Learning · Computer Science 2018-09-05 Seong Jae Hwang , Ronak Mehta , Hyunwoo J. Kim , Vikas Singh

Despite the recent improvements in overall accuracy, deep learning systems still exhibit low levels of robustness. Detecting possible failures is critical for a successful clinical integration of these systems, where each data point…

Image and Video Processing · Electrical Eng. & Systems 2019-10-14 Alain Jungo , Mauricio Reyes

In this paper, we show how uncertainty estimation can be leveraged to enable safety critical image segmentation in autonomous driving, by triggering a fallback behavior if a target accuracy cannot be guaranteed. We introduce a new…

Computer Vision and Pattern Recognition · Computer Science 2021-05-31 Victor Besnier , David Picard , Alexandre Briot

Statistical models are inherently uncertain. Quantifying or at least upper-bounding their uncertainties is vital for safety-critical systems such as autonomous vehicles. While standard neural networks do not report this information, several…

Uncertainty quantification by ensemble learning is explored in terms of an application from computational optical form measurements. The application requires to solve a large-scale, nonlinear inverse problem. Ensemble learning is used to…

Machine Learning · Computer Science 2021-03-03 Lara Hoffmann , Ines Fortmeier , Clemens Elster

To date, most probabilistic reasoning systems have relied on a fixed belief network constructed at design time. The network is used by an application program as a representation of (in)dependencies in the domain. Probabilistic inference…

Artificial Intelligence · Computer Science 2013-03-25 Robert P. Goldman , John S. Breese

The success of diffusion probabilistic models in generative tasks, such as text-to-image generation, has motivated the exploration of their application to regression problems commonly encountered in scientific computing and various other…

Machine Learning · Computer Science 2024-08-12 Dule Shu , Amir Barati Farimani

The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…

Image and Video Processing · Electrical Eng. & Systems 2022-09-28 Matteo Ferrante , Tommaso Boccato , Nicola Toschi