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Uncertainty quantification of deep neural networks has become an active field of research and plays a crucial role in various downstream tasks such as active learning. Recent advances in evidential deep learning shed light on the direct…

Machine Learning · Computer Science 2023-11-21 Ruxiao Duan , Brian Caffo , Harrison X. Bai , Haris I. Sair , Craig Jones

This technical note considers the sampling of outcomes that provide the greatest amount of information about the structure of underlying world models. This generalisation furnishes a principled approach to structure learning under a…

Neurons and Cognition · Quantitative Biology 2025-12-25 Karl Friston , Lancelot Da Costa , Alexander Tschantz , Conor Heins , Christopher Buckley , Tim Verbelen , Thomas Parr

Uncertainty-quantification methods are applied to estimate the confidence of deep-neural-networks classifiers over their predictions. However, most widely used methods are known to be overconfident. We address this problem by developing an…

Machine Learning · Computer Science 2023-05-19 Luigi Sbailò , Luca M. Ghiringhelli

In computational reinforcement learning, a growing body of work seeks to express an agent's model of the world through predictions about future sensations. In this manuscript we focus on predictions expressed as General Value Functions:…

Machine Learning · Computer Science 2021-11-23 Alex Kearney , Anna Koop , Johannes Günther , Patrick M. Pilarski

An effective approach to exploration in reinforcement learning is to rely on an agent's uncertainty over the optimal policy, which can yield near-optimal exploration strategies in tabular settings. However, in non-tabular settings that…

We study the problem of safe learning and exploration in sequential control problems. The goal is to safely collect data samples from operating in an environment, in order to learn to achieve a challenging control goal (e.g., an agile…

Machine Learning · Computer Science 2020-06-30 Anqi Liu , Guanya Shi , Soon-Jo Chung , Anima Anandkumar , Yisong Yue

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

When sample data are governed by an unknown sequence of independent but possibly non-identical distributions, the data-generating process (DGP) in general cannot be perfectly identified from the data. For making decisions facing such…

Theoretical Economics · Economics 2022-05-11 Xiaoyu Cheng

Eliciting information to reduce uncertainty about a latent entity is a critical task in many application domains, e.g., assessing individual student learning outcomes, diagnosing underlying diseases, or learning user preferences. Though…

Computation and Language · Computer Science 2025-07-10 Jimmy Wang , Thomas Zollo , Richard Zemel , Hongseok Namkoong

The inability of artificial neural networks to assess the uncertainty of their predictions is an impediment to their widespread use. We distinguish two types of learnable uncertainty: model uncertainty due to a lack of training data and…

Machine Learning · Computer Science 2022-06-14 Hans Weytjens , Jochen De Weerdt

We suggest a general approach to quantification of different forms of aleatoric uncertainty in regression tasks performed by artificial neural networks. It is based on the simultaneous training of two neural networks with a joint loss…

Machine Learning · Statistics 2018-09-05 Pavel Gurevich , Hannes Stuke

Uncertainty quantification is a key pillar of trustworthy machine learning. It enables safe reactions under unsafe inputs, like predicting only when the machine learning model detects sufficient evidence, discarding anomalous data, or…

Machine Learning · Computer Science 2024-08-27 Michael Kirchhof

We study how to utilize (possibly machine-learned) predictions in a model for computing under uncertainty in which an algorithm can query unknown data. The goal is to minimize the number of queries needed to solve the problem. We consider…

Data Structures and Algorithms · Computer Science 2021-11-09 Thomas Erlebach , Murilo S. de Lima , Nicole Megow , Jens Schlöter

This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…

Machine Learning · Computer Science 2024-06-12 Andres Altieri , Marco Romanelli , Georg Pichler , Florence Alberge , Pablo Piantanida

Model-based offline reinforcement learning approaches generally rely on bounds of model error. Estimating these bounds is usually achieved through uncertainty estimation methods. In this work, we combine parametric and nonparametric methods…

Machine Learning · Computer Science 2022-11-07 Guy Tennenholtz , Shie Mannor

Uncertainty quantification is crucial to decision-making. A prominent example is probabilistic forecasting in numerical weather prediction. The dominant approach to representing uncertainty in weather forecasting is to generate an ensemble…

Machine Learning · Computer Science 2023-10-10 Lizao Li , Rob Carver , Ignacio Lopez-Gomez , Fei Sha , John Anderson

Uncertainty estimation is at the core of Active Learning (AL). Most existing methods resort to complex auxiliary models and advanced training fashions to estimate uncertainty for unlabeled data. These models need special design and hence…

Computer Vision and Pattern Recognition · Computer Science 2025-09-22 Tianyang Wang , Xi Xiao , Gaofei Chen , Xiaoying Liao , Guo Cheng , Yingrui Ji

Transfer learning seeks to accelerate sequential decision-making by leveraging offline data from related agents. However, data from heterogeneous sources that differ in observed features, distributions, or unobserved confounders often…

Machine Learning · Computer Science 2025-07-10 Xueping Gong , Wei You , Jiheng Zhang

We develop an online learning algorithm for identifying unlabeled data points that are most informative for training (i.e., active learning). By formulating the active learning problem as the prediction with sleeping experts problem, we…

Machine Learning · Computer Science 2022-02-24 Cenk Baykal , Lucas Liebenwein , Dan Feldman , Daniela Rus

Active Learning is a very common yet powerful framework for iteratively and adaptively sampling subsets of the unlabeled sets with a human in the loop with the goal of achieving labeling efficiency. Most real world datasets have imbalance…

Computer Vision and Pattern Recognition · Computer Science 2022-06-20 Suraj Kothawade , Shivang Chopra , Saikat Ghosh , Rishabh Iyer