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Uncertainty quantification (UQ) is a crucial but challenging task in many high-dimensional regression or learning problems to increase the confidence of a given predictor. We develop a new data-driven approach for UQ in regression that…

Machine Learning · Computer Science 2024-07-19 Frederik Hoppe , Claudio Mayrink Verdun , Hannah Laus , Felix Krahmer , Holger Rauhut

The Intensive Care Unit (ICU) is a hospital department where machine learning has the potential to provide valuable assistance in clinical decision making. Classical machine learning models usually only provide point-estimates and no…

Machine Learning · Computer Science 2024-07-26 David Ruhe , Giovanni Cinà , Michele Tonutti , Daan de Bruin , Paul Elbers

Epistemic uncertainty quantification is a crucial part of drawing credible conclusions from predictive models, whether concerned about the prediction at a given point or any downstream evaluation that uses the model as input. When the…

Machine Learning · Statistics 2022-11-15 Nathan Kallus , James McInerney

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

We describe a method for Bayesian optimization by which one may incorporate data from multiple systems whose quantitative interrelationships are unknown a priori. All general (nonreal-valued) features of the systems are associated with…

Machine Learning · Computer Science 2020-01-06 Steven Atkinson , Sayan Ghosh , Natarajan Chennimalai-Kumar , Genghis Khan , Liping Wang

Bayesian optimisation has gained great popularity as a tool for optimising the parameters of machine learning algorithms and models. Somewhat ironically, setting up the hyper-parameters of Bayesian optimisation methods is notoriously hard.…

Machine Learning · Statistics 2014-07-01 Ziyu Wang , Nando de Freitas

While deep neural networks are highly performant and successful in a wide range of real-world problems, estimating their predictive uncertainty remains a challenging task. To address this challenge, we propose and implement a loss function…

Machine Learning · Computer Science 2022-10-14 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

In this work, we present methodologies for the quantification of confidence in bottom-up coarse-grained models for molecular and macromolecular systems. Coarse-graining methods have been extensively used in the past decades in order to…

Non-Bayesian social learning theory provides a framework for distributed inference of a group of agents interacting over a social network by sequentially communicating and updating beliefs about the unknown state of the world through…

Methodology · Statistics 2019-10-25 James Z. Hare , Cesar Uribe , Lance Kaplan , Ali Jadbabaie

In this paper, we employ a Bayesian approach to uncertainty quantification of computer simulations used to assess the probability of rare events. As a case study, we assess the reliability of an Earth reentry capsule for sample return…

Applications · Statistics 2025-07-11 Dawn L. Sanderson , Amy Braverman , Giuseppe Cataldo , Ralph C. Smith , Richard L. Smith

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

Methodology · Statistics 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

Confidence estimation, a task that aims to evaluate the trustworthiness of the model's prediction output during deployment, has received lots of research attention recently, due to its importance for the safe deployment of deep models.…

Computer Vision and Pattern Recognition · Computer Science 2022-10-14 Haoxuan Qu , Yanchao Li , Lin Geng Foo , Jason Kuen , Jiuxiang Gu , Jun Liu

Clustering is widely studied in statistics and machine learning, with applications in a variety of fields. As opposed to classical algorithms which return a single clustering solution, Bayesian nonparametric models provide a posterior over…

Methodology · Statistics 2019-02-11 Sara Wade , Zoubin Ghahramani

We present BayesQ, an uncertainty-guided post-training quantization framework that is the first to optimize quantization under the posterior expected loss. BayesQ fits a lightweight Gaussian posterior over weights (diagonal Laplace by…

Machine Learning · Computer Science 2025-11-13 Ismail Lamaakal , Chaymae Yahyati , Yassine Maleh , Khalid El Makkaoui , Ibrahim Ouahbi

As machine learning becomes more prominent there is a growing demand to perform several inference tasks in parallel. Running a dedicated model for each task is computationally expensive and therefore there is a great interest in multi-task…

Machine Learning · Computer Science 2024-05-14 Idan Achituve , Idit Diamant , Arnon Netzer , Gal Chechik , Ethan Fetaya

Whereas confidence intervals are used to assess uncertainty due to unmeasured individuals, confounding intervals can be used to assess uncertainty due to unmeasured attributes. Previously, we have introduced a methodology for computing…

Methodology · Statistics 2025-08-13 Brian Knaeble , R Mitchell Hughes

A Bayesian treatment of deep learning allows for the computation of uncertainties associated with the predictions of deep neural networks. We show how the concept of Errors-in-Variables can be used in Bayesian deep regression to also…

Machine Learning · Computer Science 2023-05-15 Jörg Martin , Clemens Elster

The ability to replicate predictions by machine learning (ML) or artificial intelligence (AI) models and results in scientific workflows that incorporate such ML/AI predictions is driven by numerous factors. An uncertainty-aware metric that…

Machine Learning · Computer Science 2023-08-28 Line Pouchard , Kristofer G. Reyes , Francis J. Alexander , Byung-Jun Yoon

Bayesian optimisation (BO) has been a successful approach to optimise functions which are expensive to evaluate and whose observations are noisy. Classical BO algorithms, however, do not account for errors about the location where…

Machine Learning · Computer Science 2019-02-22 Rafael Oliveira , Lionel Ott , Fabio Ramos

Uncertainty quantification is a critical aspect of machine learning models, providing important insights into the reliability of predictions and aiding the decision-making process in real-world applications. This paper proposes a novel way…

Machine Learning · Computer Science 2024-01-02 Yusuf Sale , Paul Hofman , Lisa Wimmer , Eyke Hüllermeier , Thomas Nagler
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