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Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…

Machine Learning · Computer Science 2020-11-25 Cheng Wang , Carolin Lawrence , Mathias Niepert

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

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Uncertainty Quantification aims to determine when the prediction from a Machine Learning model is likely to be wrong. Computer Vision research has explored methods for determining epistemic uncertainty (also known as model uncertainty),…

Machine Learning · Computer Science 2024-03-15 Prithviraj Manivannan , Ivo Pascal de Jong , Matias Valdenegro-Toro , Andreea Ioana Sburlea

Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible data uncertainty and uncertainty due to…

Machine Learning · Statistics 2018-12-03 Andrey Malinin , Mark Gales

Deep learning has emerged as a promising paradigm to give access to highly accurate predictions of molecular and materials properties. A common short-coming shared by current approaches, however, is that neural networks only give point…

Computational Physics · Physics 2023-05-10 Albert Zhu , Simon Batzner , Albert Musaelian , Boris Kozinsky

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

We show that ensembles of deep neural networks, called deep ensembles, can be used to perform quantum parameter estimation while also providing a means for quantifying uncertainty in parameter estimates, which is a key advantage of using…

Quantum Physics · Physics 2026-03-09 Amanuel Anteneh

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

Machine Learning · Statistics 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

We propose a method for training a deterministic deep model that can find and reject out of distribution data points at test time with a single forward pass. Our approach, deterministic uncertainty quantification (DUQ), builds upon ideas of…

Machine Learning · Computer Science 2020-06-30 Joost van Amersfoort , Lewis Smith , Yee Whye Teh , Yarin Gal

Statistical learning algorithms provide a generally-applicable framework to sidestep time-consuming experiments, or accurate physics-based modeling, but they introduce a further source of error on top of the intrinsic limitations of the…

Chemical Physics · Physics 2024-05-17 Matthias Kellner , Michele Ceriotti

Neural networks (NNs) are currently changing the computational paradigm on how to combine data with mathematical laws in physics and engineering in a profound way, tackling challenging inverse and ill-posed problems not solvable with…

Machine Learning · Computer Science 2023-02-08 Apostolos F Psaros , Xuhui Meng , Zongren Zou , Ling Guo , George Em Karniadakis

Uncertainty Quantification (UQ) is essential in probabilistic machine learning models, particularly for assessing the reliability of predictions. In this paper, we present a systematic framework for estimating both epistemic and aleatoric…

Machine Learning · Statistics 2025-09-11 Marzieh Ajirak , Anand Ravishankar , Petar M. Djuric

Uncertainty quantification in neural network promises to increase safety of AI systems, but it is not clear how performance might vary with the training set size. In this paper we evaluate seven uncertainty methods on Fashion MNIST and…

Machine Learning · Computer Science 2021-11-19 Matias Valdenegro-Toro

Popular approaches for quantifying predictive uncertainty in deep neural networks often involve distributions over weights or multiple models, for instance via Markov Chain sampling, ensembling, or Monte Carlo dropout. These techniques…

Machine Learning · Computer Science 2023-03-08 Dennis Ulmer , Christian Hardmeier , Jes Frellsen

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

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

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

Uncertainty estimation is pivotal in machine learning, especially for classification tasks, as it improves the robustness and reliability of models. We introduce a novel `Epistemic Wrapping' methodology aimed at improving uncertainty…

While Deep Neural Networks (DNNs) achieve state-of-the-art accuracy in various applications, they often fall short in accurately estimating their predictive uncertainty and, in turn, fail to recognize when these predictions may be wrong.…

Machine Learning · Computer Science 2020-07-22 Ankur Mallick , Chaitanya Dwivedi , Bhavya Kailkhura , Gauri Joshi , T. Yong-Jin Han
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