Related papers: An Efficient Model-Agnostic Approach for Uncertain…
With the wide adoption of machine learning techniques, requirements have evolved beyond sheer high performance, often requiring models to be trustworthy. A common approach to increase the trustworthiness of such systems is to allow them to…
Predictive models are being increasingly used to support consequential decision making at the individual level in contexts such as pretrial bail and loan approval. As a result, there is increasing social and legal pressure to provide…
This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…
Learning to infer Bayesian posterior from a few-shot dataset is an important step towards robust meta-learning due to the model uncertainty inherent in the problem. In this paper, we propose a novel Bayesian model-agnostic meta-learning…
Model based predictions of future trajectories of a dynamical system often suffer from inaccuracies, forcing model based control algorithms to re-plan often, thus being computationally expensive, suboptimal and not reliable. In this work,…
Estimating and disentangling epistemic uncertainty, uncertainty that is reducible with more training data, and aleatoric uncertainty, uncertainty that is inherent to the task at hand, is critically important when applying machine learning…
We propose a new optimization framework for aleatoric uncertainty estimation in regression problems. Existing methods can quantify the error in the target estimation, but they tend to underestimate it. To obtain the predictive uncertainty…
Data-driven model identification strategies can be used to obtain phenomenological models that capture the temporal evolution of observable data. While it is usually straightforward to obtain such a model from time series data, for instance…
This letter presents a model-agnostic meta-learning (MAML) based framework for simultaneous and accurate estimation of human gait phase and terrain geometry using a small set of fabric-based wearable soft sensors, with efficient adaptation…
We propose an algorithm for meta-learning that is model-agnostic, in the sense that it is compatible with any model trained with gradient descent and applicable to a variety of different learning problems, including classification,…
In machine learning, accurately predicting the probability that a specific input is correct is crucial for risk management. This process, known as uncertainty (or confidence) estimation, is particularly important in mission-critical…
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…
In modern data science, it is often not enough to obtain only a data-driven model with a good prediction quality. On the contrary, it is more interesting to understand the properties of the model, which parts could be replaced to obtain…
Smart data selection is becoming increasingly important in data-driven machine learning. Active learning offers a promising solution by allowing machine learning models to be effectively trained with optimal data including the most…
Multimodal foundation models offer promising advancements for enhancing driving perception systems, but their high computational and financial costs pose challenges. We develop a method that leverages foundation models to refine predictions…
Unreliable predictions can occur when using artificial intelligence (AI) systems with negative consequences for downstream applications, particularly when employed for decision-making. Conformal prediction provides a model-agnostic…
Predictive models deployed in the real world may assign incorrect labels to instances with high confidence. Such errors or unknown unknowns are rooted in model incompleteness, and typically arise because of the mismatch between training…
In this paper the application of uncertainty modeling to convolutional neural networks is evaluated. A novel method for adjusting the network's predictions based on uncertainty information is introduced. This allows the network to be either…
Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…
Multi-model ensembles provide a pragmatic approach to the representation of model uncertainty in climate prediction. However, such representations are inherently ad hoc, and, as shown, probability distributions of climate variables based on…