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Deep neural networks have become the default choice for many of the machine learning tasks such as classification and regression. Dropout, a method commonly used to improve the convergence of deep neural networks, generates an ensemble of…

Machine Learning · Statistics 2019-04-11 Tal Kachman , Michal Moshkovitz , Michal Rosen-Zvi

Deep learning tools have gained tremendous attention in applied machine learning. However such tools for regression and classification do not capture model uncertainty. In comparison, Bayesian models offer a mathematically grounded…

Machine Learning · Statistics 2016-10-05 Yarin Gal , Zoubin Ghahramani

The application of neural network models to scientific machine learning tasks has proliferated in recent years. In particular, neural network models have proved to be adept at modeling processes with spatial-temporal complexity.…

Machine Learning · Computer Science 2025-02-04 Jeremiah Hauth , Cosmin Safta , Xun Huan , Ravi G. Patel , Reese E. Jones

Bayesian inference plays an important role in advancing machine learning, but faces computational challenges when applied to complex models such as deep neural networks. Variational inference circumvents these challenges by formulating…

Machine Learning · Statistics 2018-08-03 Mohammad Emtiyaz Khan , Didrik Nielsen

Deep Neural Networks (DNNs) have become increasingly popular in computer vision, natural language processing, and other areas. However, training and fine-tuning a deep learning model is computationally intensive and time-consuming. We…

Machine Learning · Computer Science 2018-07-04 Jiayi Liu , Samarth Tripathi , Unmesh Kurup , Mohak Shah

Achieving robust uncertainty quantification for deep neural networks represents an important requirement in many real-world applications of deep learning such as medical imaging where it is necessary to assess the reliability of a neural…

Machine Learning · Computer Science 2024-03-15 Tim Rensmeyer , Oliver Niggemann

Image reconstruction methods based on deep neural networks have shown outstanding performance, equalling or exceeding the state-of-the-art results of conventional approaches, but often do not provide uncertainty information about the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-01 Riccardo Barbano , Željko Kereta , Chen Zhang , Andreas Hauptmann , Simon Arridge , Bangti Jin

This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…

Machine Learning · Statistics 2023-06-13 Yousef El-Laham , Niccolò Dalmasso , Elizabeth Fons , Svitlana Vyetrenko

Bayesian probabilistic numerical methods for numerical integration offer significant advantages over their non-Bayesian counterparts: they can encode prior information about the integrand, and can quantify uncertainty over estimates of an…

Machine Learning · Statistics 2023-09-12 Katharina Ott , Michael Tiemann , Philipp Hennig , François-Xavier Briol

Ensembles over neural network weights trained from different random initialization, known as deep ensembles, achieve state-of-the-art accuracy and calibration. The recently introduced batch ensembles provide a drop-in replacement that is…

Machine Learning · Computer Science 2021-01-11 Florian Wenzel , Jasper Snoek , Dustin Tran , Rodolphe Jenatton

The use of ensembles of neural networks (NNs) for the quantification of predictive uncertainty is widespread. However, the current justification is intuitive rather than analytical. This work proposes one minor modification to the normal…

Machine Learning · Statistics 2018-07-03 Tim Pearce , Nicolas Anastassacos , Mohamed Zaki , Andy Neely

In this paper, we introduce Deep Probabilistic Ensembles (DPEs), a scalable technique that uses a regularized ensemble to approximate a deep Bayesian Neural Network (BNN). We do so by incorporating a KL divergence penalty term into the…

Machine Learning · Statistics 2018-12-04 Kashyap Chitta , Jose M. Alvarez , Adam Lesnikowski

Deep neural networks offer numerous potential applications across geoscience, for example, one could argue that they are the state-of-the-art method for predicting faults in seismic datasets. In quantitative reservoir characterization…

Machine Learning · Computer Science 2021-05-26 Lukas Mosser , Ehsan Zabihi Naeini

In many real-world problems, there is a limited set of training data, but an abundance of unlabeled data. We propose a new method, Generative Posterior Networks (GPNs), that uses unlabeled data to estimate epistemic uncertainty in…

Machine Learning · Computer Science 2024-01-01 Melrose Roderick , Felix Berkenkamp , Fatemeh Sheikholeslami , Zico Kolter

Stein variational gradient descent (SVGD) is a general-purpose optimization-based sampling algorithm that has recently exploded in popularity, but is limited by two issues: it is known to produce biased samples, and it can be slow to…

Machine Learning · Statistics 2022-04-20 Alex Leviyev , Joshua Chen , Yifei Wang , Omar Ghattas , Aaron Zimmerman

As machine learning systems get widely adopted for high-stake decisions, quantifying uncertainty over predictions becomes crucial. While modern neural networks are making remarkable gains in terms of predictive accuracy, characterizing…

Machine Learning · Computer Science 2019-06-14 Melanie F. Pradier , Weiwei Pan , Jiayu Yao , Soumya Ghosh , Finale Doshi-velez

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…

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

Neural networks are powerful tools in various applications, and quantifying their uncertainty is crucial for reliable decision-making. In the deep learning field, the uncertainties are usually categorized into aleatoric (data) and epistemic…

Machine Learning · Computer Science 2023-12-21 Wang Zhang , Ziwen Ma , Subhro Das , Tsui-Wei Weng , Alexandre Megretski , Luca Daniel , Lam M. Nguyen

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen