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Epistemic uncertainty in neural networks is commonly modeled using two second-order paradigms: distribution-based representations, which rely on posterior parameter distributions, and set-based representations based on credal sets (convex…

Machine Learning · Computer Science 2026-02-27 Kaizheng Wang , Yunjia Wang , Fabio Cuzzolin , David Moens , Hans Hallez , Siu Lun Chau

A reliable modeling of uncertain evidence in Bayesian networks based on a set-valued quantification is proposed. Both soft and virtual evidences are considered. We show that evidence propagation in this setup can be reduced to standard…

Artificial Intelligence · Computer Science 2018-02-16 Sabina Marchetti , Alessandro Antonucci

This work proposes a framework for multistage adjustable robust optimization that unifies the treatment of three different types of endogenous uncertainty, where decisions, respectively, (i) alter the uncertainty set, (ii) affect the…

Optimization and Control · Mathematics 2020-08-31 Qi Zhang , Wei Feng

Methods to quantify uncertainty in predictions from arbitrary models are in demand in high-stakes domains like medicine and finance. Conformal prediction has emerged as a popular method for producing a set of predictions with specified…

Machine Learning · Computer Science 2025-03-19 Jessica Hullman , Yifan Wu , Dawei Xie , Ziyang Guo , Andrew Gelman

We present a new framework for the assessment and calibration of medium range ensemble temperature forecasts. The method is based on maximising the likelihood of a simple parametric model for the temperature distribution, and leads to some…

Atmospheric and Oceanic Physics · Physics 2009-11-10 Stephen Jewson , Anders Brix , Christine Ziehmann

This paper addresses the challenge of jointly modeling user intent diversity and behavioral uncertainty in recommender systems. A unified representation learning framework is proposed. The framework builds a multi-intent representation…

Information Retrieval · Computer Science 2025-09-08 Wei Xu , Jiasen Zheng , Junjiang Lin , Mingxuan Han , Junliang Du

Conformal prediction provides a powerful framework for constructing distribution-free prediction regions with finite-sample coverage guarantees. While extensively studied in univariate settings, its extension to multi-output problems…

Machine Learning · Statistics 2025-02-04 Victor Dheur , Matteo Fontana , Yorick Estievenart , Naomi Desobry , Souhaib Ben Taieb

In this paper, we introduce a new technique that combines two popular methods to estimate uncertainty in object detection. Quantifying uncertainty is critical in real-world robotic applications. Traditional detection models can be ambiguous…

Computer Vision and Pattern Recognition · Computer Science 2021-06-30 Zongyao Lyu , Nolan B. Gutierrez , William J. Beksi

Epistemic uncertainty quantification (UQ) identifies where models lack knowledge. Traditional UQ methods, often based on Bayesian neural networks, are not suitable for pre-trained non-Bayesian models. Our study addresses quantifying…

Machine Learning · Computer Science 2024-04-17 Hanjing Wang , Qiang Ji

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assign to base models a set of deterministic, constant model weights that (1) do not fully account for individual models' varying accuracy…

Methodology · Statistics 2019-04-02 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent A. Coull

This paper introduces a conformal inference method to evaluate uncertainty in classification by generating prediction sets with valid coverage conditional on adaptively chosen features. These features are carefully selected to reflect…

Machine Learning · Statistics 2024-10-31 Yanfei Zhou , Matteo Sesia

As an important problem in modern data analytics, classification has witnessed varieties of applications from different domains. Different from conventional classification approaches, fair classification concerns the issues of unintentional…

Machine Learning · Statistics 2020-12-25 Qing Ye , Weijun Xie

Conformal prediction is a statistically rigorous method for quantifying uncertainty in models by having them output sets of predictions, with larger sets indicating more uncertainty. However, prediction sets are not inherently actionable;…

Machine Learning · Computer Science 2025-02-17 Jesse C. Cresswell , Bhargava Kumar , Yi Sui , Mouloud Belbahri

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

To address the issues of stability and fidelity in interpretable learning, a novel interpretable methodology, ensemble interpretation, is presented in this paper which integrates multi-perspective explanation of various interpretation…

Machine Learning · Computer Science 2023-12-12 Chao Min , Guoyong Liao , Guoquan Wen , Yingjun Li , Xing Guo

A rich set of frequentist model averaging methods has been developed, but their applications have largely been limited to point prediction, as measuring prediction uncertainty in general settings remains an open problem. In this paper we…

Econometrics · Economics 2025-10-21 Zhongjun Qu , Wendun Wang , Xiaomeng Zhang

This paper introduces an efficient sub-model ensemble framework aimed at enhancing the interpretability of medical deep learning models, thus increasing their clinical applicability. By generating uncertainty maps, this framework enables…

Machine Learning · Computer Science 2024-11-11 Weijie Chen , Alan McMillan

Model-based reinforcement learning has the potential to be more sample efficient than model-free approaches. However, existing model-based methods are vulnerable to model bias, which leads to poor generalization and asymptotic performance…

Machine Learning · Computer Science 2019-06-27 Tung-Long Vuong , Kenneth Tran

Reward models are central to aligning large language models (LLMs) with human preferences. Yet most approaches rely on pointwise reward estimates that overlook the epistemic uncertainty in reward models arising from limited human feedback.…

Machine Learning · Computer Science 2026-03-02 Daniel Yang , Samuel Stante , Florian Redhardt , Lena Libon , Parnian Kassraie , Ido Hakimi , Barna Pásztor , Andreas Krause

Uncertainty quantification is an important part of many performance critical applications. This paper provides a simple alternative to existing approaches such as ensemble learning and bayesian neural networks. By directly modeling the loss…

Machine Learning · Computer Science 2024-08-28 Yi Hung Lim