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Related papers: Post-Hoc Uncertainty Quantification in Pre-Trained…

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Reliable uncertainty estimates are crucial for deploying pretrained models; yet, many strong methods for quantifying uncertainty require retraining, Monte Carlo sampling, or expensive second-order computations and may alter a frozen…

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

While neural networks have demonstrated impressive performance across various tasks, accurately quantifying uncertainty in their predictions is essential to ensure their trustworthiness and enable widespread adoption in critical systems.…

Machine Learning · Statistics 2025-11-11 Joseph Wilson , Chris van der Heide , Liam Hodgkinson , Fred Roosta

Gaussian Process (GP) models have also become extremely useful for optimization under uncertainty algorithms, especially where the objective functions are costly to compute. Yet, the more classical methods usually adopt strategies that, in…

Optimization and Control · Mathematics 2025-07-22 Nishant Gadde

Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…

Machine Learning · Computer Science 2020-01-28 Evgenii Tsymbalov , Sergei Makarychev , Alexander Shapeev , Maxim Panov

Uncertainty estimation is essential for robust decision-making in the presence of ambiguous or out-of-distribution inputs. Gaussian Processes (GPs) are classical kernel-based models that offer principled uncertainty quantification and…

Machine Learning · Statistics 2026-04-30 Albert Saiapin , Kim Batselier

We propose stochastic, non-parametric activation functions that are fully learnable and individual to each neuron. Complexity and the risk of overfitting are controlled by placing a Gaussian process prior over these functions. The result is…

Machine Learning · Statistics 2017-12-01 Sebastian Urban , Marcus Basalla , Patrick van der Smagt

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

We address uncertainty quantification for Gaussian processes (GPs) under misspecified priors, with an eye towards Bayesian Optimization (BO). GPs are widely used in BO because they easily enable exploration based on posterior uncertainty…

Machine Learning · Statistics 2021-03-03 Willie Neiswanger , Aaditya Ramdas

It is known that neural networks have the problem of being over-confident when directly using the output label distribution to generate uncertainty measures. Existing methods mainly resolve this issue by retraining the entire model to…

Machine Learning · Computer Science 2022-12-15 Maohao Shen , Yuheng Bu , Prasanna Sattigeri , Soumya Ghosh , Subhro Das , Gregory Wornell

Deep neural networks are prone to overconfident predictions on outliers. Bayesian neural networks and deep ensembles have both been shown to mitigate this problem to some extent. In this work, we aim to combine the benefits of the two…

Machine Learning · Computer Science 2021-11-08 Runa Eschenhagen , Erik Daxberger , Philipp Hennig , Agustinus Kristiadi

The study of neural operators has paved the way for the development of efficient approaches for solving partial differential equations (PDEs) compared with traditional methods. However, most of the existing neural operators lack the…

Machine Learning · Statistics 2024-04-25 Sawan Kumar , Rajdip Nayek , Souvik Chakraborty

Gaussian Process (GP) regression has seen widespread use in robotics due to its generality, simplicity of use, and the utility of Bayesian predictions. The predominant implementation of GP regression is a nonparameteric kernel-based…

Robotics · Computer Science 2018-11-01 James Harrison , Apoorva Sharma , Marco Pavone

Uncertainty quantification is an important prerequisite for the deployment of deep learning models in safety-critical areas. Yet, this hinges on the uncertainty estimates being useful to the extent the prediction intervals are…

Machine Learning · Computer Science 2025-07-29 Dharmesh Tailor , Alvaro H. C. Correia , Eric Nalisnick , Christos Louizos

Uncertainty quantification (UQ) over graphs arises in a number of safety-critical applications in network science. The Gaussian process (GP), as a classical Bayesian framework for UQ, has been developed to handle graph-structured data by…

Machine Learning · Computer Science 2025-10-08 Jinwen Xu , Qin Lu , Georgios B. Giannakis

We propose a new, two-step empirical Bayes-type of approach for neural networks. We show in context of the nonparametric regression model that the procedure (up to a logarithmic factor) provides optimal recovery of the underlying functional…

Statistics Theory · Mathematics 2022-04-29 Stefan Franssen , Botond Szabó

Recently, there has been an increasing interest in performing post-hoc uncertainty estimation about the predictions of pre-trained deep neural networks (DNNs). Given a pre-trained DNN via back-propagation, these methods enhance the original…

Machine Learning · Computer Science 2024-12-06 Luis A. Ortega , Simón Rodríguez-Santana , Daniel Hernández-Lobato

Large neural networks trained on large datasets have become the dominant paradigm in machine learning. These systems rely on maximum likelihood point estimates of their parameters, precluding them from expressing model uncertainty. This may…

Machine Learning · Statistics 2024-05-01 Javier Antoran

We evaluate the uncertainty quality in neural networks using anomaly detection. We extract uncertainty measures (e.g. entropy) from the predictions of candidate models, use those measures as features for an anomaly detector, and gauge how…

Machine Learning · Statistics 2016-12-26 Ramon Oliveira , Pedro Tabacof , Eduardo Valle

One major impediment to the wider use of deep learning for clinical decision making is the difficulty of assigning a level of confidence to model predictions. Currently, deep Bayesian neural networks and sparse Gaussian processes are the…

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