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This paper proposes a paradigm of uncertainty injection for training deep learning model to solve robust optimization problems. The majority of existing studies on deep learning focus on the model learning capability, while assuming the…

Machine Learning · Computer Science 2023-02-28 Wei Cui , Wei Yu

Data-driven prediction of fluid flow and temperature distribution in marine and aerospace engineering has received extensive research and demonstrated its potential in real-time prediction recently. However, usually large amounts of…

Fluid Dynamics · Physics 2023-08-02 Yanfang Lyu , Xiaoyu Zhao , Zhiqiang Gong , Xiao Kang , Wen Yao

Accurate quantification of uncertainty in neural network predictions remains a central challenge for scientific applications involving high-dimensional, correlated data. While existing methods capture either aleatoric or epistemic…

Machine Learning · Computer Science 2025-08-26 Harrison J. Goldwyn , Mitchell Krock , Johann Rudi , Daniel Getter , Julie Bessac

Monitoring changes inside a reservoir in real time is crucial for the success of CO2 injection and long-term storage. Machine learning (ML) is well-suited for real-time CO2 monitoring because of its computational efficiency. However, most…

Geophysics · Physics 2022-12-12 Yanhua Liu , Xitong Zhang , Ilya Tsvankin , Youzuo Lin

Two of the most significant challenges in uncertainty quantification pertain to the high computational cost for simulating complex physical models and the high dimension of the random inputs. In applications of practical interest, both of…

Computational Engineering, Finance, and Science · Computer Science 2022-09-02 Jonas Nitzler , Jonas Biehler , Niklas Fehn , Phaedon-Stelios Koutsourelakis , Wolfgang A. Wall

Uncertainty quantification is a critical aspect of reinforcement learning and deep learning, with numerous applications ranging from efficient exploration and stable offline reinforcement learning to outlier detection in medical…

Machine Learning · Computer Science 2025-03-27 Moritz A. Zanger , Pascal R. Van der Vaart , Wendelin Böhmer , Matthijs T. J. Spaan

Quantifying the uncertainty in model parameters and output is a critical component in model-driven decision support systems for groundwater management. This paper presents a novel algorithmic approach which fuses Markov Chain Monte Carlo…

Computation · Statistics 2021-05-26 Mikkel B. Lykkegaard , Tim J. Dodwell , David Moxey

Advances in deep neural network (DNN) based molecular property prediction have recently led to the development of models of remarkable accuracy and generalization ability, with graph convolution neural networks (GCNNs) reporting…

Machine Learning · Computer Science 2019-10-09 Gabriele Scalia , Colin A. Grambow , Barbara Pernici , Yi-Pei Li , William H. Green

Deep hedging trains neural networks to manage derivative risk under market frictions, but produces hedge ratios with no measure of model confidence -- a significant barrier to deployment. We introduce uncertainty quantification to the deep…

Computational Finance · Quantitative Finance 2026-03-12 Manan Poddar

Physics-constrained neural networks are commonly employed to enhance prediction robustness compared to purely data-driven models, achieved through the inclusion of physical constraint losses during the model training process. However, one…

Machine Learning · Computer Science 2024-02-06 Hao Zhou , Sibo Cheng , Rossella Arcucci

In principle, deep learning models trained on medical time-series, including wearable photoplethysmography (PPG) sensor data, can provide a means to continuously monitor physiological parameters outside of clinical settings. However, there…

Outer loop tasks such as optimization, uncertainty quantification or inference can easily become intractable when the underlying high-fidelity model is computationally expensive. Similarly, data-driven architectures typically require large…

Machine Learning · Computer Science 2025-12-03 Cristian J. Villatoro , Gianluca Geraci , Daniele E. Schiavazzi

Uncertainty estimation aims to evaluate the confidence of a trained deep neural network. However, existing uncertainty estimation approaches rely on low-dimensional distributional assumptions and thus suffer from the high dimensionality of…

Machine Learning · Computer Science 2023-10-26 Tsai Hor Chan , Kin Wai Lau , Jiajun Shen , Guosheng Yin , Lequan Yu

With rapid adoption of deep learning in critical applications, the question of when and how much to trust these models often arises, which drives the need to quantify the inherent uncertainties. While identifying all sources that account…

Machine Learning · Statistics 2019-11-22 Jayaraman J. Thiagarajan , Bindya Venkatesh , Prasanna Sattigeri , Peer-Timo Bremer

As machine learning (ML) models are increasingly deployed in high-stakes domains, trustworthy uncertainty quantification (UQ) is critical for ensuring the safety and reliability of these models. Traditional UQ methods rely on specifying a…

Machine Learning · Statistics 2025-05-14 Abhineet Agarwal , Michael Xiao , Rebecca Barter , Omer Ronen , Boyu Fan , Bin Yu

Predicting the spatiotemporal variation in streamflow along with uncertainty quantification enables decision-making for sustainable management of scarce water resources. Process-based hydrological models (aka physics-based models) are based…

Uncertainty quantification based on stochastic spectral methods suffers from the curse of dimensionality. This issue was mitigated recently by low-rank tensor methods. However, there exist two fundamental challenges in low-rank tensor-based…

Numerical Analysis · Mathematics 2021-02-03 Zichang He , Zheng Zhang

Neural network (NN) potentials promise highly accurate molecular dynamics (MD) simulations within the computational complexity of classical MD force fields. However, when applied outside their training domain, NN potential predictions can…

Chemical Physics · Physics 2023-07-28 Stephan Thaler , Gregor Doehner , Julija Zavadlav

Machine learning has become an effective tool for automatically annotating unstructured data (e.g., images) with structured labels (e.g., object detections). As a result, a new programming paradigm called neurosymbolic programming has…

Programming Languages · Computer Science 2024-05-28 Ramya Ramalingam , Sangdon Park , Osbert Bastani

An in-depth understanding of uncertainty is the first step to making effective decisions under uncertainty. Deep/machine learning (ML/DL) has been hugely leveraged to solve complex problems involved with processing high-dimensional data.…

Artificial Intelligence · Computer Science 2022-06-15 Zhen Guo , Zelin Wan , Qisheng Zhang , Xujiang Zhao , Feng Chen , Jin-Hee Cho , Qi Zhang , Lance M. Kaplan , Dong H. Jeong , Audun Jøsang