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Deep learning has achieved impressive performance on many tasks in recent years. However, it has been found that it is still not enough for deep neural networks to provide only point estimates. For high-risk tasks, we need to assess the…

Machine Learning · Computer Science 2021-04-28 Yuandu Lai , Yucheng Shi , Yahong Han , Yunfeng Shao , Meiyu Qi , Bingshuai Li

Quantitative characterizations and estimations of uncertainty are of fundamental importance in optimization and decision-making processes. Herein, we propose intuitive scores, which we call certainty and doubt, that can be used in both a…

The idea to distinguish and quantify two important types of uncertainty, often referred to as aleatoric and epistemic, has received increasing attention in machine learning research in the last couple of years. In this paper, we consider…

Machine Learning · Computer Science 2021-12-13 Mohammad Hossein Shaker , Eyke Hüllermeier

Educators must make decisions about learner expectations and skills on which to focus when it comes to laboratory activities. There are various approaches but the general pattern is to encourage students to measure ordered pairs, plot a…

Physics Education · Physics 2023-03-30 Kevin L. Haglin

Exploration is a significant challenge in practical reinforcement learning (RL), and uncertainty-aware exploration that incorporates the quantification of epistemic and aleatory uncertainty has been recognized as an effective exploration…

Machine Learning · Computer Science 2024-01-08 Parvin Malekzadeh , Ming Hou , Konstantinos N. Plataniotis

Conformal prediction methods create prediction bands with distribution-free guarantees but do not explicitly capture epistemic uncertainty, which can lead to overconfident predictions in data-sparse regions. Although recent conformal scores…

Machine Learning · Statistics 2025-06-11 Luben M. C. Cabezas , Vagner S. Santos , Thiago R. Ramos , Rafael Izbicki

Reliable estimation of predictive uncertainty is crucial for machine learning applications, particularly in high-stakes scenarios where hedging against risks is essential. Despite its significance, there is no universal agreement on how to…

Machine Learning · Computer Science 2025-06-17 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

In this paper, we present a formal quantification of epistemic uncertainty induced by numerical solutions of ordinary and partial differential equation models. Numerical solutions of differential equations contain inherent uncertainties due…

Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…

Machine Learning · Computer Science 2025-05-19 Christopher Bülte , Yusuf Sale , Timo Löhr , Paul Hofman , Gitta Kutyniok , Eyke Hüllermeier

The uncertainty measurement of classifiers' predictions is especially important in applications such as medical diagnoses that need to ensure limited human resources can focus on the most uncertain predictions returned by machine learning…

Machine Learning · Computer Science 2019-07-18 Xuchao Zhang , Fanglan Chen , Chang-Tien Lu , Naren Ramakrishnan

Predictions of uncertainty-aware models are diverse, ranging from single point estimates (often averaged over prediction samples) to predictive distributions, to set-valued or credal-set representations. We propose a novel unified…

Machine Learning · Computer Science 2025-02-18 Shireen Kudukkil Manchingal , Muhammad Mubashar , Kaizheng Wang , Fabio Cuzzolin

We introduce a new information-theoretic formulation of quantum measurement uncertainty relations, based on the notion of relative entropy between measurement probabilities. In the case of a finite-dimensional system and for any approximate…

Mathematical Physics · Physics 2018-03-02 Alberto Barchielli , Matteo Gregoratti , Alessandro Toigo

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

Uncertainty Quantification (UQ) research has primarily focused on closed-book factual question answering (QA), while contextual QA remains unexplored, despite its importance in real-world applications. In this work, we focus on UQ for the…

The notion of uncertainty is of major importance in machine learning and constitutes a key element of machine learning methodology. In line with the statistical tradition, uncertainty has long been perceived as almost synonymous with…

Machine Learning · Computer Science 2021-06-24 Eyke Hüllermeier , Willem Waegeman

Uncertainty is an essential consideration for time series forecasting tasks. In this work, we specifically focus on quantifying the uncertainty of traffic forecasting. To achieve this, we develop Deep Spatio-Temporal Uncertainty…

Machine Learning · Computer Science 2022-08-12 Weizhu Qian , Dalin Zhang , Yan Zhao , Kai Zheng , James J. Q. Yu

In context-specific applications such as robotics, telecommunications, and healthcare, artificial intelligence systems often face the challenge of limited training data. This scarcity introduces epistemic uncertainty, i.e., reducible…

Information Theory · Computer Science 2026-03-17 Osvaldo Simeone , Yaniv Romano

Applying a machine learning model for decision-making in the real world requires to distinguish what the model knows from what it does not. A critical factor in assessing the knowledge of a model is to quantify its predictive uncertainty.…

Machine Learning · Computer Science 2023-11-15 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

Epistemic Uncertainty is a measure of the lack of knowledge of a learner which diminishes with more evidence. While existing work focuses on using the variance of the Bayesian posterior due to parameter uncertainty as a measure of epistemic…

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