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Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher

Recent work in Natural Language Processing has focused on developing approaches that extract faithful explanations, either via identifying the most important tokens in the input (i.e. post-hoc explanations) or by designing inherently…

Computation and Language · Computer Science 2022-03-02 George Chrysostomou , Nikolaos Aletras

Deep neural networks have demonstrated remarkable performance across numerous learning tasks but often suffer from miscalibration, resulting in unreliable probability outputs. This has inspired many recent works on mitigating…

Machine Learning · Computer Science 2025-09-23 Wenjian Huang , Guiping Cao , Jiahao Xia , Jingkun Chen , Hao Wang , Jianguo Zhang

We introduce the notion of heterogeneous calibration that applies a post-hoc model-agnostic transformation to model outputs for improving AUC performance on binary classification tasks. We consider overconfident models, whose performance is…

Machine Learning · Statistics 2022-02-11 David Durfee , Aman Gupta , Kinjal Basu

While pre-trained large-scale deep models have garnered attention as an important topic for many downstream natural language processing (NLP) tasks, such models often make unreliable predictions on out-of-distribution (OOD) inputs. As such,…

Computation and Language · Computer Science 2022-10-18 Dhanasekar Sundararaman , Nikhil Mehta , Lawrence Carin

Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…

Machine Learning · Computer Science 2022-06-07 Valentin Arkov

Uncertainty estimation is an essential step in the evaluation of the robustness for deep learning models in computer vision, especially when applied in risk-sensitive areas. However, most state-of-the-art deep learning models either fail to…

Computer Vision and Pattern Recognition · Computer Science 2022-01-12 Lu Mi , Hao Wang , Yonglong Tian , Hao He , Nir Shavit

This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce…

Machine Learning · Computer Science 2024-06-12 Andres Altieri , Marco Romanelli , Georg Pichler , Florence Alberge , Pablo Piantanida

Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible data uncertainty and uncertainty due to…

Machine Learning · Statistics 2018-12-03 Andrey Malinin , Mark Gales

Deep unsupervised anomaly detection has seen improvements in a supervised binary classification paradigm in which auxiliary external data is included in the training set as anomalous data in a process referred to as outlier exposure, which…

Machine Learning · Computer Science 2025-03-26 Sean Gloumeau

In modern data analysis, it is common to use machine learning methods to predict outcomes on unlabeled datasets and then use these pseudo-outcomes in subsequent statistical inference. Inference in this setting is often called…

Methodology · Statistics 2024-11-04 Feng Gan , Wanfeng Liang , Changliang Zou

The validity of statistical inference depends critically on how data are collected. When data gathered through active data collection (ADC) are reused for a post-hoc inferential task, conventional inference can fail because the sampling is…

Machine Learning · Statistics 2026-05-13 Shuichi Nishino , Tomohiro Shiraishi , Teruyuki Katsuoka , Ichiro Takeuchi

Neural Networks (NNs) have been extensively used for a wide spectrum of real-world regression tasks, where the goal is to predict a numerical outcome such as revenue, effectiveness, or a quantitative result. In many such tasks, the point…

Machine Learning · Computer Science 2020-06-05 Xin Qiu , Elliot Meyerson , Risto Miikkulainen

When implementing prediction models for high-stakes real-world applications such as medicine, finance, and autonomous systems, quantifying prediction uncertainty is critical for effective risk management. Traditional approaches to…

Machine Learning · Statistics 2025-04-29 Junting Ren , Armin Schwartzman

Probabilistic predictions from neural networks which account for predictive uncertainty during classification is crucial in many real-world and high-impact decision making settings. However, in practice most datasets are trained on…

Machine Learning · Computer Science 2022-09-30 Satya Borgohain , Klaus Ackermann , Ruben Loaiza-Maya

Deep Neural Networks (DNNs), despite their tremendous success in recent years, could still cast doubts on their predictions due to the intrinsic uncertainty associated with their learning process. Ensemble techniques and post-hoc…

Machine Learning · Computer Science 2022-03-03 Chunwei Ma , Ziyun Huang , Jiayi Xian , Mingchen Gao , Jinhui Xu

Probability calibration for deep models is highly desirable in safety-critical applications such as medical imaging. It makes output probabilities of deep networks interpretable, by aligning prediction probability with the actual accuracy…

Computer Vision and Pattern Recognition · Computer Science 2022-09-16 Cheng Ouyang , Shuo Wang , Chen Chen , Zeju Li , Wenjia Bai , Bernhard Kainz , Daniel Rueckert

This paper addresses the problem of selective classification for deep neural networks, where a model is allowed to abstain from low-confidence predictions to avoid potential errors. We focus on so-called post-hoc methods, which replace the…

Machine Learning · Computer Science 2025-06-23 Luís Felipe P. Cattelan , Danilo Silva

Machine learning models are widely applied in various fields. Stakeholders often use post-hoc feature importance methods to better understand the input features' contribution to the models' predictions. The interpretation of the importance…

Machine Learning · Statistics 2024-04-19 Bitya Neuhof , Yuval Benjamini

Since state-of-the-art uncertainty estimation methods are often computationally demanding, we investigate whether incorporating prior information can improve uncertainty estimates in conventional deep neural networks. Our focus is on…

Machine Learning · Computer Science 2025-03-21 Fabian Denoodt , José Oramas