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Machine learning classifiers are probabilistic in nature, and thus inevitably involve uncertainty. Predicting the probability of a specific input to be correct is called uncertainty (or confidence) estimation and is crucial for risk…

Machine Learning · Computer Science 2023-01-11 Gabriella Chouraqui , Liron Cohen , Gil Einziger , Liel Leman

Accurate modelling and quantification of predictive uncertainty is crucial in deep learning since it allows a model to make safer decisions when the data is ambiguous and facilitates the users' understanding of the model's confidence in its…

Machine Learning · Statistics 2025-08-26 Soumyasundar Pal , Liheng Ma , Amine Natik , Yingxue Zhang , Mark Coates

Deep neural networks (NNs) are known to lack uncertainty estimates and struggle to incorporate new data. We present a method that mitigates these issues by converting NNs from weight space to function space, via a dual parameterization.…

Machine Learning · Statistics 2023-09-06 Aidan Scannell , Riccardo Mereu , Paul Chang , Ella Tamir , Joni Pajarinen , Arno Solin

Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…

Machine Learning · Computer Science 2024-01-05 Hamed Karimi , Reza Samavi

Deep neural network(DNN) based classifiers do extremely well in discriminating between observations, resulting in higher ROC AUC and accuracy metrics, but their outputs are often miscalibrated with respect to true event likelihoods.…

Machine Learning · Computer Science 2025-12-30 Dhruv Nigam

Deep neural networks (DNNs) are becoming more prevalent in important safety-critical applications, where reliability in the prediction is paramount. Despite their exceptional prediction capabilities, current DNNs do not have an implicit…

Machine Learning · Computer Science 2021-05-14 David Betancourt , Rafi Muhanna

In this paper, we adopt conformal prediction, a distribution-free uncertainty quantification (UQ) framework, to obtain confidence prediction intervals with coverage guarantees for Deep Operator Network (DeepONet) regression. Initially, we…

Machine Learning · Computer Science 2024-02-26 Christian Moya , Amirhossein Mollaali , Zecheng Zhang , Lu Lu , Guang Lin

Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal…

Machine Learning · Statistics 2019-10-29 Raanan Y. Rohekar , Yaniv Gurwicz , Shami Nisimov , Gal Novik

Reliable uncertainty quantification is critical in high-stakes applications, such as medical diagnosis, where confidently incorrect predictions can erode trust in automated decision-making systems. Traditional uncertainty quantification…

Image and Video Processing · Electrical Eng. & Systems 2025-10-21 Hassan Gharoun , Mohammad Sadegh Khorshidi , Fang Chen , Amir H. Gandomi

Deep neural networks (DNN) are prone to miscalibrated predictions, often exhibiting a mismatch between the predicted output and the associated confidence scores. Contemporary model calibration techniques mitigate the problem of…

Machine Learning · Computer Science 2022-12-21 Ramya Hebbalaguppe , Rishabh Patra , Tirtharaj Dash , Gautam Shroff , Lovekesh Vig

Uncertainty quantification (UQ) in deep learning regression is of wide interest, as it supports critical applications including sequential decision making and risk-sensitive tasks. In heteroskedastic regression, where the uncertainty of the…

Machine Learning · Computer Science 2026-03-03 Mikkel Jordahn , Jonas Vestergaard Jensen , James Harrison , Michael Riis Andersen , Mikkel N. Schmidt

We propose a generic framework to calibrate accuracy and confidence of a prediction in deep neural networks through stochastic inferences. We interpret stochastic regularization using a Bayesian model, and analyze the relation between…

Machine Learning · Computer Science 2019-04-25 Seonguk Seo , Paul Hongsuck Seo , Bohyung Han

Uncertainty quantification (UQ) is important for reliability assessment and enhancement of machine learning models. In deep learning, uncertainties arise not only from data, but also from the training procedure that often injects…

Machine Learning · Statistics 2023-11-13 Ziyi Huang , Henry Lam , Haofeng Zhang

Due to the growing adoption of deep neural networks in many fields of science and engineering, modeling and estimating their uncertainties has become of primary importance. Despite the growing literature about uncertainty quantification in…

Machine Learning · Computer Science 2023-02-15 Brian Staber , Sébastien Da Veiga

Accurate probabilistic predictions are essential for optimal decision making. While neural network miscalibration has been studied primarily in classification, we investigate this in the less-explored domain of regression. We conduct the…

Machine Learning · Computer Science 2023-06-08 Victor Dheur , Souhaib Ben Taieb

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

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

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

We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…

Machine Learning · Statistics 2022-10-24 Jeahan Jung , Minseok Choi

Due to their increasing spread, confidence in neural network predictions became more and more important. However, basic neural networks do not deliver certainty estimates or suffer from over or under confidence. Many researchers have been…

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