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Related papers: A Review and Classification of Model Uncertainty

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The widespread adoption of machine learning surrogate models has significantly improved the scale and complexity of systems and processes that can be explored accurately and efficiently using atomistic modeling. However, the inherently…

Chemical Physics · Physics 2025-03-13 Federico Grasselli , Sanggyu Chong , Venkat Kapil , Silvia Bonfanti , Kevin Rossi

Existing approaches to model uncertainty typically either compare models using a quantitative model selection criterion or evaluate posterior model probabilities having set a prior. In this paper, we propose an alternative strategy which…

Methodology · Statistics 2025-03-26 Vik Shirvaikar , Stephen G. Walker , Chris Holmes

Quantifying and managing uncertainties that occur when data-driven models such as those provided by AI and machine learning methods are applied is crucial. This whitepaper provides a brief motivation and first overview of the state of the…

Machine Learning · Computer Science 2018-11-29 Michael Kläs

Reliable uncertainty quantification is essential for the use of machine learning in physics, where scientific discoveries depend on validated probabilistic statements. We provide a structured overview of uncertainty quantification in ML for…

Machine Learning · Statistics 2026-05-12 Manuel Haußmann , Ramon Winterhalder , Maria Ubiali

We use decision theory to confront uncertainty that is sufficiently broad to incorporate "models as approximations." We presume the existence of a featured collection of what we call "structured models" that have explicit substantive…

Theoretical Economics · Economics 2022-08-22 Simone Cerreia-Vioglio , Lars Peter Hansen , Fabio Maccheroni , Massimo Marinacci

Model uncertainty has been one prominent issue both in the theory of risk measures and in practice such as financial risk management and regulation. Motivated by this observation, in this paper, we take a new perspective to describe the…

Theoretical Economics · Economics 2025-04-14 Shuo Gong , Yijun Hu , Linxiao Wei

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

The ubiquity of machine learning based predictive models in modern society naturally leads people to ask how trustworthy those models are? In predictive modeling, it is quite common to induce a trade-off between accuracy and…

Machine Learning · Computer Science 2019-04-05 John Mitros , Brian Mac Namee

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

In a real expert system, one may have unreliable, unconfident, conflicting estimates of the value for a particular parameter. It is important for decision making that the information present in this aggregate somehow find its way into use.…

Artificial Intelligence · Computer Science 2013-04-15 Henry Hamburger

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

Uncertainty may be taken to characterize inferences, their conclusions, their premises or all three. Under some treatments of uncertainty, the inferences itself is never characterized by uncertainty. We explore both the significance of…

Artificial Intelligence · Computer Science 2013-02-18 Henry E. Kyburg

Interpretable classification models are built with the purpose of providing a comprehensible description of the decision logic to an external oversight agent. When considered in isolation, a decision tree, a set of classification rules, or…

Machine Learning · Computer Science 2019-03-18 Riccardo Guidotti , Salvatore Ruggieri

Quantifying uncertainty in a model's predictions is important as it enables the safety of an AI system to be increased by acting on the model's output in an informed manner. This is crucial for applications where the cost of an error is…

Computer Vision and Pattern Recognition · Computer Science 2021-05-31 Aria Khoshsirat

Model explanations can be valuable for interpreting and debugging predictive models. We study a specific kind called Concept Explanations, where the goal is to interpret a model using human-understandable concepts. Although popular for…

Machine Learning · Computer Science 2024-04-08 Vihari Piratla , Juyeon Heo , Katherine M. Collins , Sukriti Singh , Adrian Weller

The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…

Quantitative Methods · Quantitative Biology 2015-08-17 André Chalom , Paulo Inácio de Knegt López de Prado

Many important computer vision applications are naturally formulated as regression problems. Within medical imaging, accurate regression models have the potential to automate various tasks, helping to lower costs and improve patient…

Machine Learning · Computer Science 2023-11-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

Recent research in machine learning has given rise to a flourishing literature on the quantification and decomposition of model uncertainty. This information can be very useful during interactions with the learner, such as in active…

Machine Learning · Computer Science 2024-09-13 Arthur Hoarau , Vincent Lemaire

Uncertainty in machine learning is not generally taught as general knowledge in Machine Learning course curricula. In this paper we propose a short curriculum for a course about uncertainty in machine learning, and complement the course…

Machine Learning · Computer Science 2021-08-20 Matias Valdenegro-Toro

The method of model averaging has become an important tool to deal with model uncertainty, for example in situations where a large amount of different theories exist, as are common in economics. Model averaging is a natural and formal…

Applications · Statistics 2019-02-05 Mark F. J. Steel