Related papers: Twin-Boot: Uncertainty-Aware Optimization via Onli…
This paper proposes a new algorithm -- the \underline{S}ingle-timescale Do\underline{u}ble-momentum \underline{St}ochastic \underline{A}pprox\underline{i}matio\underline{n} (SUSTAIN) -- for tackling stochastic unconstrained bilevel…
Machine learning proves effective in constructing dynamics models from data, especially for underwater vehicles. Continuous refinement of these models using incoming data streams, however, often requires storage of an overwhelming amount of…
Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…
Fine-grained medical image classification is challenged by subtle inter-class variations and visually ambiguous cases, where confidence estimates often exhibit uncertainty rather than being overconfident. In such scenarios, purely…
In this work, we propose a novel deep bootstrap framework for nonparametric regression based on conditional diffusion models. Specifically, we construct a conditional diffusion model to learn the distribution of the response variable given…
We propose a bootstrap-based test to detect a mean shift in a sequence of high-dimensional observations with unknown time-varying heteroscedasticity. The proposed test builds on the U-statistic based approach in Wang et al. (2022), targets…
We study the convergence of gradient flow for the training of deep neural networks. If Residual Neural Networks are a popular example of very deep architectures, their training constitutes a challenging optimization problem due notably to…
Contrary to common belief, we show that gradient ascent-based unconstrained optimization methods frequently fail to perform machine unlearning, a phenomenon we attribute to the inherent statistical dependence between the forget and retain…
Epoch-wise double descent is the phenomenon where generalisation performance improves beyond the point of overfitting, resulting in a generalisation curve exhibiting two descents under the course of learning. Understanding the mechanisms…
We present a novel approach for training deep neural networks in a Bayesian way. Classical, i.e. non-Bayesian, deep learning has two major drawbacks both originating from the fact that network parameters are considered to be deterministic.…
In this paper, we approach the problem of uncertainty quantification in deep learning through a predictive framework, which captures uncertainty in model parameters by specifying our assumptions about the predictive distribution of unseen…
Geostatistical modeling of the reservoir intrinsic properties starts only with sparse data available. These estimates will depend largely on the number of wells and their location. The drilling costs are so high that they do not allow new…
Fitting an unknown number of hyperplanes to data is a fundamental yet challenging problem in machine learning, characterized by its non-convexity, non-differentiability, and unknown model order. Existing approaches often struggle with local…
We propose a novel and robust online function-on-scalar regression technique via geometric median to learn associations between functional responses and scalar covariates based on massive or streaming datasets. The online estimation…
Decomposing prediction uncertainty into aleatoric (irreducible) and epistemic (reducible) components is critical for the reliable deployment of machine learning systems. While the mutual information between the response variable and model…
This article describes a multivariate polynomial regression method where the uncertainty of the input parameters are approximated with Gaussian distributions, derived from the central limit theorem for large weighted sums, directly from the…
Deep learning provides a powerful tool for machine perception when the observations resemble the training data. However, real-world robotic systems must react intelligently to their observations even in unexpected circumstances. This…
In this work, we present methodologies for the quantification of confidence in bottom-up coarse-grained models for molecular and macromolecular systems. Coarse-graining methods have been extensively used in the past decades in order to…
Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps.…
Deep learning is increasingly being applied in safety-critical domains. For these scenarios it is important to know the level of uncertainty in a model's prediction to ensure appropriate decisions are made by the system. Deep ensembles are…