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In this paper we introduce a novel way of estimating prediction uncertainty in deep networks through the use of uncertainty surrogates. These surrogates are features of the penultimate layer of a deep network that are forced to match…

Machine Learning · Computer Science 2021-04-19 Radhakrishna Achanta , Natasa Tagasovska

Obtaining heteroscedastic predictive uncertainties from a Bayesian Neural Network (BNN) is vital to many applications. Often, heteroscedastic aleatoric uncertainties are learned as outputs of the BNN in addition to the predictive means,…

Machine Learning · Computer Science 2026-05-01 David J. Schodt , Ryan Brown , Michael Merritt , Samuel Park , Delsin Menolascino , Mark A. Peot

Statistical learning algorithms provide a generally-applicable framework to sidestep time-consuming experiments, or accurate physics-based modeling, but they introduce a further source of error on top of the intrinsic limitations of the…

Chemical Physics · Physics 2024-05-17 Matthias Kellner , Michele Ceriotti

Laplace approximations are classic, computationally lightweight means for constructing Bayesian neural networks (BNNs). As in other approximate BNNs, one cannot necessarily expect the induced predictive uncertainty to be calibrated. Here we…

Machine Learning · Computer Science 2021-06-08 Agustinus Kristiadi , Matthias Hein , Philipp Hennig

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

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Machine Learning · Computer Science 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely

This study aims to comprehensively investigate the deep ensemble approach, an approximate Bayesian inference, in the multi-output regression task for predicting the aerodynamic performance of a missile configuration. To this end, the effect…

Machine Learning · Computer Science 2023-11-27 Sunwoong Yang , Kwanjung Yee

This paper describes a methodology for detecting anomalies from sequentially observed and potentially noisy data. The proposed approach consists of two main elements: (1) {\em filtering}, or assigning a belief or likelihood to each…

Machine Learning · Computer Science 2016-11-17 Maxim Raginsky , Rebecca Willett , Corinne Horn , Jorge Silva , Roummel Marcia

Real-world data contains aleatoric uncertainty - irreducible noise arising from imperfect measurements or from incomplete knowledge about the data generation process. Mean-variance estimation networks can learn this type of uncertainty but…

Machine Learning · Computer Science 2026-05-29 Jiaxiang Yi , Miguel A. Bessa

Uncertainty estimation in deep learning has become a leading research field in medical image analysis due to the need for safe utilisation of AI algorithms in clinical practice. Most approaches for uncertainty estimation require sampling…

Image and Video Processing · Electrical Eng. & Systems 2022-04-12 Kaisar Kushibar , Víctor Manuel Campello , Lidia Garrucho Moras , Akis Linardos , Petia Radeva , Karim Lekadir

Uncertainty estimation for unlabeled data is crucial to active learning. With a deep neural network employed as the backbone model, the data selection process is highly challenging due to the potential over-confidence of the model…

Machine Learning · Computer Science 2024-02-14 Xingjian Li , Pengkun Yang , Yangcheng Gu , Xueying Zhan , Tianyang Wang , Min Xu , Chengzhong Xu

Neural network ensembles, such as Bayesian neural networks (BNNs), have shown success in the areas of uncertainty estimation and robustness. However, a crucial challenge prohibits their use in practice. BNNs require a large number of…

Machine Learning · Computer Science 2022-07-15 Namuk Park , Songkuk Kim

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

Bayesian neural networks allow us to keep track of uncertainties, for example in top tagging, by learning a tagger output together with an error band. We illustrate the main features of Bayesian versions of established deep-learning…

High Energy Physics - Phenomenology · Physics 2020-01-22 Sven Bollweg , Manuel Haussmann , Gregor Kasieczka , Michel Luchmann , Tilman Plehn , Jennifer Thompson

Neural networks have proven successful at learning from complex data distributions by acting as universal function approximators. However, they are often overconfident in their predictions, which leads to inaccurate and miscalibrated…

Machine Learning · Computer Science 2021-02-23 Jeffrey Willette , Juho Lee , Sung Ju Hwang

We propose a new optimization framework for aleatoric uncertainty estimation in regression problems. Existing methods can quantify the error in the target estimation, but they tend to underestimate it. To obtain the predictive uncertainty…

Computer Vision and Pattern Recognition · Computer Science 2021-03-12 Takumi Kawashima , Qing Yu , Akari Asai , Daiki Ikami , Kiyoharu Aizawa

This paper addresses the classical problem of determining the sets of possible states of a linear discrete-time system subject to bounded disturbances from measurements corrupted by bounded noise. These so-called uncertainty sets evolve…

Optimization and Control · Mathematics 2014-05-08 Robin Hill , Yousong Luo , Uwe Schwerdtfeger

Deterministic neural networks (NNs) are increasingly being deployed in safety critical domains, where calibrated, robust, and efficient measures of uncertainty are crucial. In this paper, we propose a novel method for training non-Bayesian…

Machine Learning · Computer Science 2020-11-25 Alexander Amini , Wilko Schwarting , Ava Soleimany , Daniela Rus

Uncertainty sampling is a prevalent active learning algorithm that queries sequentially the annotations of data samples which the current prediction model is uncertain about. However, the usage of uncertainty sampling has been largely…

Machine Learning · Computer Science 2026-04-08 Shang Liu , Xiaocheng Li

This paper presents a novel machine-learning framework for reconstructing low-order gust-encounter flow field and lift coefficients from sparse, noisy surface pressure measurements. Our study thoroughly investigates the time-varying…

Machine Learning · Computer Science 2025-06-25 Hanieh Mousavi , Jeff D. Eldredge