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Deterministic neural nets have been shown to learn effective predictors on a wide range of machine learning problems. However, as the standard approach is to train the network to minimize a prediction loss, the resultant model remains…

Machine Learning · Computer Science 2018-11-02 Murat Sensoy , Lance Kaplan , Melih Kandemir

Traditional deep learning (DL) models are powerful classifiers, but many approaches do not provide uncertainties for their estimates. Uncertainty quantification (UQ) methods for DL models have received increased attention in the literature…

Machine Learning · Computer Science 2023-08-14 Daniel Ries , Joshua Michalenko , Tyler Ganter , Rashad Imad-Fayez Baiyasi , Jason Adams

We propose a numerical method for discovering unknown parameterized dynamical systems by using observational data of the state variables. Our method is built upon and extends the recent work of discovering unknown dynamical systems, in…

Numerical Analysis · Mathematics 2020-03-11 Tong Qin , Zhen Chen , John Jakeman , Dongbin Xiu

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

This book chapter introduces the principles and practical applications of uncertainty quantification in machine learning. It explains how to identify and distinguish between different types of uncertainty and presents methods for…

Machine Learning · Computer Science 2025-10-08 Hans Weytjens , Wouter Verbeke

The widespread use of Deep Neural Networks (DNNs) has recently resulted in their application to challenging scientific visualization tasks. While advanced DNNs demonstrate impressive generalization abilities, understanding factors like…

Graphics · Computer Science 2024-08-13 Atul Kumar , Siddharth Garg , Soumya Dutta

Deep learning models are being adopted and applied on various critical decision-making tasks, yet they are trained to provide point predictions without providing degrees of confidence. The trustworthiness of deep learning models can be…

Machine Learning · Computer Science 2024-10-28 Daniel Nolte , Souparno Ghosh , Ranadip Pal

Comprehensive evaluation of Large Language Models (LLMs) is an open research problem. Existing evaluations rely on deterministic point estimates generated via greedy decoding. However, we find that deterministic evaluations fail to capture…

Machine Learning · Computer Science 2025-03-04 Yan Scholten , Stephan Günnemann , Leo Schwinn

Assessing the predictive uncertainty of deep neural networks is crucial for safety-related applications of deep learning. Although Bayesian deep learning offers a principled framework for estimating model uncertainty, the common approaches…

Machine Learning · Computer Science 2024-03-06 Yookoon Park , David M. Blei

Uncertainty quantification is an important part of many performance critical applications. This paper provides a simple alternative to existing approaches such as ensemble learning and bayesian neural networks. By directly modeling the loss…

Machine Learning · Computer Science 2024-08-28 Yi Hung Lim

We evaluate two different methods for the integration of prediction uncertainty into diagnostic image classifiers to increase patient safety in deep learning. In the first method, Monte Carlo sampling is applied with dropout at test time to…

Image and Video Processing · Electrical Eng. & Systems 2019-08-05 Max-Heinrich Laves , Sontje Ihler , Tobias Ortmaier

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

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

Modern weather forecast models perform uncertainty quantification using ensemble prediction systems, which collect nonparametric statistics based on multiple perturbed simulations. To provide accurate estimation, dozens of such…

Machine Learning · Computer Science 2019-12-06 Peter Grönquist , Tal Ben-Nun , Nikoli Dryden , Peter Dueben , Luca Lavarini , Shigang Li , Torsten Hoefler

This paper proposes a paradigm of uncertainty injection for training deep learning model to solve robust optimization problems. The majority of existing studies on deep learning focus on the model learning capability, while assuming the…

Machine Learning · Computer Science 2023-02-28 Wei Cui , Wei Yu

Electricity price forecasting supports decision-making in energy markets and asset operation. Probabilistic forecasts are increasingly adopted to explicitly quantify uncertainty, typically issued as quantile predictions or ensembles of the…

Statistical Finance · Quantitative Finance 2026-04-22 Simon Hirsch , Florian Ziel

We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the…

Machine Learning · Computer Science 2019-04-25 Yonatan Geifman , Guy Uziel , Ran El-Yaniv

Deep learning (DL) techniques have achieved great success in predictive accuracy in a variety of tasks, but deep neural networks (DNNs) are shown to produce highly overconfident scores for even abnormal samples. Well-defined uncertainty…

Machine Learning · Computer Science 2021-07-26 Yufei Li , Simin Chen , Wei Yang

Deep Learning (DL) has made remarkable achievements in computer vision and adopted in safety critical domains such as medical imaging or autonomous drive. Thus, it is necessary to understand the uncertainty of the model to effectively…

Computer Vision and Pattern Recognition · Computer Science 2024-05-28 Hyekyoung Hwang , Jitae Shin

Uncertainty quantification is crucial to assess prediction quality of a machine learning model. In the case of Extreme Learning Machines (ELM), most methods proposed in the literature make strong assumptions on the data, ignore the…

Machine Learning · Statistics 2020-11-04 Fabian Guignard , Federico Amato , Mikhail Kanevski
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