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Uncertainty quantification (UQ) helps to make trustworthy predictions based on collected observations and uncertain domain knowledge. With increased usage of deep learning in various applications, the need for efficient UQ methods that can…

Machine Learning · Computer Science 2021-11-09 Olga Graf , Pablo Flores , Pavlos Protopapas , Karim Pichara

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

In this work, we present a novel application of an uncertainty-quantification framework called Deep Evidential Learning in the domain of radiotherapy dose prediction. Using medical images of the Open Knowledge-Based Planning Challenge…

Machine Learning · Computer Science 2024-09-24 Hai Siong Tan , Kuancheng Wang , Rafe Mcbeth

Epistemic Uncertainty is a measure of the lack of knowledge of a learner which diminishes with more evidence. While existing work focuses on using the variance of the Bayesian posterior due to parameter uncertainty as a measure of epistemic…

This work reveals an evidential signal that emerges from the uncertainty value in Evidential Deep Learning (EDL). EDL is one example of a class of uncertainty-aware deep learning approaches designed to provide confidence (or epistemic…

Machine Learning · Computer Science 2023-10-20 Cai Davies , Marc Roig Vilamala , Alun D. Preece , Federico Cerutti , Lance M. Kaplan , Supriyo Chakraborty

The role of uncertainty quantification (UQ) in deep learning has become crucial with growing use of predictive models in high-risk applications. Though a large class of methods exists for measuring deep uncertainties, in practice, the…

Machine Learning · Statistics 2019-11-01 Bindya Venkatesh , Jayaraman J. Thiagarajan

The accurate representation of epistemic uncertainty is a challenging yet essential task in machine learning. A widely used representation corresponds to convex sets of probabilistic predictors, also known as credal sets. One popular way of…

Machine Learning · Computer Science 2025-07-30 Mira Jürgens , Thomas Mortier , Eyke Hüllermeier , Viktor Bengs , Willem Waegeman

In high-stakes risk prediction, quantifying uncertainty through interval-valued predictions is essential for reliable decision-making. However, standard evaluation tools like the receiver operating characteristic (ROC) curve and the area…

Machine Learning · Computer Science 2026-02-05 Yuqi Li , Matthew M. Engelhard

Quantifying uncertainty is important for actionable predictions in real-world applications. A crucial part of predictive uncertainty quantification is the estimation of epistemic uncertainty, which is defined as an integral of the product…

Machine Learning · Computer Science 2023-10-25 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Günter Klambauer , Sepp Hochreiter

Active learning algorithms have become increasingly popular for training models with limited data. However, selecting data for annotation remains a challenging problem due to the limited information available on unseen data. To address this…

Computer Vision and Pattern Recognition · Computer Science 2023-07-26 Md Abdul Kadir , Hasan Md Tusfiqur Alam , Daniel Sonntag

As machine learning (ML) models are increasingly deployed in high-stakes domains, trustworthy uncertainty quantification (UQ) is critical for ensuring the safety and reliability of these models. Traditional UQ methods rely on specifying a…

Machine Learning · Statistics 2025-05-14 Abhineet Agarwal , Michael Xiao , Rebecca Barter , Omer Ronen , Boyu Fan , Bin Yu

Deep neural networks lack interpretability and tend to be overconfident, which poses a serious problem in safety-critical applications like autonomous driving, medical imaging, or machine vision tasks with high demands on reliability.…

Computer Vision and Pattern Recognition · Computer Science 2024-03-27 Steven Landgraf , Kira Wursthorn , Markus Hillemann , Markus Ulrich

Uncertainty quantification (UQ) is a crucial but challenging task in many high-dimensional regression or learning problems to increase the confidence of a given predictor. We develop a new data-driven approach for UQ in regression that…

Machine Learning · Computer Science 2024-07-19 Frederik Hoppe , Claudio Mayrink Verdun , Hannah Laus , Felix Krahmer , Holger Rauhut

A crucial requirement for machine learning algorithms is not only to perform well, but also to show robustness and adaptability when encountering novel scenarios. One way to achieve these characteristics is to endow the deep learning models…

Computer Vision and Pattern Recognition · Computer Science 2025-02-26 Eduardo Aguilar , Bogdan Raducanu , Petia Radeva

Accurate estimation of uncertainty in deep learning is critical for deploying models in high-stakes domains such as medical diagnosis and autonomous decision-making, where overconfident predictions can lead to harmful outcomes. In practice,…

Machine Learning · Computer Science 2026-03-12 Xinran Xu , Xiuyi Fan

Evidential Deep Learning (EDL) is an emerging method for uncertainty estimation that provides reliable predictive uncertainty in a single forward pass, attracting significant attention. Grounded in subjective logic, EDL derives Dirichlet…

Machine Learning · Computer Science 2024-10-02 Mengyuan Chen , Junyu Gao , Changsheng Xu

Defects are unavoidable in casting production owing to the complexity of the casting process. While conventional human-visual inspection of casting products is slow and unproductive in mass productions, an automatic and reliable defect…

Computer Vision and Pattern Recognition · Computer Science 2021-07-27 Maryam Habibpour , Hassan Gharoun , AmirReza Tajally , Afshar Shamsi , Hamzeh Asgharnezhad , Abbas Khosravi , Saeid Nahavandi

Uncertainty quantification in time series prediction is challenging due to the temporal dependence and distribution shift on sequential data. Conformal inference provides a pivotal and flexible instrument for assessing the uncertainty of…

Machine Learning · Statistics 2025-09-09 Junxi Wu , Dongjian Hu , Yajie Bao , Shu-Tao Xia , Changliang Zou

Machine Learning has invariantly found its way into various Credit Risk applications. Due to the intrinsic nature of Credit Risk, quantifying the uncertainty of the predicted risk metrics is essential, and applying uncertainty-aware deep…

Risk Management · Quantitative Finance 2023-12-12 Ashish Dhiman

The quantification of uncertainty is important for the adoption of machine learning, especially to reject out-of-distribution (OOD) data back to human experts for review. Yet progress has been slow, as a balance must be struck between…

Machine Learning · Computer Science 2022-09-12 Derek Everett , Andre T. Nguyen , Luke E. Richards , Edward Raff