Related papers: Measuring Uncertainty Calibration
In many safety-critical applications such as autonomous driving and surgical robots, it is desirable to obtain prediction uncertainties from object detection modules to help support safe decision-making. Specifically, such modules need to…
Accurate probabilistic predictions can be characterized by two properties -- calibration and sharpness. However, standard maximum likelihood training yields models that are poorly calibrated and thus inaccurate -- a 90% confidence interval…
Machine learning can significantly improve performance for decision-making under uncertainty across a wide range of domains. However, ensuring robustness guarantees requires well-calibrated uncertainty estimates, which can be difficult to…
Uncertainty in probabilistic classifiers predictions is a key concern when models are used to support human decision making, in broader probabilistic pipelines or when sensitive automatic decisions have to be taken. Studies have shown that…
Bayesian inference is often implemented using approximations, which can yield interval estimates that are too narrow, not fully capturing the uncertainty in the posterior distribution. We address the question of how to adjust these…
Language Models (LMs) have shown promising performance in natural language generation. However, as LMs often generate incorrect or hallucinated responses, it is crucial to correctly quantify their uncertainty in responding to given inputs.…
To build robust, fair, and safe AI systems, we would like our classifiers to say ``I don't know'' when facing test examples that are difficult or fall outside of the training classes.The ubiquitous strategy to predict under uncertainty is…
The confidence calibration of deep learning-based perception models plays a crucial role in their reliability. Especially in the context of autonomous driving, downstream tasks like prediction and planning depend on accurate confidence…
This paper studies the problem of post-hoc calibration of machine learning classifiers. We introduce the following desiderata for uncertainty calibration: (a) accuracy-preserving, (b) data-efficient, and (c) high expressive power. We show…
We provide another look at the statistical calibration problem in computer models. This viewpoint is inspired by two overarching practical considerations of computer models: (i) many computer models are inadequate for perfectly modeling…
Robustly and accurately localizing objects in real-world environments can be challenging due to noisy data, hardware limitations, and the inherent randomness of physical systems. To account for these factors, existing works estimate the…
Quantitative characterizations and estimations of uncertainty are of fundamental importance in optimization and decision-making processes. Herein, we propose intuitive scores, which we call certainty and doubt, that can be used in both a…
Modern data-driven applications that make real-time decisions increasingly depend on advanced sensors which use pre-stored calibration data. In such applications, accurate characterization of sensor output uncertainty is important for…
We study the empirical likelihood approach to construct confidence intervals for the optimal value and the optimality gap of a given solution, henceforth quantify the statistical uncertainty of sample average approximation, for optimization…
Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…
Binary classification is highly used in credit scoring in the estimation of probability of default. The validation of such predictive models is based both on rank ability, and also on calibration (i.e. how accurately the probabilities…
Rule-based classification models described in the language of logic directly predict boolean values, rather than modeling a probability and translating it into a prediction as done in statistical models. The vast majority of existing…
Calibration parameters in deterministic computer experiments are those attributes that cannot be measured or available in physical experiments. Kennedy and O'Hagan \cite{kennedy2001bayesian} suggested an approach to estimate them by using…
Classifier calibration has received recent attention from the machine learning community due both to its practical utility in facilitating decision making, as well as the observation that modern neural network classifiers are poorly…
In this PhD thesis, we propose a novel framework for uncertainty quantification in machine learning, which is based on proper scores. Uncertainty quantification is an important cornerstone for trustworthy and reliable machine learning…