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Uncertainty estimation is important for ensuring safety and robustness of AI systems. While most research in the area has focused on un-structured prediction tasks, limited work has investigated general uncertainty estimation approaches for…

Machine Learning · Statistics 2021-02-12 Andrey Malinin , Mark Gales

For incomplete preference relations that are represented by multiple priors and/or multiple -- possibly multivariate -- utility functions, we define a certainty equivalent as well as the utility buy and sell prices and indifference price…

Optimization and Control · Mathematics 2021-04-06 Birgit Rudloff , Firdevs Ulus

In the present article we use the quantum formalism to describe the effects of risk and ambiguity in decision theory. The main idea is that the probabilities in the classic theory of expected utility are estimated probabilities, and thus do…

General Physics · Physics 2011-09-21 Riccardo Franco

Machine learning in asset pricing typically predicts expected returns as point estimates, ignoring uncertainty. We develop new methods to construct forecast confidence intervals for expected returns obtained from neural networks. We show…

Econometrics · Economics 2025-03-04 Yuan Liao , Xinjie Ma , Andreas Neuhierl , Linda Schilling

The Choquet integral is a powerful aggregation operator which lists many well-known models as its special cases. We look at these special cases and provide their axiomatic analysis. In cases where an axiomatization has been previously given…

Economics · Quantitative Finance 2016-12-01 Mikhail Timonin

We provide sufficient conditions under which a utility function may be recovered from a finite choice experiment. Identification, as is commonly understood in decision theory, is not enough. We provide a general recoverability result that…

Theoretical Economics · Economics 2023-01-30 Christopher P. Chambers , Federico Echenique , Nicolas S. Lambert

Bayesian inference can quantify uncertainty in the predictions of neural networks using posterior distributions for model parameters and network output. By looking at these posterior distributions, one can separate the origin of uncertainty…

Machine Learning · Computer Science 2023-11-23 H. Linander , O. Balabanov , H. Yang , B. Mehlig

This paper examines the quantities used by MYCIN to reason with uncertainty, called certainty factors. It is shown that the original definition of certainty factors is inconsistent with the functions used in MYCIN to combine the quantities.…

Artificial Intelligence · Computer Science 2013-04-15 David Heckerman

Understanding AI systems' inner workings is critical for ensuring value alignment and safety. This review explores mechanistic interpretability: reverse engineering the computational mechanisms and representations learned by neural networks…

Artificial Intelligence · Computer Science 2024-08-27 Leonard Bereska , Efstratios Gavves

Humans learn from catastrophic mistakes not through numerical penalties, but through qualitative suffering that reshapes who they are. Current AI safety approaches replicate none of this. Reward shaping captures magnitude, not meaning.…

Artificial Intelligence · Computer Science 2026-03-17 Pandurang Mopgar

The technique of forgetting in knowledge representation has been shown to be a powerful and useful knowledge engineering tool with widespread application. Yet, very little research has been done on how different policies of forgetting, or…

Artificial Intelligence · Computer Science 2025-04-14 Patrick Doherty , Andrzej Szalas

Recently, authors have studied inequalities involving expectations of selected functions viz. failure rate, mean residual life, aging intensity function and log-odds rate which are defined for left truncated random variables in reliability…

Statistics Theory · Mathematics 2016-04-27 Chanchal Kundu , Amit Ghosh

All machine learning algorithms use a loss, cost, utility or reward function to encode the learning objective and oversee the learning process. This function that supervises learning is a frequently unrecognized hyperparameter that…

Neural and Evolutionary Computing · Computer Science 2024-11-06 Mathew Mithra Noel , Arindam Banerjee , Yug Oswal , Geraldine Bessie Amali D , Venkataraman Muthiah-Nakarajan

Intelligent agents rely on AI/ML functionalities to predict the consequence of possible actions and optimise the policy. However, the effort of the research community in addressing prediction accuracy has been so intense (and successful)…

Machine Learning · Computer Science 2023-10-04 Gianluca Bontempi

Recent literature in the last Maximum Entropy workshop introduced an analogy between cumulative probability distributions and normalized utility functions. Based on this analogy, a utility density function can de defined as the derivative…

Artificial Intelligence · Computer Science 2009-11-10 Ali E. Abbas

A common assumption in the social learning literature is that agents exchange information in an unselfish manner. In this work, we consider the scenario where a subset of agents aims at driving the network beliefs to the wrong hypothesis.…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Konstantinos Ntemos , Virginia Bordignon , Stefan Vlaski , Ali H. Sayed

We propose a general approach to quantitatively assessing the risk and vulnerability of artificial intelligence (AI) systems to biased decisions. The guiding principle of the proposed approach is that any AI algorithm must outperform a…

Computers and Society · Computer Science 2024-08-13 Shun Ide , Allison Blunt , Djallel Bouneffouf

As AIs rapidly advance and become more agentic, the risk they pose is governed not only by their capabilities but increasingly by their propensities, including goals and values. Tracking the emergence of goals and values has proven a…

Artificial intelligence commonly refers to the science and engineering of artificial systems that can carry out tasks generally associated with requiring aspects of human intelligence, such as playing games, translating languages, and…

Artificial Intelligence · Computer Science 2025-02-11 Andreas Krause , Jonas Hübotter