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This work introduces an efficient novel approach for epistemic uncertainty estimation for ensemble models for regression tasks using pairwise-distance estimators (PaiDEs). Utilizing the pairwise-distance between model components, these…

Machine Learning · Computer Science 2025-09-29 Lucas Berry , David Meger

This paper proposes strategies for designing a system whose computational model is subject to aleatory and epistemic uncertainty. Aleatory variables, which are caused by randomness in physical parameters, are draws from a possibly unknown…

Methodology · Statistics 2026-02-18 Luis G. Crespo

This paper provides a non-robust interpretation of the distributionally robust optimization (DRO) problem by relating the distributional uncertainties to the chance probabilities. Our analysis allows a decision-maker to interpret the size…

Optimization and Control · Mathematics 2020-09-22 Qi Wu , Shumin Ma , Cheuk Hang Leung , Wei Liu , Nanbo Peng

Neural network classifiers trained with cross-entropy loss achieve strong predictive accuracy but lack the capability to provide inherent predictive uncertainty estimates, thus requiring external techniques to obtain these estimates. In…

Machine Learning · Statistics 2026-04-08 Courtney Franzen , Farhad Pourkamali-Anaraki

Recommender systems play an essential role in online services by providing personalized item lists to support users' decision-making processes. While collaborative filtering methods can achieve high accuracy, it is crucial to consider not…

Optimization and Control · Mathematics 2026-03-24 Tomoya Yanagi , Shunnosuke Ikeda , Ken Kobayashi , Yuichi Takano

We propose a Distributionally Robust Optimization (DRO) formulation with a Wasserstein-based uncertainty set for selecting grouped variables under perturbations on the data for both linear regression and classification problems. The…

Machine Learning · Statistics 2020-06-12 Ruidi Chen , Ioannis Ch. Paschalidis

Background and objective: Uncertainty quantification is a pivotal field that contributes to realizing reliable and robust systems. It becomes instrumental in fortifying safe decisions by providing complementary information, particularly…

Image and Video Processing · Electrical Eng. & Systems 2024-03-19 Jamil Fayyad , Shadi Alijani , Homayoun Najjaran

Adequate uncertainty representation and quantification have become imperative in various scientific disciplines, especially in machine learning and artificial intelligence. As an alternative to representing uncertainty via one single…

Machine Learning · Computer Science 2023-06-19 Yusuf Sale , Michele Caprio , Eyke Hüllermeier

A set of novel approaches for estimating epistemic uncertainty in deep neural networks with a single forward pass has recently emerged as a valid alternative to Bayesian Neural Networks. On the premise of informative representations, these…

Computer Vision and Pattern Recognition · Computer Science 2022-07-06 Janis Postels , Mattia Segu , Tao Sun , Luca Sieber , Luc Van Gool , Fisher Yu , Federico Tombari

We establish a connection between distributionally robust optimization (DRO) and classical robust statistics. We demonstrate that this connection arises naturally in the context of estimation under data corruption, where the goal is to…

Optimization and Control · Mathematics 2024-10-21 Gabriel Chan , Bart Van Parys , Amine Bennouna

Trustworthy ML systems should not only return accurate predictions, but also a reliable representation of their uncertainty. Bayesian methods are commonly used to quantify both aleatoric and epistemic uncertainty, but alternative…

Artificial Intelligence · Computer Science 2024-09-11 Mira Jürgens , Nis Meinert , Viktor Bengs , Eyke Hüllermeier , Willem Waegeman

Many existing transfer learning methods rely on leveraging information from source data that closely resembles the target data. However, this approach often overlooks valuable knowledge that may be present in different yet potentially…

Machine Learning · Computer Science 2023-09-14 Xin Xiong , Zijian Guo , Tianxi Cai

Graphs are playing a crucial role in different fields since they are powerful tools to unveil intrinsic relationships among signals. In many scenarios, an accurate graph structure representing signals is not available at all and that…

Machine Learning · Computer Science 2021-05-14 Xiang Zhang , Yinfei Xu , Qinghe Liu , Zhicheng Liu , Jian Lu , Qiao Wang

Design under uncertainty is a challenging problem, as a systems performance can be highly sensitive to variations in input parameters and model uncertainty. A conventional approach to addressing such problems is robust optimization, which…

Systems and Control · Electrical Eng. & Systems 2025-09-18 Maryam Ghasemzadeh , H M Dilshad Alam Digonta , Anand Balu Nellippallil , Anton van Beek

Understanding uncertainty in large language models remains a fundamental challenge, particularly in creative tasks where multiple valid outputs exist. We present a geometric framework using credal sets - convex hulls of probability…

Computation and Language · Computer Science 2025-09-30 Esteban Garces Arias , Julian Rodemann , Christian Heumann

Machine learning models provide statistically impressive results which might be individually unreliable. To provide reliability, we propose an Epistemic Classifier (EC) that can provide justification of its belief using support from the…

Machine Learning · Computer Science 2020-10-20 Chitresh Bhushan , Zhaoyuan Yang , Nurali Virani , Naresh Iyer

Large language models (LLMs) often produce confident yet incorrect responses, and uncertainty quantification is one potential solution to more robust usage. Recent works routinely rely on self-consistency to estimate aleatoric uncertainty…

Artificial Intelligence · Computer Science 2026-04-21 Kimia Hamidieh , Veronika Thost , Walter Gerych , Mikhail Yurochkin , Marzyeh Ghassemi

Knowledge distillation enables fast and effective transfer of features learned from a bigger model to a smaller one. However, distillation objectives are susceptible to sub-population shifts, a common scenario in medical imaging analysis…

Computer Vision and Pattern Recognition · Computer Science 2023-11-02 Konstantinos Vilouras , Xiao Liu , Pedro Sanchez , Alison Q. O'Neil , Sotirios A. Tsaftaris

The inaccuracy of neural network models on inputs that do not stem from the training data distribution is both problematic and at times unrecognized. Model uncertainty estimation can address this issue, where uncertainty estimates are often…

Machine Learning · Computer Science 2020-02-14 Siddhartha Jain , Ge Liu , Jonas Mueller , David Gifford

Computational models support high-stakes decisions across engineering and science, and practitioners increasingly seek probabilistic predictions to quantify uncertainty in such models. Existing approaches generate predictions either by…

Computational Engineering, Finance, and Science · Computer Science 2026-04-13 Rileigh Bandy , Enrico Camporeale , Andong Hu , Thomas Berger , Rebecca Morrison
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