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As machine learning systems get widely adopted for high-stake decisions, quantifying uncertainty over predictions becomes crucial. While modern neural networks are making remarkable gains in terms of predictive accuracy, characterizing…

Machine Learning · Computer Science 2019-06-14 Melanie F. Pradier , Weiwei Pan , Jiayu Yao , Soumya Ghosh , Finale Doshi-velez

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 can be classified as either aleatoric (intrinsic randomness) or epistemic (imperfect knowledge of parameters). The majority of frameworks assessing infectious disease risk consider only epistemic uncertainty. We only ever…

Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…

Machine Learning · Computer Science 2022-12-08 Anastasios N. Angelopoulos , Stephen Bates

Obtaining high certainty in predictive models is crucial for making informed and trustworthy decisions in many scientific and engineering domains. However, extensive experimentation required for model accuracy can be both costly and…

Machine Learning · Computer Science 2024-12-17 Giorgio Morales , John Sheppard

Graph Neural Networks (GNNs) are able to achieve high classification accuracy on many important real world datasets, but provide no rigorous notion of predictive uncertainty. Quantifying the confidence of GNN models is difficult due to the…

Machine Learning · Statistics 2024-01-10 Jase Clarkson

Credal predictors are models that are aware of epistemic uncertainty and produce a convex set of probabilistic predictions. They offer a principled way to quantify predictive epistemic uncertainty (EU) and have been shown to improve model…

Machine Learning · Computer Science 2026-02-27 Kaizheng Wang , Ghifari Adam Faza , Fabio Cuzzolin , Siu Lun Chau , David Moens , Hans Hallez

To solve a real-world problem, the modeler usually needs to make a trade-off between model complexity and usefulness. This is also true for robust optimization, where a wide range of models for uncertainty, so-called uncertainty sets, have…

Optimization and Control · Mathematics 2019-01-14 Francis Garuba , Marc Goerigk , Peter Jacko

Causal inference from observational data provides strong evidence for the best action in decision-making without performing expensive randomized trials. The effect of an action is usually not identifiable under unobserved confounding, even…

Machine Learning · Computer Science 2026-02-02 Md Musfiqur Rahman , Ziwei Jiang , Hilaf Hasson , Murat Kocaoglu

We show that ensembling effectively quantifies model uncertainty in Neural Radiance Fields (NeRFs) if a density-aware epistemic uncertainty term is considered. The naive ensembles investigated in prior work simply average rendered RGB…

Computer Vision and Pattern Recognition · Computer Science 2022-09-20 Niko Sünderhauf , Jad Abou-Chakra , Dimity Miller

Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…

Statistical Mechanics · Physics 2024-04-26 Vaiva Vasiliauskaite , Nino Antulov-Fantulin

This paper reconsiders the problem of testing the equality of two unspecified continuous distributions. The framework, which we propose, allows for readable and insightful data visualisation and helps to understand and quantify how two…

Methodology · Statistics 2025-03-04 Bogdan Ćmiel , Teresa Ledwina

We focus on credal nets, which are graphical models that generalise Bayesian nets to imprecise probability. We replace the notion of strong independence commonly used in credal nets with the weaker notion of epistemic irrelevance, which is…

Artificial Intelligence · Computer Science 2010-08-17 Gert de Cooman , Filip Hermans , Alessandro Antonucci , Marco Zaffalon

The correct way to quantify predictive uncertainty in neural networks remains a topic of active discussion. In particular, it is unclear whether the state-of-the art entropy decomposition leads to a meaningful representation of model, or…

Machine Learning · Computer Science 2025-04-07 Lisa Wimmer , Bernd Bischl , Ludwig Bothmann

Supervised masking approaches in the time-frequency domain aim to employ deep neural networks to estimate a multiplicative mask to extract clean speech. This leads to a single estimate for each input without any guarantees or measures of…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-16 Huajian Fang , Dennis Becker , Stefan Wermter , Timo Gerkmann

Estimating uncertainty in deep learning models is critical for reliable decision-making in high-stakes applications such as medical imaging. Prior research has established that the difference between an input sample and its reconstructed…

Machine Learning · Computer Science 2026-01-28 Xinran Xu , Li Rong Wang , Xiuyi Fan

This paper questions the effectiveness of a modern predictive uncertainty quantification approach, called \emph{evidential deep learning} (EDL), in which a single neural network model is trained to learn a meta distribution over the…

Machine Learning · Computer Science 2024-11-04 Maohao Shen , J. Jon Ryu , Soumya Ghosh , Yuheng Bu , Prasanna Sattigeri , Subhro Das , Gregory W. Wornell

Various strategies for active learning have been proposed in the machine learning literature. In uncertainty sampling, which is among the most popular approaches, the active learner sequentially queries the label of those instances for…

Machine Learning · Computer Science 2019-09-04 Vu-Linh Nguyen , Sébastien Destercke , Eyke Hüllermeier

This paper investigates the use of probabilistic neural networks (PNNs) to model aleatoric uncertainty, which refers to the inherent variability in the input-output relationships of a system, often characterized by unequal variance or…

Machine Learning · Statistics 2024-02-22 Farhad Pourkamali-Anaraki , Jamal F. Husseini , Scott E. Stapleton

Fitting models to data is an important part of the practice of science. Advances in machine learning have made it possible to fit more -- and more complex -- models, but have also exacerbated a problem: when multiple models fit the data…

Methodology · Statistics 2025-10-27 Alexandre René , André Longtin
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