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Recent performance breakthroughs in Artificial intelligence (AI) and Machine learning (ML), especially advances in Deep learning (DL), the availability of powerful, easy-to-use ML libraries (e.g., scikit-learn, TensorFlow, PyTorch.), and…

机器学习 · 计算机科学 2023-03-24 Mahmoud Yaseen , Xu Wu

Effective quantification of uncertainty is an essential and still missing step towards a greater adoption of deep-learning approaches in different applications, including mission-critical ones. In particular, investigations on the…

机器学习 · 计算机科学 2023-04-14 Marco Forgione , Dario Piga

Rigorous guarantees about the performance of predictive algorithms are necessary in order to ensure their responsible use. Previous work has largely focused on bounding the expected loss of a predictor, but this is not sufficient in many…

机器学习 · 计算机科学 2022-12-29 Jake C. Snell , Thomas P. Zollo , Zhun Deng , Toniann Pitassi , Richard Zemel

Deep Learning is a consolidated, state-of-the-art Machine Learning tool to fit a function when provided with large data sets of examples. However, in regression tasks, the straightforward application of Deep Learning models provides a point…

机器学习 · 计算机科学 2018-07-25 Axel Brando , Jose A. Rodríguez-Serrano , Mauricio Ciprian , Roberto Maestre , Jordi Vitrià

Uncertainty quantification is crucial in time series prediction, and quantile regression offers a valuable mechanism for uncertainty quantification which is useful for extreme value forecasting. Although deep learning models have been…

机器学习 · 计算机科学 2024-11-26 Jimmy Cheung , Smruthi Rangarajan , Amelia Maddocks , Xizhe Chen , Rohitash Chandra

Time series forecasting in real-world applications requires both high predictive accuracy and interpretable uncertainty quantification. Traditional point prediction methods often fail to capture the inherent uncertainty in time series data,…

机器学习 · 计算机科学 2026-02-05 Zhen Zhou , Zhirui Wang , Qi Hong , Yunyang Shi , Ziyuan Gu , Zhiyuan Liu

Recently, combinations of generative and Bayesian machine learning have been introduced in particle physics for both fast detector simulation and inference tasks. These neural networks aim to quantify the uncertainty on the generated…

机器学习 · 计算机科学 2024-11-21 Sebastian Bieringer , Sascha Diefenbacher , Gregor Kasieczka , Mathias Trabs

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…

机器学习 · 计算机科学 2024-11-04 Maohao Shen , J. Jon Ryu , Soumya Ghosh , Yuheng Bu , Prasanna Sattigeri , Subhro Das , Gregory W. Wornell

Deep neural network (DNN) regression models are widely used in applications requiring state-of-the-art predictive accuracy. However, until recently there has been little work on accurate uncertainty quantification for predictions from such…

统计方法学 · 统计学 2020-09-07 Nadja Klein , David J. Nott , Michael Stanley Smith

Data-driven model identification strategies can be used to obtain phenomenological models that capture the temporal evolution of observable data. While it is usually straightforward to obtain such a model from time series data, for instance…

动力系统 · 数学 2026-03-25 Mohamed Akrout , Dan Wilson

Precise estimation of predictive uncertainty in deep neural networks is a critical requirement for reliable decision-making in machine learning and statistical modeling, particularly in the context of medical AI. Conformal Prediction (CP)…

机器学习 · 计算机科学 2024-01-05 Hamed Karimi , Reza Samavi

Deep neural networks are often ignorant about what they do not know and overconfident when they make uninformed predictions. Some recent approaches quantify classification uncertainty directly by training the model to output high…

机器学习 · 计算机科学 2020-06-09 Murat Sensoy , Lance Kaplan , Federico Cerutti , Maryam Saleki

In this work, we consider the problem of estimating the probability distribution, the quantile or the conditional expectation above the quantile, the so called conditional-value-at-risk, of output quantities of complex random differential…

统计计算 · 统计学 2023-05-23 Quentin Ayoul-Guilmard , Sundar Ganesh , Sebastian Krumscheid , Fabio Nobile

Deep learning (DL) techniques have achieved great success in predictive accuracy in a variety of tasks, but deep neural networks (DNNs) are shown to produce highly overconfident scores for even abnormal samples. Well-defined uncertainty…

机器学习 · 计算机科学 2021-07-26 Yufei Li , Simin Chen , Wei Yang

Time-series with volatility clustering pose a unique challenge to uncertainty quantification (UQ) for returns forecasts. Methods for UQ such as Deep Evidential regression offer a simple way of quantifying return forecast uncertainty without…

统计金融 · 定量金融 2024-09-20 Steven Y. K. Wong , Jennifer S. K. Chan , Lamiae Azizi

Ubiquitous applications of Deep neural networks (DNNs) in different artificial intelligence systems have led to their adoption in solving challenging visualization problems in recent years. While sophisticated DNNs offer an impressive…

计算机视觉与模式识别 · 计算机科学 2024-06-28 Soumya Dutta , Faheem Nizar , Ahmad Amaan , Ayan Acharya

Virtual Diagnostic (VD) is a computational tool based on deep learning that can be used to predict a diagnostic output. VDs are especially useful in systems where measuring the output is invasive, limited, costly or runs the risk of…

加速器物理 · 物理学 2021-08-04 Owen Convery , Lewis Smith , Yarin Gal , Adi Hanuka

Data-driven forecasts of air quality have recently achieved more accurate short-term predictions. Despite their success, most of the current data-driven solutions lack proper quantifications of model uncertainty that communicate how much to…

机器学习 · 计算机科学 2021-12-07 Abdulmajid Murad , Frank Alexander Kraemer , Kerstin Bach , Gavin Taylor

Quantum Machine Learning (QML) presents as a revolutionary approach to weather forecasting by using quantum computing to improve predictive modeling capabilities. In this study, we apply QML models, including Quantum Gated Recurrent Units…

量子物理 · 物理学 2025-09-15 Saiyam Sakhuja , Shivanshu Siyanwal , Abhishek Tiwari , Britant , Savita Kashyap

This paper introduces a novel and scalable framework for uncertainty estimation and separation with applications in data driven modeling in science and engineering tasks where reliable uncertainty quantification is critical. Leveraging an…

机器学习 · 计算机科学 2024-12-19 Navid Ansari , Hans-Peter Seidel , Vahid Babaei