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相关论文: Model-Free Local Recalibration of Neural Networks

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A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameters is formulated as training…

计算金融 · 定量金融 2020-02-03 Shuaiqiang Liu , Anastasia Borovykh , Lech A. Grzelak , Cornelis W. Oosterlee

Artificial neural networks (ANNs) are powerful machine learning methods used in many modern applications such as facial recognition, machine translation, and cancer diagnostics. A common issue with ANNs is that they usually have millions or…

机器学习 · 统计学 2023-05-08 Lars Skaaret-Lund , Geir Storvik , Aliaksandr Hubin

Artificial Neural Networks (ANN) have been employed for a range of modelling and prediction tasks using financial data. However, evidence on their predictive performance, especially for time-series data, has been mixed. Whereas some…

风险管理 · 定量金融 2022-05-17 Philipp Ratz

Accurate probabilistic predictions are essential for optimal decision making. While neural network miscalibration has been studied primarily in classification, we investigate this in the less-explored domain of regression. We conduct the…

机器学习 · 计算机科学 2023-06-08 Victor Dheur , Souhaib Ben Taieb

Deep Neural Networks (DNNs) are powerful tools for various computer vision tasks, yet they often struggle with reliable uncertainty quantification - a critical requirement for real-world applications. Bayesian Neural Networks (BNN) are…

机器学习 · 计算机科学 2023-12-27 Gianni Franchi , Olivier Laurent , Maxence Leguéry , Andrei Bursuc , Andrea Pilzer , Angela Yao

In recent years Deep Neural Networks (DNNs) have been rapidly developed in various applications, together with increasingly complex architectures. The performance gain of these DNNs generally comes with high computational costs and large…

机器学习 · 计算机科学 2017-12-05 Yiren Zhou , Seyed-Mohsen Moosavi-Dezfooli , Ngai-Man Cheung , Pascal Frossard

Neural networks have proven successful at learning from complex data distributions by acting as universal function approximators. However, they are often overconfident in their predictions, which leads to inaccurate and miscalibrated…

机器学习 · 计算机科学 2021-02-23 Jeffrey Willette , Juho Lee , Sung Ju Hwang

Deep neural networks (DNN) are prone to miscalibrated predictions, often exhibiting a mismatch between the predicted output and the associated confidence scores. Contemporary model calibration techniques mitigate the problem of…

机器学习 · 计算机科学 2022-12-21 Ramya Hebbalaguppe , Rishabh Patra , Tirtharaj Dash , Gautam Shroff , Lovekesh Vig

Although various linear log-distance path loss models have been developed, advanced models are requiring to more accurately and flexibly represent the path loss for complex environments such as the urban area. This letter proposes an…

机器学习 · 计算机科学 2019-04-05 Chanshin Park , Daniel K. Tettey , Han-Shin Jo

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

Recent advances in deep learning have shown that uncertainty estimation is becoming increasingly important in applications such as medical imaging, natural language processing, and autonomous systems. However, accurately quantifying…

机器学习 · 计算机科学 2023-07-04 Uddeshya Upadhyay , Jae Myung Kim , Cordelia Schmidt , Bernhard Schölkopf , Zeynep Akata

In this paper, we consider the uncertainty quantification problem for regression models. Specifically, we consider an individual calibration objective for characterizing the quantiles of the prediction model. While such an objective is…

机器学习 · 计算机科学 2023-10-27 Shang Liu , Zhongze Cai , Xiaocheng Li

Existing adaptive bias techniques, which seek to estimate free energies and physical properties from molecular simulations, are limited by their reliance on fixed kernels or basis sets which hinder their ability to efficiently conform to…

统计力学 · 物理学 2018-04-04 Hythem Sidky , Jonathan K. Whitmer

Model calibration, which is concerned with how frequently the model predicts correctly, not only plays a vital part in statistical model design, but also has substantial practical applications, such as optimal decision-making in the real…

机器学习 · 统计学 2023-01-18 Erdong Guo , David Draper , Maria De Iorio

Rapid development in numerical modelling of materials and the complexity of new models increases quickly together with their computational demands. Despite the growing performance of modern computers and clusters, calibration of such models…

神经与进化计算 · 计算机科学 2016-03-08 Tomáš Mareš , Eliška Janouchová , Anna Kučerová

Deep neural networks have been shown to be highly miscalibrated. often they tend to be overconfident in their predictions. It poses a significant challenge for safety-critical systems to utilise deep neural networks (DNNs), reliably. Many…

机器学习 · 计算机科学 2022-05-05 Aditya Singh , Alessandro Bay , Biswa Sengupta , Andrea Mirabile

Conventional model quantization methods use a fixed quantization scheme to different data samples, which ignores the inherent "recognition difficulty" differences between various samples. We propose to feed different data samples with…

计算机视觉与模式识别 · 计算机科学 2022-04-22 Chen Tang , Haoyu Zhai , Kai Ouyang , Zhi Wang , Yifei Zhu , Wenwu Zhu

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs,…

机器学习 · 统计学 2017-11-07 Balaji Lakshminarayanan , Alexander Pritzel , Charles Blundell

Deep learning models, including modern systems like large language models, are well known to offer unreliable estimates of the uncertainty of their decisions. In order to improve the quality of the confidence levels, also known as…

机器学习 · 计算机科学 2024-04-15 Jiayi Huang , Sangwoo Park , Osvaldo Simeone

Graph neural networks (GNNs) have been shown to be astonishingly capable models for molecular property prediction, particularly as surrogates for expensive density functional theory calculations of relaxed energy for novel material…

机器学习 · 计算机科学 2024-08-27 Joseph Musielewicz , Janice Lan , Matt Uyttendaele , John R. Kitchin
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