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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…

机器学习 · 计算机科学 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…

统计方法学 · 统计学 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…

最优化与控制 · 数学 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…

机器学习 · 统计学 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…

最优化与控制 · 数学 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…

机器学习 · 统计学 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…

图像与视频处理 · 电气工程与系统科学 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…

机器学习 · 计算机科学 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…

计算机视觉与模式识别 · 计算机科学 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…

最优化与控制 · 数学 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…

人工智能 · 计算机科学 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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 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…

系统与控制 · 电气工程与系统科学 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…

计算与语言 · 计算机科学 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…

机器学习 · 计算机科学 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…

人工智能 · 计算机科学 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…

计算机视觉与模式识别 · 计算机科学 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…

机器学习 · 计算机科学 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…

计算工程、金融与科学 · 计算机科学 2026-04-13 Rileigh Bandy , Enrico Camporeale , Andong Hu , Thomas Berger , Rebecca Morrison