Uncertainty quantification in machine learning for engineering design and health prognostics: A tutorial

V Nemani, L Biggio, X Huan, Z Hu, O Fink… - … Systems and Signal …, 2023 - Elsevier
On top of machine learning (ML) models, uncertainty quantification (UQ) functions as an
essential layer of safety assurance that could lead to more principled decision making by …

Deep deterministic uncertainty: A new simple baseline

J Mukhoti, A Kirsch, J van Amersfoort… - Proceedings of the …, 2023 - openaccess.thecvf.com
Reliable uncertainty from deterministic single-forward pass models is sought after because
conventional methods of uncertainty quantification are computationally expensive. We take …

Bayesian uncertainty quantification for machine-learned models in physics

Y Gal, P Koumoutsakos, F Lanusse, G Louppe… - Nature Reviews …, 2022 - nature.com
Being able to quantify uncertainty when comparing a theoretical or computational model to
observations is critical to conducting a sound scientific investigation. With the rise of data …

Shifts: A dataset of real distributional shift across multiple large-scale tasks

A Malinin, N Band, G Chesnokov, Y Gal… - arXiv preprint arXiv …, 2021 - arxiv.org
There has been significant research done on developing methods for improving robustness
to distributional shift and uncertainty estimation. In contrast, only limited work has examined …

Epistemic neural networks

I Osband, Z Wen, SM Asghari… - Advances in …, 2023 - proceedings.neurips.cc
Intelligence relies on an agent's knowledge of what it does not know. This capability can be
assessed based on the quality of joint predictions of labels across multiple inputs. In …

[PDF][PDF] Deterministic neural networks with inductive biases capture epistemic and aleatoric uncertainty

J Mukhoti, A Kirsch, J van Amersfoort… - arXiv preprint arXiv …, 2021 - gatsby.ucl.ac.uk
We show that a single softmax neural net with minimal changes can beat the uncertainty
predictions of Deep Ensembles and other more complex single-forward-pass uncertainty …

Densehybrid: Hybrid anomaly detection for dense open-set recognition

M Grcić, P Bevandić, S Šegvić - European Conference on Computer …, 2022 - Springer
Anomaly detection can be conceived either through generative modelling of regular training
data or by discriminating with respect to negative training data. These two approaches …

The promises and pitfalls of deep kernel learning

SW Ober, CE Rasmussen… - Uncertainty in Artificial …, 2021 - proceedings.mlr.press
Deep kernel learning and related techniques promise to combine the representational
power of neural networks with the reliable uncertainty estimates of Gaussian processes. One …

Deup: Direct epistemic uncertainty prediction

S Lahlou, M Jain, H Nekoei, VI Butoi, P Bertin… - arXiv preprint arXiv …, 2021 - arxiv.org
Epistemic Uncertainty is a measure of the lack of knowledge of a learner which diminishes
with more evidence. While existing work focuses on using the variance of the Bayesian …

A simple approach to improve single-model deep uncertainty via distance-awareness

JZ Liu, S Padhy, J Ren, Z Lin, Y Wen, G Jerfel… - Journal of Machine …, 2023 - jmlr.org
Accurate uncertainty quantification is a major challenge in deep learning, as neural
networks can make overconfident errors and assign high confidence predictions to out-of …