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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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146292437583 · Jun 202019922001200920172026
48 results for prediction uncertainty

Proposes a method to quantify uncertainty in graph neural networks for node classification.

problem Uncertainty in graph neural networks for node classification.
method Bayesian uncertainty propagation (BUP) method embedding GNNs in a Bayesian framework.
result Demonstrates superior performance of the proposed method on benchmark datasets.

The paper proposes a framework for information-theoretic predictive uncertainty measures.

problem The need for reliable estimation of predictive uncertainty in machine learning.
method Revisiting core concepts, categorizing predictive uncertainty measures based on model and approximation of true distribution.
result Identification of conditions under which certain predictive uncertainty measures excel.

Paper decomposes risk into aleatoric and epistemic uncertainties and generates predictive uncertainty measures.

problem Unclear relationships between various predictive uncertainty measures in literature.
method Bayesian estimation to decompose risk into aleatoric and epistemic uncertainties, generating different predictive uncertainty measures.
result Experimental validation confirms usefulness of derived predictive uncertainty measures for detecting out-of-distribution and misclassified instances.

This paper tackles uncertainty in deep learning for construction of prediction intervals.

problem Deep learning models lack the ability to provide reliable prediction intervals for high-risk tasks.
method The authors design a special loss function to learn both aleatory and epistemic uncertainties without requiring uncertainty labels.
result The method constructs prediction intervals that are competitive with state-of-the-art methods on publicly available datasets.

ConfEviSurrogate improves surrogate model accuracy and uncertainty quantification.

problem Uncertainty in surrogate models hinders reliable analysis.
method Introduces ConfEviSurrogate, a novel model that learns evidential distributions, separates uncertainty sources, and provides reliable prediction intervals.
result Demonstrates accurate predictions and robust uncertainty estimates in various simulations.

Bayesian inference improves neural network predictions by separating aleatoric and epistemic uncertainties.

problem Improving prediction accuracy of neural networks by quantifying and separating uncertainties.
method Approximated posterior distributions using deep ensembles for various neural network architectures.
result Prediction accuracy depends on both aleatoric and epistemic uncertainties, not just marginalized uncertainty.

Improved measure of predictive uncertainty for machine learning models.

problem Current measure of predictive uncertainty assumes BMA predictive distribution is equivalent to true model's distribution.
method Introduced a new measure based on information theory to correct the assumption.
result Our measure behaves more reasonably in synthetic tasks and is advantageous in real-world applications.

New method calibrates uncertainty in molecular property predictions.

problem Uncalibrated uncertainty estimates in molecular property predictions.
method Message Passing Neural Networks with calibrated probabilistic predictive distribution.
result Accurate molecular formation energy predictions with well-calibrated uncertainty.

Paper introduces conformal prediction for reliable uncertainty quantification in landmark localization.

problem Systematic underestimation of total predictive uncertainty in landmark localization.
method Conformal prediction framework for multi-output regression, generating flexible prediction regions.
result Methods outperform existing approaches in validity and efficiency across 2D and 3D datasets.

Two-step conformal prediction method for adaptive bounding box uncertainties in multi-object detection.

problem Quantifying predictive uncertainty for multi-object detection in safety-critical applications.
method Developed a two-step conformal prediction approach to propagate uncertainty in predicted class labels into bounding box uncertainties, ensuring coverage for incorrectly classified objects.
result Desired coverage levels are satisfied with practically tight predictive uncertainty intervals on real-world datasets.

GeoConformal predicts spatial uncertainty without relying on specific models.

problem Measuring uncertainty in spatial predictions to enhance model credibility.
method GeoConformal Prediction integrates geographical weighting into conformal prediction.
result GeoConformal achieves higher coverage rates in uncertainty assessment compared to Bootstrap methods.

Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible data uncertainty and uncertainty due to distributional mismatch between the test and training data distributions. Differe…

2018-02-28abs ↗pdf ↗

Unified Uncertainty Calibration improves AI predictions by combining different types of uncertainty.

problem AI classifiers struggle with uncertainty, leading to miscalibrated predictions and poor performance.
method Unified Uncertainty Calibration (U2C) combines aleatoric and epistemic uncertainties to improve prediction quality.
result U2C outperforms traditional reject-or-classify methods across various ImageNet benchmarks.

Proposes a method to estimate drug sensitivity uncertainty using deep regression forests.

problem Lack of confidence intervals in deep learning models for critical tasks.
method Uses Deep Regression Forests to estimate variance and uncertainty for drug sensitivity prediction.
result Improves efficiency and coverage of uncertainty estimates for drug sensitivity predictions.

Paper introduces a new uncertainty measure for misclassification detection.

problem Effective detection of unreliable model predictions in machine learning.
method Data-driven measure of uncertainty relative to an observer based on soft-predictions.
result Demonstrates improved misclassification detection over state-of-the-art methods.

PostNet predicts uncertainty without OOD data, improving OOD detection and calibration.

problem Accurate uncertainty estimation for safe systems.
method PostNet uses Normalizing Flows to learn individual posterior distributions over predicted probabilities.
result PostNet achieves state-of-the-art results in OOD detection and uncertainty calibration.

Proposes a new criterion for reliable uncertainty estimation in deep neural networks.

problem Inability of existing approaches to provide reliable uncertainty estimates for deep neural networks.
method Develops a density uncertainty layer architecture that satisfies the proposed criterion.
result Density uncertainty layers provide more reliable uncertainty estimates and robust out-of-distribution detection.

Paper quantifies uncertainty in probabilistic models using Gaussian Processes.

problem Assessing reliability of probabilistic machine learning predictions.
method Systematic framework for estimating epistemic and aleatoric uncertainty, using Gaussian Processes and Monte Carlo sampling.
result Effective approach for quantifying prediction confidence in probabilistic models.

Proposes UTC method for stock price prediction with uncertainty quantification.

problem Lack of uncertainty estimates in stock prediction methods.
method Combines TC method with probabilistic modeling for point and uncertainty predictions.
result UTC method achieves higher returns and lower risks than baselines.

Proposes a new network for accurate predictions and uncertainty estimation.

problem Uncertainty estimation in regression predictions without sacrificing accuracy.
method Decoupled two-stage training process with custom loss function.
result Reduces prediction error by 23-34% while maintaining 95% PICP.

Improved vehicle motion prediction with uncertainty estimation.

problem Robust motion prediction for autonomous vehicles, especially under distributional shift.
method Presented an approach significantly improving the benchmark and taking 2nd place on the leaderboard.
result Significantly improved motion prediction and uncertainty measurement.

Proposes a new model for time-to-event prediction with uncertainty quantification.

problem Lack of uncertainty in time-to-event predictions using recurrent neural networks.
method Deep Kernel Accelerated Failure Time models combining RNN and sparse Gaussian Process.
result Model delivers better uncertainty estimates compared to related methods.

Proposes a simple method to explain aleatoric uncertainty in neural networks.

problem Lack of transparent explanations for uncertainty estimates in AI models.
method Adapting a neural network with Gaussian output to estimate predictive variance and applying explainers to the variance output.
result The proposed method explains uncertainty more reliably than complex approaches and outperforms them in most settings.

UnKGCP generates prediction intervals for uncertain knowledge graphs with statistical guarantees.

problem Lack of quantified predictive uncertainty in existing UnKGE methods.
method Proposes extsc{UnKGCP} framework using conformal prediction with a novel nonconformity measure.
result Sharp prediction intervals effectively capture predictive uncertainty in diverse UnKGE methods.

Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for regression tasks which often arise in real-world systems. We show that the existing d…

2019-05-28abs ↗pdf ↗

Conformal prediction sets improve human decision making by quantifying model uncertainty.

problem Humans signal uncertainty and offer alternatives when unsure, but machine learning models often lack this feature.
method Conducted a randomized controlled trial with human subjects given conformal prediction sets.
result Human accuracy improves when given conformal prediction sets compared to fixed-size prediction sets.

Paper discusses optimal CP for second-order predictions.

problem How to incorporate second-order predictions into conformal prediction.
method Introduces Bernoulli prediction sets (BPS) for second-order predictions and applies conformal risk control for compromised validity.
result BPS provides the smallest prediction sets with conditional coverage.

Benchmark assesses fairness in algorithmic uncertainty, revealing consistent and calibrated estimates improve fairness.

problem Challenges in managing uncertainty in fairness evaluations for predictive algorithms.
method Introduces FairlyUncertain, an axiomatic benchmark for evaluating uncertainty in fairness.
result Consistent and calibrated uncertainty estimates improve fairness without explicit fairness interventions.

New method improves uncertainty estimation in Bayesian deep learning models.

problem Underestimation of predictive uncertainty in Neural Linear Models (NLMs).
method Proposes a novel training method to capture useful predictive uncertainties and incorporate domain knowledge.
result Traditional training procedures for NLMs can drastically underestimate uncertainty in data-scarce regions.

Study decomposes uncertainty in HK-distribution parameter estimation for QUS.

problem Uncertainty in HK-distribution parameter estimation for quantitative ultrasound.
method Bayesian Neural Networks (BNNs) for parameter estimation and uncertainty decomposition.
result Decomposes total predictive uncertainty into epistemic and aleatoric components.

A new method for measuring prediction uncertainty in classifiers.

problem Measuring uncertainty of predictions from machine learning methods.
method Density Based Calibration (DBCal) technique.
result Expected calibration error of less than 0.2% on binary classifiers and less than 3% on semantic segmentation networks.

Bayesian neural networks predict stress fields and uncertainty in materials.

problem Uncertainty in stress field predictions for complex materials.
method Modified Bayesian U-net architecture with three inference algorithms.
result High accuracy predictions and interpretable uncertainty estimates.

Hybrid Bayesian-conformal framework improves uncertainty quantification in healthcare predictions.

problem Jointly satisfying distribution-free coverage guarantees and risk-adaptive precision in clinical decision-making.
method Integrates Bayesian hierarchical random forests with group-aware conformal calibration, using posterior uncertainties to weight conformity scores.
result Achieves target coverage (94.3% vs 95% target) with adaptive precision, 21% narrower intervals for low-uncertainty cases.

Work proposes a new framework to improve uncertainty estimation in deep Bayesian models.

problem Traditional training procedures underestimate uncertainty in NLMs, leading to unreliable predictions.
method Introduces a novel training framework that captures useful predictive uncertainties for out-of-distribution inputs.
result Demonstrates that traditional methods for NLMs significantly underestimate uncertainty and propose a new framework to address this issue.

New method attributes feature uncertainty in ML models using cooperative game theory.

problem Lack of feature-level uncertainty attribution in explainable AI.
method Proposes a novel, model-agnostic uncertainty attribution method using cooperative game theory and conformal prediction.
result Demonstrates improved runtime efficiency and practical utility in real-world applications.