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Questions tagged [uncertainty]

19 questions
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How is uncertainty evaluated for results obtained via machine learning techniques?

As machine learning (in its various forms) grows ever more ubiquitous in the sciences, it becomes important to establish logical and systematic ways to interpret machine learning results. While modern ML techniques have shown themselves to be…
PerplexedDimension
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A deployed model has epistemic or aleatoric uncertainty?

Aleatoric uncertainty refers to the notion of randomness that there is in the outcome of an experiment that is due to inherently random effects. Epistemic uncertainty refers to the ignorance of the decision-maker, due to for example lack of…
Carlos Mougan
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Using conformal predictors to estimate uncertainty?

I read this interesting book on conformal predictors: https://arxiv.org/abs/2107.07511. Conformal predictors are a way to choose a set that's guaranteed to include the true labels with some pre-chosen certainty. I was wondering if there's a way to…
user151434
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What is the best way to combine cross-validation and bootstrapping for one application?

We intend to model data with non-parametric covariate splines and we would like to understand the uncertainty of the parameter estimates/response estimates. Currently, we use cross-validation to model the optimal smoothness of our spline models…
Stan Tendijck
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Can a simple distance to a few nearest data points be used a measure of the uncertainty of a prediction?

One of the 'selling points' of the Gaussian process regression is that it provides not only the model but also the uncertainty estimate of a prediction. Then usually a picture is shown with a curve fitted to the data and a shaded area around it…
Vladislav Gladkikh
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How to forecast time series with negative trend in test set and big uncertainty? (uncertainty due to Covid and Ukraine crisis)

Recently I started to create a machine learning model for a European customer for around 800 product time series. The goal is to produce a monthly forecast for the 6 months ahead. Since this customer is a grocery wholesaler, a lot of the products…
Leonhard Geisler
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Confidence intervals for evaluation on test set

I'm wondering what the "best practise" approach is for finding confidence intervals when evaluation the performance of a classifier on the test set. As far as I can see, there are two different ways of evaluating the accuracy of a metric like, say,…
Tom
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Model uncertainty quantification

I'm reading a paper about model uncertainty quantification. Specifically, it says epistemic uncertainty is a kind of uncertainty due to lack of knowledge about a particular region in the input space. Also, it makes a mathematical characterization of…
rachmani9
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Adressing uncertainty of a spatio-temporal multivariate timeseries with random temporal gaps

Imagine there are multiple locations of interest from where water samples are gathered manually. Each sample is immediately analyzed, converted to a numerical value (a real number) and fed into a database. These values correlate s.t. some…
Laurimann
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Weighting Regularisation Term in Aleatoric Uncertainty Loss Function

I am currently digging into Uncertainty Quantification and try to implement Aleatoric Uncertainty estimation into a regression model. Given this publication we can model the Aleatoric Uncertainty by splitting the model output into $y_\text{pred}$…
openloop
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What is the difference between conformal prediction and uncertainty estimation

Recently I am seeing the topic of Conformal Prediction to be very trendy on social media and research. Awesome Conformal Prediction But what is the main difference between conformal prediction and uncertainty estimation?
Carlos Mougan
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Is there a way to quantify uncertainty in classification?

I'm thinking of a way to build an extension to a binary classifier (actually I will get the output probabilities like in logistic regression, so technically you should call this regression) that outputs a confidence score about how "sure you are…
Tom
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Is it ok to use MC-dropout technique to estimate uncertainty without putting dropout after every weight layer?

In the paper by Kendall and Gal (What Uncertainties Do We Need in Bayesian Deep Learning for Computer Vision?), dropout is being set after every convolutional layer. However, is it still legit to estimate epistemic and aleatoric uncertainty on the…
tMan27
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Quantifying Uncertainty for a minimum RSME Regression Coefficient

I'm going to be fully honest, I'm very new to data science. I am a Mechanical Engineering major and we didn't really do much of that beyond basic statistics. I'll explain what I'm attempting to do. I have an analytical model that predicts heat…
Jacob Ivanov
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uncertainties in non-convex optimization problems (neural networks)

How do you treat statistical uncertainties coming from non-convex optimization problems? More specifically, suppose you have a neural network. It is well known that the loss is not convex; the optimization procedure with any approximated stochastic…
Dave
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