# Questions tagged [uncertainty]

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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 ...
198 views

### 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 ...
• 6,252
149 views

### 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 ...
1 vote
637 views

### 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 ...
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1 vote
985 views

### 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 ...
• 6,252
1 vote
80 views

### 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. ...
• 61
1 vote
172 views

### 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 ...
1 vote
48 views

### 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 ...
• 65
1 vote
43 views

### 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 ...
• 1,136
1 vote
77 views

### 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 ...
• 145
79 views

### How can I store sources, effective dates, and confidence for every property in a knowledge graph?

What I am wanting to do is ensure that every property in a knowledge base comes from at least one source. I would like to ensure that every edge is spawned (or at least explained) by some event, like ...
• 103
42 views

### Conventional way of representing uncertainty

I am calculating metrics such as F1 score, Recall, Precision and Accuracy in multilabel classification setting. With random initiliazed weights the softmax output (i.e. prediction) might look like ...
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### What are some state of art computer vision models for anomaly detection that can learn continuously and build classes for detected anomalies?

I'm looking forward to build a model that: Detect anomalies Improve over user feedback Build classes for the anomalies based on user feedback Since a schema is worth a thousand words: Do you know ...
• 111
8 views

### Some questions about Ensemble batch prediction intervals (EnbPI) algorithm

On line 18, should j not start with t-s+1 and end with t? On line 19 why is the same x_t considered in the loop?
13 views

### Convert Regression output to classification based on prospective performance of model

Let’s say I have a regression model that predicts experimental value in the range of 4 to 8 of an object based on a set of features. I am aiming to design an oBject with an experimental value of great ...
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14 views

### 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 ...
75 views

### 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 ...
25 views

### 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 ...
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