Prediction Uncertainty

Prediction uncertainty, the quantification of confidence in a model's predictions, is a crucial area of research aiming to improve the reliability and trustworthiness of machine learning models across diverse applications. Current efforts focus on developing methods to accurately estimate uncertainty, employing techniques like Bayesian neural networks, deep ensembles, and conformal prediction, often tailored to specific model architectures (e.g., recurrent neural networks, transformers) and data types (e.g., time series, images). This research is vital for enhancing decision-making in high-stakes domains such as healthcare, autonomous driving, and weather forecasting, where understanding the limitations of predictions is paramount for safety and effective resource allocation. Furthermore, research is actively exploring how to incorporate and propagate uncertainty from various sources, including input data, model parameters, and the inherent randomness in the data itself.

Papers