Uncertainty Quantification
Uncertainty quantification (UQ) aims to assess and represent the confidence in predictions made by machine learning models, crucial for high-stakes applications where reliable predictions are paramount. Current research focuses on developing robust UQ methods, particularly addressing biases in predictions and efficiently quantifying uncertainty in large language models and deep neural networks, often employing techniques like conformal prediction, Bayesian methods, and ensemble learning. The ability to reliably quantify uncertainty enhances the trustworthiness and applicability of machine learning across diverse fields, from healthcare diagnostics and autonomous driving to climate modeling and drug discovery.
Papers
Uncertainty quantification in automated valuation models with locally weighted conformal prediction
Anders Hjort, Gudmund Horn Hermansen, Johan Pensar, Jonathan P. Williams
Randomized Physics-Informed Machine Learning for Uncertainty Quantification in High-Dimensional Inverse Problems
Yifei Zong, David Barajas-Solano, Alexandre M. Tartakovsky