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We present a comparison of methods for uncertainty quantification (UQ) in deep learning algorithms in the context of a simple physical system.
Aleatoric and epistemic uncertainty in machine learning: A tutorial introduction
Eyke Hüllermeier and Willem Waegeman · 1910
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David Madras, James Atwood, and Alex D’Amour · 1910
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Evaluating scalable uncertainty estimation methods for dnn-based molecular property prediction
Gabriele Scalia, Colin A. Grambow, Barbara Pernici, Yi-Pei Li, and William H. Green · 1910
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Pitfalls of in-domain uncertainty estimation and ensembling in deep learning
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Bayesian neural networks with maximum mean discrepancy regularization
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Geoffrey E. Hinton, Nitish Srivastava, Alex Krizhevsky, Ilya Sutskever, and Ruslan Salakhutdinov · 2012
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TensorFlow: Large-scale machine learning on heterogeneous systems, 2015
Martín Abadi, Ashish Agarwal, Paul Barham, Eugene Brevdo, Zhifeng Chen, Craig Citro, Greg S. Corrado, Andy Davis, Jeffrey Dean, Matthieu Devin, Sanjay Ghemawat, Ian Goodfellow, Andrew Harp, Geoffrey Irving, Michael Isard, Yangqing Jia, Rafal Jozefowicz, Lukasz Kaiser, Manjunath Kudlur, Josh Levenberg, Dandelion Mané, Rajat Monga, Sherry Moore, Derek Murray, Chris Olah, Mike Schuster, Jonathon Shlens, Benoit Steiner, Ilya Sutskever, Kunal Talwar, Paul Tucker, Vincent Vanhoucke, Vijay Vasudevan, Fernanda Viégas, Oriol Vinyals, Pete Warden, Martin Wattenberg, Martin Wicke, Yuan Yu, and Xiaoqiang Zheng · 2015
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Adam: A method for stochastic optimization
Diederik P. Kingma and Jimmy Ba · 2015
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Uncertainty in Deep Learning
Yarin Gal · 2016
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Yarin Gal and Zoubin Ghahramani · 2016
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Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles
What uncertainties do we need in bayesian deep learning for computer vision?
Alex Kendall and Yarin Gal · 2017
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Flipout: Efficient pseudo-independent weight perturbations on mini-batches
Yeming Wen, Paul Vicol, Jimmy Ba, Dustin Tran, and Roger B. Grosse · 2018
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Parameters Estimation for the Cosmic Microwave Background with Bayesian Neural Networks
Hector J. Hortua, Riccardo Volpi, Dimitri Marinelli, and Luigi Malagò · 2019
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A high-bias, low-variance introduction to Machine Learning for physicists
Pankaj Mehta, Marin Bukov, Ching-Hao Wang, Alexandre G. R. Day, Clint Richardson, Charles K. Fisher, and David J. Schwab · 2019
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Can you trust your model’s uncertainty? evaluating predictive uncertainty under dataset shift
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Balaji Lakshminarayanan, Alexander Pritzel, and Charles Blundell · 2016
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Joshua V. Dillon, Ian Langmore, Dustin Tran, Eugene Brevdo, Srinivas Vasudevan, Dave Moore, Brian Patton, Alex Alemi, Matthew D. Hoffman, and Rif A. Saurous · 2017
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Concrete dropout
Yarin Gal, Jiri Hron, and Alex Kendall · 2017
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Jasper Snoek, Yaniv Ovadia, Emily Fertig, Balaji Lakshminarayanan, Sebastian Nowozin, D. Sculley, Joshua V. Dillon, Jie Ren, and Zachary Nado · 2019
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A Hybrid Deep Learning Approach to Cosmological Constraints from Galaxy Redshift Surveys
Michelle Ntampaka, Daniel J. Eisenstein, Sihan Yuan, and Lehman H. Garrison · 2020
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Methods for comparing uncertainty quantifications for material property predictions
Kevin Tran, Willie Neiswanger, Junwoong Yoon, Qingyang Zhang, Eric Xing, and Zachary W Ulissi · 2020
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