A framework for benchmarking uncertainty in deep regression
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Abstract (arXiv)
We propose a framework for the assessment of uncertainty quantification in deep regression. The framework is based on regression problems where the regression function is a linear combination of nonlinear functions. Basically, any level of complexity can be realized through the choice of the nonlinear functions and the dimensionality of their domain. Results of an uncertainty quantification for deep regression are compared against those obtained by a statistical reference method. The reference method utilizes knowledge of the underlying nonlinear functions and is based on a Bayesian linear regression using a reference prior. Reliability of uncertainty quantification is assessed in terms of coverage probabilities, and accuracy through the size of calculated uncertainties. We illustrate the proposed framework by applying it to current approaches for uncertainty quantification in deep regression. The flexibility, together with the availability of a reference solution, makes the framework suitable for defining benchmark sets for uncertainty quantification.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 23 of its 64 references that are in the map. First posted on arXiv 10 Sep 2021.
Builds on
23 of 64 references.
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11 more
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Citing papers per year: 2022: 1; 2023: 1; 2024: 2.
4 papers.
- 2022Uncertainty Quantification in Scientific Machine Learning: Methods, Metrics, and Comparisonscited by 169
- 2023MUBen: Benchmarking the Uncertainty of Molecular Representation Modelscited by 11
- 2024Lightning UQ Box: A Comprehensive Framework for Uncertainty Quantification in Deep Learningcited by 3
- 2024Measurement Uncertainty: Relating the uncertainties of physical and virtual measurementscited by 0
- 2024Lightning UQ Box: A Comprehensive Framework for Uncertainty Quantification in Deep Learning4 Oct 2024
- 2024Measurement Uncertainty: Relating the uncertainties of physical and virtual measurements21 Feb 2024
- 2023MUBen: Benchmarking the Uncertainty of Molecular Representation Models14 Jun 2023
- 2022Uncertainty Quantification in Scientific Machine Learning: Methods, Metrics, and Comparisons19 Jan 2022