# Beyond the Norms: Detecting Prediction Errors in Regression Models

arXiv: https://arxiv.org/abs/2406.06968 · HTML: https://mlsanity.com/paper/2406.06968/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 27 of its 44 references that are in the map.
- First posted on arXiv 11 Jun 2024.

## Builds on (most cited first, 27 of 27)

- [Explaining and Harnessing Adversarial Examples](https://mlsanity.com/paper/1412.6572/) (2014)
- [Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift](https://mlsanity.com/paper/1502.03167/) (2015)
- [On Calibration of Modern Neural Networks](https://mlsanity.com/paper/1706.04599/) (2017)
- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles](https://mlsanity.com/paper/1612.01474/) (2016)
- [What Uncertainties Do We Need in Bayesian Deep Learning for Computer Vision?](https://mlsanity.com/paper/1703.04977/) (2017)
- [Concrete Problems in AI Safety](https://mlsanity.com/paper/1606.06565/) (2016)
- [Enhancing The Reliability of Out-of-distribution Image Detection in Neural Networks](https://mlsanity.com/paper/1706.02690/) (2017)
- [Conformalized Quantile Regression](https://mlsanity.com/paper/1905.03222/) (2019)
- [Accurate Uncertainties for Deep Learning Using Calibrated Regression](https://mlsanity.com/paper/1807.00263/) (2018)
- [Simple and Principled Uncertainty Estimation with Deterministic Deep Learning via Distance Awareness](https://mlsanity.com/paper/2006.10108/) (2020)
- [On instabilities of deep learning in image reconstruction - Does AI come at a cost?](https://mlsanity.com/paper/1902.05300/) (2019)
- [Trustworthy AI: From Principles to Practices](https://mlsanity.com/paper/2110.01167/) (2021)
- [Addressing Failure Prediction by Learning Model Confidence](https://mlsanity.com/paper/1910.04851/) (2019)
- [Self-Adaptive Training: beyond Empirical Risk Minimization](https://mlsanity.com/paper/2002.10319/) (2020)
- [High-Quality Prediction Intervals for Deep Learning: A Distribution-Free, Ensembled Approach](https://mlsanity.com/paper/1802.07167/) (2018)
- [Beyond Pinball Loss: Quantile Methods for Calibrated Uncertainty Quantification](https://mlsanity.com/paper/2011.09588/) (2020)
- [DOCTOR: A Simple Method for Detecting Misclassification Errors](https://mlsanity.com/paper/2106.02395/) (2021)
- [Individual Calibration with Randomized Forecasting](https://mlsanity.com/paper/2006.10288/) (2020)
- [Nonparametric Uncertainty Quantification for Single Deterministic Neural Network](https://mlsanity.com/paper/2202.03101/) (2022)
- [Sketching Curvature for Efficient Out-of-Distribution Detection for Deep Neural Networks](https://mlsanity.com/paper/2102.12567/) (2021)
- [Regression with reject option and application to kNN](https://mlsanity.com/paper/2006.16597/) (2020)
- [Fast calibrated additive quantile regression](https://mlsanity.com/paper/1707.03307/) (2017)
- [A Differential Entropy Estimator for Training Neural Networks](https://mlsanity.com/paper/2202.06618/) (2022)
- [Quantifying Point-Prediction Uncertainty in Neural Networks via Residual Estimation with an I/O Kernel](https://mlsanity.com/paper/1906.00588/) (2019)
- [Adversarial Robustness via Fisher-Rao Regularization](https://mlsanity.com/paper/2106.06685/) (2021)
- [A Data-Driven Measure of Relative Uncertainty for Misclassification Detection](https://mlsanity.com/paper/2306.01710/) (2023)

## Built on by (most cited first, 2 of 2)

- [Uncertainty Quantification with the Empirical Neural Tangent Kernel](https://mlsanity.com/paper/2502.02870/) (2025)
- [Is the Last Layer Sufficient for Uncertainty Quantification?](https://mlsanity.com/paper/2605.30741/) (2026)

## Abstract (arXiv)

This paper tackles the challenge of detecting unreliable behavior in regression algorithms, which may arise from intrinsic variability (e.g., aleatoric uncertainty) or modeling errors (e.g., model uncertainty). First, we formally introduce the notion of unreliability in regression, i.e., when the output of the regressor exceeds a specified discrepancy (or error). Then, using powerful tools for probabilistic modeling, we estimate the discrepancy density, and we measure its statistical diversity using our proposed metric for statistical dissimilarity. In turn, this allows us to derive a data-driven score that expresses the uncertainty of the regression outcome. We show empirical improvements in error detection for multiple regression tasks, consistently outperforming popular baseline approaches, and contributing to the broader field of uncertainty quantification and safe machine learning systems. Our code is available at https://zenodo.org/records/11281964.
