# SEF: A Method for Computing Prediction Intervals by Shifting the Error Function in Neural Networks

arXiv: https://arxiv.org/abs/2409.05206 · HTML: https://mlsanity.com/paper/2409.05206/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 10 of its 19 references that are in the map.
- First posted on arXiv 8 Sep 2024.

## Builds on (most cited first, 10 of 10)

- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [A Review of Uncertainty Quantification in Deep Learning: Techniques, Applications and Challenges](https://mlsanity.com/paper/2011.06225/) (2020)
- [A Survey of Uncertainty in Deep Neural Networks](https://mlsanity.com/paper/2107.03342/) (2021)
- [Deep Evidential Regression](https://mlsanity.com/paper/1910.02600/) (2019)
- [Hands-on Bayesian Neural Networks -- a Tutorial for Deep Learning Users](https://mlsanity.com/paper/2007.06823/) (2020)
- [High-Quality Prediction Intervals for Deep Learning: A Distribution-Free, Ensembled Approach](https://mlsanity.com/paper/1802.07167/) (2018)
- [Uncertainty in Neural Networks: Approximately Bayesian Ensembling](https://mlsanity.com/paper/1810.05546/) (2018)
- [Towards Bayesian Deep Learning: A Framework and Some Existing Methods](https://mlsanity.com/paper/1608.06884/) (2016)
- [The MBPEP: a deep ensemble pruning algorithm providing high quality uncertainty prediction](https://mlsanity.com/paper/1902.09238/) (2019)
- [PI3NN: Out-of-distribution-aware prediction intervals from three neural networks](https://mlsanity.com/paper/2108.02327/) (2021)

## Abstract (arXiv)

In today's era, Neural Networks (NN) are applied in various scientific fields such as robotics, medicine, engineering, etc. However, the predictions of neural networks themselves contain a degree of uncertainty that must always be taken into account before any decision is made. This is why many researchers have focused on developing different ways to quantify the uncertainty of neural network predictions. Some of these methods are based on generating prediction intervals (PI) via neural networks for the requested target values. The SEF (Shifting the Error Function) method presented in this paper is a new method that belongs to this category of methods. The proposed approach involves training a single neural network three times, thus generating an estimate along with the corresponding upper and lower bounds for a given problem. A pivotal aspect of the method is the calculation of a parameter from the initial network's estimates, which is then integrated into the loss functions of the other two networks. This innovative process effectively produces PIs, resulting in a robust and efficient technique for uncertainty quantification. To evaluate the effectiveness of our method, a comparison in terms of successful PI generation between the SEF, PI3NN and PIVEN methods was made using two synthetic datasets.