Beyond Pinball Loss: Quantile Methods for Calibrated Uncertainty Quantification

18 November 2020

Youngseog Chung

Papers citing "Beyond Pinball Loss: Quantile Methods for Calibrated Uncertainty Quantification"

30 / 30 papers shown

Title
GETS: Ensemble Temperature Scaling for Calibration in Graph Neural Networks Dingyi Zhuang Chonghe Jiang Yunhan Zheng Shenhao Wang Jinhua Zhao UQCV 72 0 0 12 Oct 2024
Relaxed Quantile Regression: Prediction Intervals for Asymmetric Noise T. Pouplin Alan Jeffares Nabeel Seedat Mihaela van der Schaar 238 3 0 05 Jun 2024
Uncertainty Toolbox: an Open-Source Library for Assessing, Visualizing, and Improving Uncertainty Quantification Youngseog Chung I. Char Han Guo J. Schneider Willie Neiswanger 51 71 0 21 Sep 2021
Prediction Intervals: Split Normal Mixture from Quality-Driven Deep Ensembles Tárik S. Salem H. Langseth H. Ramampiaro UQCV 48 36 0 19 Jul 2020
Neural Dynamical Systems: Balancing Structure and Flexibility in Physical Prediction Viraj Mehta I. Char Willie Neiswanger Youngseog Chung A. Nelson M. Boyer E. Kolemen J. Schneider AI4CE 22 28 0 23 Jun 2020
Individual Calibration with Randomized Forecasting Shengjia Zhao Tengyu Ma Stefano Ermon 31 59 0 18 Jun 2020
Calibrated Reliable Regression using Maximum Mean Discrepancy Peng Cui Wenbo Hu Jun Zhu UQCV 30 47 0 18 Jun 2020
MOPO: Model-based Offline Policy Optimization Tianhe Yu G. Thomas Lantao Yu Stefano Ermon James Zou Sergey Levine Chelsea Finn Tengyu Ma OffRL 65 759 0 27 May 2020
Offline Contextual Bayesian Optimization for Nuclear Fusion Youngseog Chung I. Char Willie Neiswanger Kirthevasan Kandasamy Oakleigh Nelson M. Boyer E. Kolemen J. Schneider OffRL AI4CE 41 13 0 06 Jan 2020
Accurate Uncertainty Estimation and Decomposition in Ensemble Learning J. Liu John Paisley M. Kioumourtzoglou B. Coull UQCV UD PER 58 84 0 11 Nov 2019
Calibrated Model-Based Deep Reinforcement Learning Ali Malik Volodymyr Kuleshov Jiaming Song Danny Nemer Harlan Seymour Stefano Ermon 94 55 0 19 Jun 2019
Reliable training and estimation of variance networks N. Detlefsen Martin Jørgensen Søren Hauberg UQCV 35 86 0 04 Jun 2019
Distribution Calibration for Regression Hao Song Tom Diethe Meelis Kull Peter A. Flach UQCV 108 110 0 15 May 2019
A Simple Baseline for Bayesian Uncertainty in Deep Learning Wesley J. Maddox T. Garipov Pavel Izmailov Dmitry Vetrov A. Wilson BDL UQCV 74 804 0 07 Feb 2019
Uncertainty in Neural Networks: Approximately Bayesian Ensembling Tim Pearce Felix Leibfried Alexandra Brintrup Mohamed H. Zaki A. Neely BDL UQCV 44 192 0 12 Oct 2018
Beyond expectation: Deep joint mean and quantile regression for spatio-temporal problems Filipe Rodrigues Francisco Câmara Pereira AI4TS 33 95 0 27 Aug 2018
Accurate Uncertainties for Deep Learning Using Calibrated Regression Volodymyr Kuleshov Nathan Fenner Stefano Ermon BDL UQCV 140 626 0 01 Jul 2018
Deep Reinforcement Learning in a Handful of Trials using Probabilistic Dynamics Models Kurtland Chua Roberto Calandra R. McAllister Sergey Levine BDL 166 1,263 0 30 May 2018
High-Quality Prediction Intervals for Deep Learning: A Distribution-Free, Ensembled Approach Tim Pearce Mohamed H. Zaki Alexandra Brintrup A. Neely UQCV 53 276 0 20 Feb 2018
Calibration for the (Computationally-Identifiable) Masses Úrsula Hébert-Johnson Michael P. Kim Omer Reingold G. Rothblum FaML 45 87 0 22 Nov 2017
Fast calibrated additive quantile regression Matteo Fasiolo S. Wood Margaux Zaffran Raphael Nedellec Y. Goude 28 195 0 11 Jul 2017
On Calibration of Modern Neural Networks Chuan Guo Geoff Pleiss Yu Sun Kilian Q. Weinberger UQCV 195 5,774 0 14 Jun 2017
Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles Balaji Lakshminarayanan Alexander Pritzel Charles Blundell UQCV BDL 482 5,748 0 05 Dec 2016
Inherent Trade-Offs in the Fair Determination of Risk Scores Jon M. Kleinberg S. Mullainathan Manish Raghavan FaML 84 1,762 0 19 Sep 2016
Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning Y. Gal Zoubin Ghahramani UQCV BDL 465 9,233 0 06 Jun 2015
Weight Uncertainty in Neural Networks Charles Blundell Julien Cornebise Koray Kavukcuoglu Daan Wierstra UQCV BDL 111 1,878 0 20 May 2015
Probabilistic Backpropagation for Scalable Learning of Bayesian Neural Networks José Miguel Hernández-Lobato Ryan P. Adams UQCV BDL 64 940 0 18 Feb 2015
Safe Exploration of State and Action Spaces in Reinforcement Learning Javier García Fernando Fernández 53 163 0 04 Feb 2014
Fast Nonparametric Conditional Density Estimation Michael P. Holmes Alexander G. Gray Charles Isbell 54 79 0 20 Jun 2012
Estimating conditional quantiles with the help of the pinball loss Ingo Steinwart A. Christmann 72 240 0 10 Feb 2011