CLEAR is available as an open-source Python package, so feel free to try it:
🐍 pip install clear-uq
💻 https://t.co/2hEuGjzOj8
📄 https://t.co/LK0Cl6qsCM
🔗 https://t.co/bjbQMc0cit
Joint work with my great co-authors @JurajBodik , @JakobHeiss, and @bbiinnyyuu.
(4/4)
On 17 real-world datasets with ensembles + quantile regression:
- 28.3% tighter intervals vs aleatoric-only baselines
- 17.5% tighter vs epistemic-only baselines
- Top method on 15 of 17 datasets
Similar gains with Deep Ensembles & Quantile NNs confirm generalizability.
(3/4)
CLEAR wraps around any base model with just two calibration parameters, no retraining.
It determines how much each uncertainty source contributes. Compatible with any pair of estimators (ensembles + quantile regression), using ideas from conformal prediction.
(2/4)
ICLR 2026! 🎉
Our paper "CLEAR: Calibrated Learning for Epistemic and Aleatoric Risk", accepted @iclr_conf.
Where does prediction uncertainty come from? Aleatoric (measurement noise) or epistemic (limited data)? Most methods only address one. CLEAR addresses both.
(1/4)
The Path-Dependent Neural Jump ODE (PD-NJ-ODE) is a #deeplearning model for learning optimal forecasts given irregularly sampled time series of incomplete past observations. We extend this method to deal with noise and statistical dependencies.
Our new #TMLR paper on forecasting irregularly observed time series: "Extending Path-Dependent NJ-ODEs to Noisy Observations and a Dependent Observation Framework"
https://t.co/BraFsp8P7w
video summary: https://t.co/d0BwwUtVw3
William Andersson, @FloKrach, @JosefTeichmann@ETH
Jakob Heiss will present his ICML paper "NOMU - Neural Optimization-based Model Uncertainty" at the Uncertainty in AI reading group today at 5:30pm (Berlin time).
https://t.co/WhU4wqjAmf
Co-author: @JWeissteiner, Hanna Wutte, @SvenSeuken, Josef Teichmann
If you are at @icml2022, come to our spotlight talk: Thursday, 10:30-12:00 (Talk: 11:00-11:05), Session 8, Track 10, Room 310.
Presentation: https://t.co/EQ8JQH4JUS
Paper: https://t.co/s818sbtliA
Joint work with: Jakob Weissteiner, Hanna Wutte, Jakob Heiss, and Josef Teichmann