Uncertainty in Machine Learning

Uncertainty in Machine LearningEhsan AbbasnejadWhat is Uncertainty in Machine learningWe make observations using the sensors in the world ( camera)Based on the observations, we intend to make decisionsGiven the same observations, the decision should be the sameHowever, The world changes, observations change, our sensors change, the output should not change! We d like to know how confident we can be about the decisionsWhy Uncertainty is important?Medical diagnosticsWhy Uncertainty is important?Imagine you are designing the vision system for an autonomous vehicleWhy Uncertainty is important?Applications that require reasoning in earlier stagesApply brakePedestrian detectionimage understandingIPBWhat is Uncertainty in Machine learningWe build models for predictions, can we trust them?

First Markov Chain Monte Carlo (MCMC) sampling algorithm for Bayesian neural networks. Uses Hamiltonian Monte Carlo (HMC), a sophisticated MCMC algorithm that makes use of gradients to sample efficiently. Zoubin Ghahram ani 39 / 39

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  Chain, Sampling, Oracl, Monte carlo, Monte, Markov, Markov chain monte carlo

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