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Distribution-Free Data Uncertainty for Neural Network Regression

ICLR 2025 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Single-model predictive uncertainty · 0 citations (OpenAlex)

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Proposes a distribution-free approach to estimating data (aleatoric) uncertainty in neural network regression, as an alternative to parametric output distributions.

Problem

Regression models usually predict only the expected target value, lacking data uncertainty estimates; existing probabilistic extensions assume parametric output distributions.

Approach

Instead of assuming a parametric distribution around the predicted mean, the method estimates data uncertainty in a distribution-free manner for neural network regressors, analogous to how classifiers output class probabilities.

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