Saturday, November 14, 2020

UQSay #18

The eighteenth UQSay seminar on UQ, DACE and related topics, organized by L2S, MSSMAT, LMT and EDF R&D, will take place online on Thursday afternoon, November 19, 2020.

14h–15h — Eyke Hüllermeier (Paderborn University, Germany) — [slides]

Aleatoric and Epistemic Uncertainty in Machine Learning: An Ensemble-based Approach

Due to the steadily increasing relevance of machine learning for practical applications, many of which are coming with safety requirements, the notion of uncertainty has received increasing attention in machine learning research in the last couple of years. This talk will address the question of how to distinguish between two important types of uncertainty, often refereed to as aleatoric and epistemic, in the setting of supervised learning, and how to quantify these uncertainties in terms of suitable numerical measures. Roughly speaking, while aleatoric uncertainty is due to inherent randomness, epistemic uncertainty is caused by a lack of knowledge. As a concrete approach for uncertainty quantification in machine learning, the use of ensemble learning methods will be discussed.

Joint work with S. Destercke, V.-L. Nguyen, M. H. Shaker & W. Waegeman.

References: arXiv:1910.09457, arXiv:1909.00218, arXiv:2001.00893.

Organizing committee: Julien Bect (L2S), Emmanuel Vazquez (L2S), Didier Clouteau (MSSMAT), Filippo Gatti (MSSMAT), Fernando Lopez Caballero (MSSMAT), Amélie Fau (LMT), Bertrand Iooss (EDF R&D).

Practical details: the seminar will be held online using Microsoft Teams.

If you want to attend this seminar (or any of the forthcoming online UQSay seminars), and if you do not already have access to the UQSay group on Teams, simply send an email and you will be invited. Please specify which email address the invitation must be sent to (this has to be the address associated with your Teams account).

You will find the link to the seminar on the "General" UQSay channel on Teams, approximately 15 minutes before the beginning.

The technical side of things: you can use Teams either directly from you web browser or using the "fat client", which is available for most platforms (Windows, Linux, Mac, Android & iOS). We strongly recommend the latter option whenever possible. Please give it a try before the seminar to anticipate potential problems.