arXiv Machine Learning

Uncertainty Quantification for Regression: A Unified Framework based on kernel scores

arXiv:2510. 25599v2 Announce Type: replace Abstract: Regression tasks, notably in safety-critical domains, require reliable uncertainty quantification, yet the literature remains largely classification-focused.

arXiv Machine Learning
Jul 7

An Axiomatic Assessment of Entropy- and Variance-based Uncertainty Quantification in Regression

arXiv:2504. 18433v3 Announce Type: replace Abstract: Uncertainty quantification is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations.

By Christopher B\"ulte, Yusuf Sale, Timo L\"ohr, Paul Hofman, Gitta Kutyniok, Eyke H\"ullermeier
Hugging Face Trending Papers
Aug 27

Why not to use the Gaussian kernel

The paper argues against using the Gaussian (squared exponential/RBF) kernel as a default in Gaussian process regression, citing its brittleness. It shows that the kernel leads to unrealistically small conditional variances, causing overconfidence in predictive uncertainty, and that this small variance induces numerical ill‑conditioning, necessitating tricks like nugget terms that alter the model. The authors attribute these issues to the kernel’s analytic, highly smooth nature and suggest that analytic stationary kernels in general should be avoided.

arXiv Machine Learning
Aug 28

Why not to use the Gaussian kernel

The paper argues against using the Gaussian (squared exponential/RBF) kernel as a default in Gaussian process regression, citing its brittleness. Two key issues are highlighted: the kernel produces unrealistically small conditional variances leading to overconfident predictions, and it causes numerical ill‑conditioning that necessitates ad‑hoc fixes like nugget terms. The authors attribute these problems to the kernel’s analytic, infinitely smooth nature, suggesting that analytic stationary kernels in general should be avoided.

By Toni Karvonen, Chris J. Oates