LGJun 16, 2023
Is the Volume of a Credal Set a Good Measure for Epistemic Uncertainty?Yusuf Sale, Michele Caprio, Eyke Hüllermeier
Adequate uncertainty representation and quantification have become imperative in various scientific disciplines, especially in machine learning and artificial intelligence. As an alternative to representing uncertainty via one single probability measure, we consider credal sets (convex sets of probability measures). The geometric representation of credal sets as $d$-dimensional polytopes implies a geometric intuition about (epistemic) uncertainty. In this paper, we show that the volume of the geometric representation of a credal set is a meaningful measure of epistemic uncertainty in the case of binary classification, but less so for multi-class classification. Our theoretical findings highlight the crucial role of specifying and employing uncertainty measures in machine learning in an appropriate way, and for being aware of possible pitfalls.
LGFeb 19, 2023
Credal Bayesian Deep LearningMichele Caprio, Souradeep Dutta, Kuk Jin Jang et al.
Uncertainty quantification and robustness to distribution shifts are important goals in machine learning and artificial intelligence. Although Bayesian Neural Networks (BNNs) allow for uncertainty in the predictions to be assessed, different sources of predictive uncertainty cannot be distinguished properly. We present Credal Bayesian Deep Learning (CBDL). Heuristically, CBDL allows to train an (uncountably) infinite ensemble of BNNs, using only finitely many elements. This is possible thanks to prior and likelihood finitely generated credal sets (FGCSs), a concept from the imprecise probability literature. Intuitively, convex combinations of a finite collection of prior-likelihood pairs are able to represent infinitely many such pairs. After training, CBDL outputs a set of posteriors on the parameters of the neural network. At inference time, such posterior set is used to derive a set of predictive distributions that is in turn utilized to distinguish between (predictive) aleatoric and epistemic uncertainties, and to quantify them. The predictive set also produces either (i) a collection of outputs enjoying desirable probabilistic guarantees, or (ii) the single output that is deemed the best, that is, the one having the highest predictive lower probability -- another imprecise-probabilistic concept. CBDL is more robust than single BNNs to prior and likelihood misspecification, and to distribution shift. We show that CBDL is better at quantifying and disentangling different types of (predictive) uncertainties than single BNNs and ensemble of BNNs. In addition, we apply CBDL to two case studies to demonstrate its downstream tasks capabilities: one, for motion prediction in autonomous driving scenarios, and two, to model blood glucose and insulin dynamics for artificial pancreas control. We show that CBDL performs better when compared to an ensemble of BNNs baseline.
MLJul 13, 2023
A Novel Bayes' Theorem for Upper ProbabilitiesMichele Caprio, Yusuf Sale, Eyke Hüllermeier et al.
In their seminal 1990 paper, Wasserman and Kadane establish an upper bound for the Bayes' posterior probability of a measurable set $A$, when the prior lies in a class of probability measures $\mathcal{P}$ and the likelihood is precise. They also give a sufficient condition for such upper bound to hold with equality. In this paper, we introduce a generalization of their result by additionally addressing uncertainty related to the likelihood. We give an upper bound for the posterior probability when both the prior and the likelihood belong to a set of probabilities. Furthermore, we give a sufficient condition for this upper bound to become an equality. This result is interesting on its own, and has the potential of being applied to various fields of engineering (e.g. model predictive control), machine learning, and artificial intelligence.
AIAug 28, 2023
Distributionally Robust Statistical Verification with Imprecise Neural NetworksSouradeep Dutta, Michele Caprio, Vivian Lin et al.
A particularly challenging problem in AI safety is providing guarantees on the behavior of high-dimensional autonomous systems. Verification approaches centered around reachability analysis fail to scale, and purely statistical approaches are constrained by the distributional assumptions about the sampling process. Instead, we pose a distributionally robust version of the statistical verification problem for black-box systems, where our performance guarantees hold over a large family of distributions. This paper proposes a novel approach based on uncertainty quantification using concepts from imprecise probabilities. A central piece of our approach is an ensemble technique called Imprecise Neural Networks, which provides the uncertainty quantification. Additionally, we solve the allied problem of exploring the input set using active learning. The active learning uses an exhaustive neural-network verification tool Sherlock to collect samples. An evaluation on multiple physical simulators in the openAI gym Mujoco environments with reinforcement-learned controllers demonstrates that our approach can provide useful and scalable guarantees for high-dimensional systems.
LGFeb 21, 2023
Using Semantic Information for Defining and Detecting OOD InputsRamneet Kaur, Xiayan Ji, Souradeep Dutta et al.
As machine learning models continue to achieve impressive performance across different tasks, the importance of effective anomaly detection for such models has increased as well. It is common knowledge that even well-trained models lose their ability to function effectively on out-of-distribution inputs. Thus, out-of-distribution (OOD) detection has received some attention recently. In the vast majority of cases, it uses the distribution estimated by the training dataset for OOD detection. We demonstrate that the current detectors inherit the biases in the training dataset, unfortunately. This is a serious impediment, and can potentially restrict the utility of the trained model. This can render the current OOD detectors impermeable to inputs lying outside the training distribution but with the same semantic information (e.g. training class labels). To remedy this situation, we begin by defining what should ideally be treated as an OOD, by connecting inputs with their semantic information content. We perform OOD detection on semantic information extracted from the training data of MNIST and COCO datasets and show that it not only reduces false alarms but also significantly improves the detection of OOD inputs with spurious features from the training data.
LGFeb 20, 2023
DC4L: Distribution Shift Recovery via Data-Driven Control for Deep Learning ModelsVivian Lin, Kuk Jin Jang, Souradeep Dutta et al.
Deep neural networks have repeatedly been shown to be non-robust to the uncertainties of the real world, even to naturally occurring ones. A vast majority of current approaches have focused on data-augmentation methods to expand the range of perturbations that the classifier is exposed to while training. A relatively unexplored avenue that is equally promising involves sanitizing an image as a preprocessing step, depending on the nature of perturbation. In this paper, we propose to use control for learned models to recover from distribution shifts online. Specifically, our method applies a sequence of semantic-preserving transformations to bring the shifted data closer in distribution to the training set, as measured by the Wasserstein distance. Our approach is to 1) formulate the problem of distribution shift recovery as a Markov decision process, which we solve using reinforcement learning, 2) identify a minimum condition on the data for our method to be applied, which we check online using a binary classifier, and 3) employ dimensionality reduction through orthonormal projection to aid in our estimates of the Wasserstein distance. We provide theoretical evidence that orthonormal projection preserves characteristics of the data at the distributional level. We apply our distribution shift recovery approach to the ImageNet-C benchmark for distribution shifts, demonstrating an improvement in average accuracy of up to 14.21% across a variety of state-of-the-art ImageNet classifiers. We further show that our method generalizes to composites of shifts from the ImageNet-C benchmark, achieving improvements in average accuracy of up to 9.81%. Finally, we test our method on CIFAR-100-C and report improvements of up to 8.25%.
42.1AIMar 28
Quantification of Credal Uncertainty: A Distance-Based ApproachXabier Gonzalez-Garcia, Siu Lun Chau, Julian Rodemann et al. · oxford
Credal sets, i.e., closed convex sets of probability measures, provide a natural framework to represent aleatoric and epistemic uncertainty in machine learning. Yet how to quantify these two types of uncertainty for a given credal set, particularly in multiclass classification, remains underexplored. In this paper, we propose a distance-based approach to quantify total, aleatoric, and epistemic uncertainty for credal sets. Concretely, we introduce a family of such measures within the framework of Integral Probability Metrics (IPMs). The resulting quantities admit clear semantic interpretations, satisfy natural theoretical desiderata, and remain computationally tractable for common choices of IPMs. We instantiate the framework with the total variation distance and obtain simple, efficient uncertainty measures for multiclass classification. In the binary case, this choice recovers established uncertainty measures, for which a principled multiclass generalization has so far been missing. Empirical results confirm practical usefulness, with favorable performance at low computational cost.
LGJun 22, 2022
Concentration inequalities and optimal number of layers for stochastic deep neural networksMichele Caprio, Sayan Mukherjee
We state concentration inequalities for the output of the hidden layers of a stochastic deep neural network (SDNN), as well as for the output of the whole SDNN. These results allow us to introduce an expected classifier (EC), and to give probabilistic upper bound for the classification error of the EC. We also state the optimal number of layers for the SDNN via an optimal stopping procedure. We apply our analysis to a stochastic version of a feedforward neural network with ReLU activation function.
LGFeb 22
Robust Predictive Uncertainty and Double Descent in Contaminated Bayesian Random FeaturesMichele Caprio, Katerina Papagiannouli, Siu Lun Chau et al. · oxford
We propose a robust Bayesian formulation of random feature (RF) regression that accounts explicitly for prior and likelihood misspecification via Huber-style contamination sets. Starting from the classical equivalence between ridge-regularized RF training and Bayesian inference with Gaussian priors and likelihoods, we replace the single prior and likelihood with $ε$- and $η$-contaminated credal sets, respectively, and perform inference using pessimistic generalized Bayesian updating. We derive explicit and tractable bounds for the resulting lower and upper posterior predictive densities. These bounds show that, when contamination is moderate, prior and likelihood ambiguity effectively acts as a direct contamination of the posterior predictive distribution, yielding uncertainty envelopes around the classical Gaussian predictive. We introduce an Imprecise Highest Density Region (IHDR) for robust predictive uncertainty quantification and show that it admits an efficient outer approximation via an adjusted Gaussian credible interval. We further obtain predictive variance bounds (under a mild truncation approximation for the upper bound) and prove that they preserve the leading-order proportional-growth asymptotics known for RF models. Together, these results establish a robustness theory for Bayesian random features: predictive uncertainty remains computationally tractable, inherits the classical double-descent phase structure, and is improved by explicit worst-case guarantees under bounded prior and likelihood misspecification.
LGFeb 2
Quantifying Epistemic Predictive Uncertainty in Conformal PredictionSiu Lun Chau, Soroush H. Zargarbashi, Yusuf Sale et al.
We study the problem of quantifying epistemic predictive uncertainty (EPU) -- that is, uncertainty faced at prediction time due to the existence of multiple plausible predictive models -- within the framework of conformal prediction (CP). To expose the implicit model multiplicity underlying CP, we build on recent results showing that, under a mild assumption, any full CP procedure induces a set of closed and convex predictive distributions, commonly referred to as a credal set. Importantly, the conformal prediction region (CPR) coincides exactly with the set of labels to which all distributions in the induced credal set assign probability at least $1-α$. As our first contribution, we prove that this characterisation also holds in split CP. Building on this connection, we then propose a computationally efficient and analytically tractable uncertainty measure, based on \emph{Maximum Mean Imprecision}, to quantify the EPU by measuring the degree of conflicting information within the induced credal set. Experiments on active learning and selective classification demonstrate that the quantified EPU provides substantially more informative and fine-grained uncertainty assessments than reliance on CPR size alone. More broadly, this work highlights the potential of CP serving as a principled basis for decision-making under epistemic uncertainty.
82.0AIMar 11
Verbalizing LLM's Higher-order Uncertainty via Imprecise ProbabilitiesAnita Yang, Krikamol Muandet, Michele Caprio et al.
Despite the growing demand for eliciting uncertainty from large language models (LLMs), empirical evidence suggests that LLM behavior is not always adequately captured by the elicitation techniques developed under the classical probabilistic uncertainty framework. This mismatch leads to systematic failure modes, particularly in settings that involve ambiguous question-answering, in-context learning, and self-reflection. To address this, we propose novel prompt-based uncertainty elicitation techniques grounded in \emph{imprecise probabilities}, a principled framework for repesenting and eliciting higher-order uncertainty. Here, first-order uncertainty captures uncertainty over possible responses to a prompt, while second-order uncertainty (uncertainty about uncertainty) quantifies indeterminacy in the underlying probability model itself. We introduce general-purpose prompting and post-processing procedures to directly elicit and quantify both orders of uncertainty, and demonstrate their effectiveness across diverse settings. Our approach enables more faithful uncertainty reporting from LLMs, improving credibility and supporting downstream decision-making.
MLJan 29
Bulk-Calibrated Credal Ambiguity Sets: Fast, Tractable Decision Making under Out-of-Sample ContaminationMengqi Chen, Thomas B. Berrett, Theodoros Damoulas et al.
Distributionally robust optimisation (DRO) minimises the worst-case expected loss over an ambiguity set that can capture distributional shifts in out-of-sample environments. While Huber (linear-vacuous) contamination is a classical minimal-assumption model for an $\varepsilon$-fraction of arbitrary perturbations, including it in an ambiguity set can make the worst-case risk infinite and the DRO objective vacuous unless one imposes strong boundedness or support assumptions. We address these challenges by introducing bulk-calibrated credal ambiguity sets: we learn a high-mass bulk set from data while considering contamination inside the bulk and bounding the remaining tail contribution separately. This leads to a closed-form, finite $\mathrm{mean}+\sup$ robust objective and tractable linear or second-order cone programs for common losses and bulk geometries. Through this framework, we highlight and exploit the equivalence between the imprecise probability (IP) notion of upper expectation and the worst-case risk, demonstrating how IP credal sets translate into DRO objectives with interpretable tolerance levels. Experiments on heavy-tailed inventory control, geographically shifted house-price regression, and demographically shifted text classification show competitive robustness-accuracy trade-offs and efficient optimisation times, using Bayesian, frequentist, or empirical reference distributions.
33.8LGMay 18
Decoupled Conformal Optimisation: Efficient Prediction Sets via Independent Tuning and CalibrationFanyi Wu, Lihua Niu, Samuel Kaski et al.
Bayesian conformal optimisation methods often use the same held-out data both to search for efficient prediction sets and to certify coverage or risk. This coupling is natural for high-probability risk-control guarantees, but it is not necessary when the target is standard finite-sample marginal conformal coverage. We propose Decoupled Conformal Optimisation (DCO), a train-tune-calibrate design principle that uses an independent tuning split for efficiency-oriented structural selection and a fresh calibration split for the final conformal quantile. Conditional on the tuned structure, standard split-conformal exchangeability yields finite-sample marginal coverage for any candidate class, without a confidence parameter or multiple-testing correction. DCO therefore targets a different finite-sample guarantee from PAC-style methods: marginal conformal coverage rather than high-probability risk control. Under consistency assumptions on the coupled risk bound, the two approaches nevertheless converge to the same population threshold. Across classification and regression benchmarks, including ImageNet-A, CIFAR-100, Diabetes, California Housing, and Concrete, DCO tracks the nominal coverage level closely while often reducing average prediction-set size or interval width relative to PAC-style calibration. On ImageNet-A, for example, the average set size decreases from $26.52$ to $25.26$ and the 95th-percentile set size from $58.95$ to $53.73$; on Diabetes, the average interval width decreases from $2.098$ to $1.914$.
ROMar 26, 2025Code
TAR: Teacher-Aligned Representations via Contrastive Learning for Quadrupedal LocomotionAmr Mousa, Neil Karavis, Michele Caprio et al.
Quadrupedal locomotion via Reinforcement Learning (RL) is commonly addressed using the teacher-student paradigm, where a privileged teacher guides a proprioceptive student policy. However, key challenges such as representation misalignment between privileged teacher and proprioceptive-only student, covariate shift due to behavioral cloning, and lack of deployable adaptation; lead to poor generalization in real-world scenarios. We propose Teacher-Aligned Representations via Contrastive Learning (TAR), a framework that leverages privileged information with self-supervised contrastive learning to bridge this gap. By aligning representations to a privileged teacher in simulation via contrastive objectives, our student policy learns structured latent spaces and exhibits robust generalization to Out-of-Distribution (OOD) scenarios, surpassing the fully privileged "Teacher". Results showed accelerated training by 2x compared to state-of-the-art baselines to achieve peak performance. OOD scenarios showed better generalization by 40% on average compared to existing methods. Moreover, TAR transitions seamlessly into learning during deployment without requiring privileged states, setting a new benchmark in sample-efficient, adaptive locomotion and enabling continual fine-tuning in real-world scenarios. Open-source code and videos are available at https://amrmousa.com/TARLoco/.
62.2MLMay 12
Self-Supervised Laplace Approximation for Bayesian Uncertainty QuantificationJulian Rodemann, Alexander Marquard, Thomas Augustin et al.
Approximate Bayesian inference typically revolves around computing the posterior parameter distribution. In practice, however, the main object of interest is often a model's predictions rather than its parameters. In this work, we propose to bypass the parameter posterior and focus directly on approximating the posterior predictive distribution. We achieve this by drawing inspiration from self-training within self-supervised and semi-supervised learning. Essentially, we quantify a Bayesian model's predictive uncertainty by refitting on self-predicted data. The idea is strikingly simple: If a model assigns high likelihood to self-predicted data, these predictions are of low uncertainty, and vice versa. This yields a deterministic, sampling-free approximation of the posterior predictive. The modular structure of our Self-Supervised Laplace Approximation (SSLA) further allows us to plug in different prior specifications, enabling classical Bayesian sensitivity (w.r.t. prior choice) analysis. In order to bypass expensive refitting, we further introduce an approximate version of SSLA, called ASSLA. We study (A)SSLA both theoretically and empirically in regression models ranging from Bayesian linear models to Bayesian neural networks. Across a wide array of regression tasks with simulated and real-world datasets, our methods outperform classical Laplace approximations in predictive calibration while remaining computationally efficient.
LGMay 24, 2023Code
IBCL: Zero-shot Model Generation under Stability-Plasticity Trade-offsPengyuan Lu, Michele Caprio, Eric Eaton et al.
Algorithms that balance the stability-plasticity trade-off are well studied in the Continual Learning literature. However, only a few focus on obtaining models for specified trade-off preferences. When solving the problem of continual learning under specific trade-offs (CLuST), state-of-the-art techniques leverage rehearsal-based learning, which requires retraining when a model corresponding to a new trade-off preference is requested. This is inefficient, since there potentially exists a significant number of different trade-offs, and a large number of models may be requested. As a response, we propose Imprecise Bayesian Continual Learning (IBCL), an algorithm that tackles CLuST efficiently. IBCL replaces retraining with a constant-time convex combination. Given a new task, IBCL (1) updates the knowledge base as a convex hull of model parameter distributions, and (2) generates one Pareto-optimal model per given trade-off via convex combination without additional training. That is, obtaining models corresponding to specified trade-offs via IBCL is zero-shot. Experiments whose baselines are current CLuST algorithms show that IBCL improves classification by at most 44% on average per task accuracy, and by 45% on peak per task accuracy while maintaining a near-zero to positive backward transfer, with memory overheads converging to constants. In addition, its training overhead, measured by the number of batch updates, remains constant at every task, regardless of the number of preferences requested. IBCL also improves multi-objective reinforcement learning tasks by maintaining the same Pareto front hypervolume, while significantly reducing the training cost. Details can be found at: https://github.com/ibcl-anon/ibcl.
LGFeb 1, 2024
Credal Learning TheoryMichele Caprio, Maryam Sultana, Eleni Elia et al.
Statistical learning theory is the foundation of machine learning, providing theoretical bounds for the risk of models learned from a (single) training set, assumed to issue from an unknown probability distribution. In actual deployment, however, the data distribution may (and often does) vary, causing domain adaptation/generalization issues. In this paper we lay the foundations for a `credal' theory of learning, using convex sets of probabilities (credal sets) to model the variability in the data-generating distribution. Such credal sets, we argue, may be inferred from a finite sample of training sets. Bounds are derived for the case of finite hypotheses spaces (both assuming realizability or not), as well as infinite model spaces, which directly generalize classical results.
MLNov 7, 2024
Conformalized Credal Regions for Classification with Ambiguous Ground TruthMichele Caprio, David Stutz, Shuo Li et al.
An open question in \emph{Imprecise Probabilistic Machine Learning} is how to empirically derive a credal region (i.e., a closed and convex family of probabilities on the output space) from the available data, without any prior knowledge or assumption. In classification problems, credal regions are a tool that is able to provide provable guarantees under realistic assumptions by characterizing the uncertainty about the distribution of the labels. Building on previous work, we show that credal regions can be directly constructed using conformal methods. This allows us to provide a novel extension of classical conformal prediction to problems with ambiguous ground truth, that is, when the exact labels for given inputs are not exactly known. The resulting construction enjoys desirable practical and theoretical properties: (i) conformal coverage guarantees, (ii) smaller prediction sets (compared to classical conformal prediction regions) and (iii) disentanglement of uncertainty sources (epistemic, aleatoric). We empirically verify our findings on both synthetic and real datasets.
MLMay 22, 2025
Integral Imprecise Probability MetricsSiu Lun Chau, Michele Caprio, Krikamol Muandet · oxford
Quantifying differences between probability distributions is fundamental to statistics and machine learning, primarily for comparing statistical uncertainty. In contrast, epistemic uncertainty (EU) -- due to incomplete knowledge -- requires richer representations than those offered by classical probability. Imprecise probability (IP) theory offers such models, capturing ambiguity and partial belief. This has driven growing interest in imprecise probabilistic machine learning (IPML), where inference and decision-making rely on broader uncertainty models -- highlighting the need for metrics beyond classical probability. This work introduces the Integral Imprecise Probability Metric (IIPM) framework, a Choquet integral-based generalisation of classical Integral Probability Metric (IPM) to the setting of capacities -- a broad class of IP models encompassing many existing ones, including lower probabilities, probability intervals, belief functions, and more. Theoretically, we establish conditions under which IIPM serves as a valid metric and metrises a form of weak convergence of capacities. Practically, IIPM not only enables comparison across different IP models but also supports the quantification of epistemic uncertainty within a single IP model. In particular, by comparing an IP model with its conjugate, IIPM gives rise to a new class of EU measures -- Maximum Mean Imprecision -- which satisfy key axiomatic properties proposed in the Uncertainty Quantification literature. We validate MMI through selective classification experiments, demonstrating strong empirical performance against established EU measures, and outperforming them when classical methods struggle to scale to a large number of classes. Our work advances both theory and practice in IPML, offering a principled framework for comparing and quantifying epistemic uncertainty under imprecision.
MLFeb 10, 2025
Conformal Prediction Regions are Imprecise Highest Density RegionsMichele Caprio, Yusuf Sale, Eyke Hüllermeier
Recently, Cella and Martin proved how, under an assumption called consonance, a credal set (i.e. a closed and convex set of probabilities) can be derived from the conformal transducer associated with transductive conformal prediction. We show that the Imprecise Highest Density Region (IHDR) associated with such a credal set corresponds to the classical Conformal Prediction Region. In proving this result, we establish a new relationship between Conformal Prediction and Imprecise Probability (IP) theories, via the IP concept of a cloud. A byproduct of our presentation is the discovery that consonant plausibility functions are monoid homomorphisms, a new algebraic property of an IP tool.
MLJul 6, 2025
The Joys of Categorical Conformal PredictionMichele Caprio
Conformal prediction (CP) is an Uncertainty Representation technique that delivers finite-sample calibrated prediction regions for any underlying Machine Learning model. Its status as an Uncertainty Quantification (UQ) tool, though, has remained conceptually opaque: While Conformal Prediction Regions (CPRs) give an ordinal representation of uncertainty (larger regions typically indicate higher uncertainty), they lack the capability to cardinally quantify it (twice as large regions do not imply twice the uncertainty). We adopt a category-theoretic approach to CP -- framing it as a morphism, embedded in a commuting diagram, of two newly-defined categories -- that brings us three joys. First, we show that -- under minimal assumptions -- CP is intrinsically a UQ mechanism, that is, its cardinal UQ capabilities are a structural feature of the method. Second, we demonstrate that CP bridges the Bayesian, frequentist, and imprecise probabilistic approaches to predictive statistical reasoning. Finally, we show that a CPR is the image of a covariant functor. This observation is relevant to AI privacy: It implies that privacy noise added locally does not break the global coverage guarantee.
LGMay 29, 2025
Epistemic Errors of Imperfect Multitask Learners When Distributions ShiftSabina J. Sloman, Michele Caprio, Samuel Kaski
Uncertainty-aware machine learners, such as Bayesian neural networks, output a quantification of uncertainty instead of a point prediction. In this work, we provide uncertainty-aware learners with a principled framework to characterize, and identify ways to eliminate, errors that arise from reducible (epistemic) uncertainty. We introduce a principled definition of epistemic error, and provide a decompositional epistemic error bound which operates in the very general setting of imperfect multitask learning under distribution shift. In this setting, the training (source) data may arise from multiple tasks, the test (target) data may differ systematically from the source data tasks, and/or the learner may not arrive at an accurate characterization of the source data. Our bound separately attributes epistemic errors to each of multiple aspects of the learning procedure and environment. As corollaries of the general result, we provide epistemic error bounds specialized to the settings of Bayesian transfer learning and distribution shift within $ε$-neighborhoods. We additionally leverage the terms in our bound to provide a novel definition of negative transfer.
LGFeb 3
Bayesian Conformal Prediction as a Decision Risk ProblemFanyi Wu, Veronika Lohmanova, Samuel Kaski et al.
Bayesian posterior predictive densities as non-conformity scores and Bayesian quadrature are used to estimate and minimise the expected prediction set size. Operating within a split conformal framework, BCP provides valid coverage guarantees and demonstrates reliable empirical coverage under model misspecification. Across regression and classification tasks, including distribution-shifted settings such as ImageNet-A, BCP yields prediction sets of comparable size to split conformal prediction, while exhibiting substantially lower run-to-run variability in set size. In sparse regression with nominal coverage of 80 percent, BCP achieves 81 percent empirical coverage under a misspecified prior, whereas Bayesian credible intervals under-cover at 49 percent.
LGDec 5, 2025
Credal and Interval Deep Evidential ClassificationsMichele Caprio, Shireen K. Manchingal, Fabio Cuzzolin
Uncertainty Quantification (UQ) presents a pivotal challenge in the field of Artificial Intelligence (AI), profoundly impacting decision-making, risk assessment and model reliability. In this paper, we introduce Credal and Interval Deep Evidential Classifications (CDEC and IDEC, respectively) as novel approaches to address UQ in classification tasks. CDEC and IDEC leverage a credal set (closed and convex set of probabilities) and an interval of evidential predictive distributions, respectively, allowing us to avoid overfitting to the training data and to systematically assess both epistemic (reducible) and aleatoric (irreducible) uncertainties. When those surpass acceptable thresholds, CDEC and IDEC have the capability to abstain from classification and flag an excess of epistemic or aleatoric uncertainty, as relevant. Conversely, within acceptable uncertainty bounds, CDEC and IDEC provide a collection of labels with robust probabilistic guarantees. CDEC and IDEC are trained using standard backpropagation and a loss function that draws from the theory of evidence. They overcome the shortcomings of previous efforts, and extend the current evidential deep learning literature. Through extensive experiments on MNIST, CIFAR-10 and CIFAR-100, together with their natural OoD shifts (F-MNIST/K-MNIST, SVHN/Intel, TinyImageNet), we show that CDEC and IDEC achieve competitive predictive accuracy, state-of-the-art OoD detection under epistemic and total uncertainty, and tight, well-calibrated prediction regions that expand reliably under distribution shift. An ablation over ensemble size further demonstrates that CDEC attains stable uncertainty estimates with only a small ensemble.
LGNov 23, 2025
Adaptive Conformal Prediction for Quantum Machine LearningDouglas Spencer, Samual Nicholls, Michele Caprio
Quantum machine learning seeks to leverage quantum computers to improve upon classical machine learning algorithms. Currently, robust uncertainty quantification methods remain underdeveloped in the quantum domain, despite the critical need for reliable and trustworthy predictions. Recent work has introduced quantum conformal prediction, a framework that produces prediction sets that are guaranteed to contain the true outcome with user-specified probability. In this work, we formalise how the time-varying noise inherent in quantum processors can undermine conformal guarantees, even when calibration and test data are exchangeable. To address this challenge, we draw on Adaptive Conformal Inference, a method which maintains validity over time via repeated recalibration. We introduce Adaptive Quantum Conformal Prediction (AQCP), an algorithm which preserves asymptotic average coverage guarantees under arbitrary hardware noise conditions. Empirical studies on an IBM quantum processor demonstrate that AQCP achieves target coverage levels and exhibits greater stability than quantum conformal prediction.
LGOct 6, 2025
When Do Credal Sets Stabilize? Fixed-Point Theorems for Credal Set UpdatesMichele Caprio, Siu Lun Chau, Krikamol Muandet · oxford
Many machine learning algorithms rely on iterative updates of uncertainty representations, ranging from variational inference and expectation-maximization, to reinforcement learning, continual learning, and multi-agent learning. In the presence of imprecision and ambiguity, credal sets -- closed, convex sets of probability distributions -- have emerged as a popular framework for representing imprecise probabilistic beliefs. Under such imprecision, many learning problems in imprecise probabilistic machine learning (IPML) may be viewed as processes involving successive applications of update rules on credal sets. This naturally raises the question of whether this iterative process converges to stable fixed points -- or, more generally, under what conditions on the updating mechanism such fixed points exist, and whether they can be attained. We provide the first analysis of this problem and illustrate our findings using Credal Bayesian Deep Learning as a concrete example. Our work demonstrates that incorporating imprecision into the learning process not only enriches the representation of uncertainty, but also reveals structural conditions under which stability emerges, thereby offering new insights into the dynamics of iterative learning under imprecision.
ROSep 29, 2025
PoseDiff: A Unified Diffusion Model Bridging Robot Pose Estimation and Video-to-Action ControlHaozhuo Zhang, Michele Caprio, Jing Shao et al.
We present PoseDiff, a conditional diffusion model that unifies robot state estimation and control within a single framework. At its core, PoseDiff maps raw visual observations into structured robot states-such as 3D keypoints or joint angles-from a single RGB image, eliminating the need for multi-stage pipelines or auxiliary modalities. Building upon this foundation, PoseDiff extends naturally to video-to-action inverse dynamics: by conditioning on sparse video keyframes generated by world models, it produces smooth and continuous long-horizon action sequences through an overlap-averaging strategy. This unified design enables scalable and efficient integration of perception and control. On the DREAM dataset, PoseDiff achieves state-of-the-art accuracy and real-time performance for pose estimation. On Libero-Object manipulation tasks, it substantially improves success rates over existing inverse dynamics modules, even under strict offline settings. Together, these results show that PoseDiff provides a scalable, accurate, and efficient bridge between perception, planning, and control in embodied AI. The video visualization results can be found on the project page: https://haozhuo-zhang.github.io/PoseDiff-project-page/.
ROAug 23, 2025
HumanoidVerse: A Versatile Humanoid for Vision-Language Guided Multi-Object RearrangementHaozhuo Zhang, Jingkai Sun, Michele Caprio et al.
We introduce HumanoidVerse, a novel framework for vision-language guided humanoid control that enables a single physically simulated robot to perform long-horizon, multi-object rearrangement tasks across diverse scenes. Unlike prior methods that operate in fixed settings with single-object interactions, our approach supports consecutive manipulation of multiple objects, guided only by natural language instructions and egocentric camera RGB observations. HumanoidVerse is trained via a multi-stage curriculum using a dual-teacher distillation pipeline, enabling fluid transitions between sub-tasks without requiring environment resets. To support this, we construct a large-scale dataset comprising 350 multi-object tasks spanning four room layouts. Extensive experiments in the Isaac Gym simulator demonstrate that our method significantly outperforms prior state-of-the-art in both task success rate and spatial precision, and generalizes well to unseen environments and instructions. Our work represents a key step toward robust, general-purpose humanoid agents capable of executing complex, sequential tasks under real-world sensory constraints. The video visualization results can be found on the project page: https://haozhuo-zhang.github.io/HumanoidVerse-project-page/.
LGOct 4, 2023
IBCL: Zero-shot Model Generation for Task Trade-offs in Continual LearningPengyuan Lu, Michele Caprio, Eric Eaton et al.
Like generic multi-task learning, continual learning has the nature of multi-objective optimization, and therefore faces a trade-off between the performance of different tasks. That is, to optimize for the current task distribution, it may need to compromise performance on some previous tasks. This means that there exist multiple models that are Pareto-optimal at different times, each addressing a distinct task performance trade-off. Researchers have discussed how to train particular models to address specific trade-off preferences. However, existing algorithms require training overheads proportional to the number of preferences -- a large burden when there are multiple, possibly infinitely many, preferences. As a response, we propose Imprecise Bayesian Continual Learning (IBCL). Upon a new task, IBCL (1) updates a knowledge base in the form of a convex hull of model parameter distributions and (2) obtains particular models to address task trade-off preferences with zero-shot. That is, IBCL does not require any additional training overhead to generate preference-addressing models from its knowledge base. We show that models obtained by IBCL have guarantees in identifying the Pareto optimal parameters. Moreover, experiments on standard image classification and NLP tasks support this guarantee. Statistically, IBCL improves average per-task accuracy by at most 23\% and peak per-task accuracy by at most 15\% with respect to the baseline methods, with steadily near-zero or positive backward transfer. Most importantly, IBCL significantly reduces the training overhead from training 1 model per preference to at most 3 models for all preferences.