Quantifying Uncertainty to Improve Decision Making in Machine Learning

Abstract

Data-driven modeling, including machine learning methods, continue to play an increasing role in society. Data-driven methods impact decision making for applications ranging from everyday determinations about which news people see and control of self-driving cars to high-consequence national security situations related to cyber security and analysis of nuclear weapons reliability. Although modern machine learning methods have made great strides in model induction and show excellent performance in a broad variety of complex domains, uncertainty remains an inherent aspect of any data-driven model. In this report, we provide an update to the preliminary results on uncertainty quantification for machine learning presented in SAND2017-6776. Specifically, we improve upon the general problem definition and expand upon the experiments conducted for the earlier re- port. Most importantly, we summarize key lessons learned about how and when uncertainty quantification can inform decision making and provide valuable insights into the quality of learned models and potential improvements to them.