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Evaluating Predictive Uncertainty Challenge

MPS-Authors
http://pubman.mpdl.mpg.de/cone/persons/resource/persons83845

Quinonero Candela,  J
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons84156

Rasmussen,  CE
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons84226

Sinz,  F
Research Group Computational Vision and Neuroscience, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons83824

Bousquet,  O
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons84193

Schölkopf,  B
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Citation

Quinonero Candela, J., Rasmussen, C., Sinz, F., Bousquet, O., & Schölkopf, B. (2006). Evaluating Predictive Uncertainty Challenge. Machine Learning Challenges: First PASCAL Machine Learning Challenges Workshop (MLCW 2005), 1-27.


Cite as: http://hdl.handle.net/11858/00-001M-0000-0013-D239-9
Abstract
This Chapter presents the PASCAL Evaluating Predictive Uncertainty Challenge, introduces the contributed Chapters by the participants who obtained outstanding results, and provides a discussion with some lessons to be learnt. The Challenge was set up to evaluate the ability of Machine Learning algorithms to provide good “probabilistic predictions”, rather than just the usual “point predictions” with no measure of uncertainty, in regression and classification problems. Parti-cipants had to compete on a number of regression and classification tasks, and were evaluated by both traditional losses that only take into account point predictions and losses we proposed that evaluate the quality of the probabilistic predictions.