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Probly: Uncertainty-Aware Machine Learning

MCML Authors

Abstract

As machine learning systems are increasingly deployed in real-world applications, the question of how to represent and quantify uncertainty has moved from a methodological side issue to a central concern. In practice, however, making a model uncertainty-aware is still surprisingly difficult: relevant tools tend to be scattered across libraries, each tied to a particular framework and a particular approach to modeling uncertainty, and the choice of representation, quantification, and evaluation is typically left to the user without much guidance. In this paper, we present probly, a Python package that addresses these issues in a single, modular framework. probly offers (i) lightweight transformations that turn existing models into uncertainty-aware ones, currently supporting PyTorch, scikit-learn, and Flax, (ii) several representations, including second-order distributions, credal sets, and conformal prediction, (iii) the corresponding quantification measures, and (iv) a number of evaluation protocols, which can be combined more or less arbitrarily. Using probly, we conduct a benchmark study on three standard tasks — selective prediction, out-of-distribution detection, and active learning. In addition, and unlike existing benchmarks, we evaluate suitable methods on first-order data, i.e., datasets for which the target itself is a distribution over outcomes. We further illustrate the flexibility of the package on a number of less standard case studies, including large language models, graph neural networks, and data streams.

inproceedings HDL+26


NeurIPS 2026

40th Conference on Neural Information Processing Systems. Sydney, Australia, Dec 06-12, 2026. Oral Presentation. To be published.
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A* Conference

Authors

P. Hofman • C. Damke • T. Löhr • S. M. A. R. Thies • A. Javanmardi • V. Margraf • J. Paplhám • Y. Sale • E. Hüllermeier • M. Muschalik

Links

GitHub

Research Area

 A3 | Computational Models

BibTeXKey: HDL+26

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