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Uncertainty Quantification for Large-Scale Deep Networks via Post-StoNet Modeling
Yan Sun, Faming Liang
https://arxiv.org/abs/2508.01217 https://arxiv.org/…

Uncertainty Quantification for Large-Scale Deep Networks via Post-StoNet Modeling
Deep learning has revolutionized modern data science. However, how to accurately quantify the uncertainty of predictions from large-scale deep neural networks (DNNs) remains an unresolved issue. To address this issue, we introduce a novel post-processing approach. This approach feeds the output from the last hidden layer of a pre-trained large-scale DNN model into a stochastic neural network (StoNet), then trains the StoNet with a sparse penalty on a validation dataset and constructs prediction…