Machine Learning in Measurement Part 2: Uncertainty Quantification

In spite of the advent of Machine Learning (ML) and its successful deployment in measurement systems, little information can be found in the literature about uncertainty quantification in these systems [1]. Uncertainty is crucial for the adoption of ML in commercial products and services. Designers are now being encouraged to be upfront about the uncertainty in their ML systems, because products that specify their uncertainty can have a significant competitive advantage and can unlock new value, reduce risk, and improve usability [2]. In this article, we will describe uncertainty quantification in ML. Because there isn't enough room in one article to explain all ML methods, we concentrate on Deep Learning (DL), which is one of the most popular and effective ML methods in I&M [3]. Please note that this article follows and uses concepts from Part 1 [4], so readers are highly encouraged to first read that part. In addition, we assume the reader has a basic understanding of both DL and uncertainty. Readers for whom this assumption is false are encouraged to first read the brief introduction to DL and its applications in I&M presented in [3] as well as the uncertainty tutorial in [5].