Quantification, optimisation, and application of deep uncertainty

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This project aims to develop a framework for deep uncertainty quantification. There is currently a fundamental gap between deep learning research and the methods required to quantify and manage uncertainties. The research will propose a novel distribution-free methodology to generate deep predictive uncertainty estimates to avoid the assumptions of existing methods. The quality of estimates will be enhanced by applying an interval-based adversarial training step. The project is expected to help data-driven Australian organisations and industries to better quantify and manage forecasting uncertainties. This project will provide them with significant cost savings through better decision making and more robust planning.