Ilya Serenko

This work addresses uncertainty quantification in machine learning, treating it as a hidden parameter of the model that estimates variance in training data, thereby enhancing the interpretability of predictive models. By predicting both the target value and the certainty of the prediction, combined with deep ensembling to study model uncertainty, the proposed method aims to increase model accuracy. The approach was applied to the well-known problem of Remaining Useful Life (RUL) estimation for turbofan jet engines using NASA’s dataset. The method demonstrated competitive results compared to other commonly used tabular data processing methods, including k-nearest neighbors, support vector machines, decision trees, and their ensembles. The proposed method is based on advanced techniques that leverage uncertainty quantification to improve the reliability and accuracy of RUL predictions.