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Credal sets, i.e., closed convex sets of probability measures, provide a natural framework to represent aleatoric and epistemic uncertainty in machine learning. Yet how to quantify these two types of uncertainty for a given credal set,…

There are two major types of uncertainty one can model. Aleatoric uncertainty captures noise inherent in the observations. On the other hand, epistemic uncertainty accounts for uncertainty in the model -- uncertainty which can be explained…

Computer Vision and Pattern Recognition · Computer Science 2017-10-06 Alex Kendall , Yarin Gal

Decomposing predictive uncertainty into epistemic (model ignorance) and aleatoric (data ambiguity) components is central to reliable decision making, yet most methods estimate both from the same predictive distribution. Recent empirical and…

Machine Learning · Computer Science 2026-02-13 Tanmoy Mukherjee , Marius Kloft , Pierre Marquis , Zied Bouraoui

The ideas of aleatoric and epistemic uncertainty are widely used to reason about the probabilistic predictions of machine-learning models. We identify incoherence in existing discussions of these ideas and suggest this stems from the…

Machine Learning · Computer Science 2025-08-19 Freddie Bickford Smith , Jannik Kossen , Eleanor Trollope , Mark van der Wilk , Adam Foster , Tom Rainforth

Due to the steadily increasing relevance of machine learning for practical applications, many of which are coming with safety requirements, the notion of uncertainty has received increasing attention in machine learning research in the last…

Machine Learning · Computer Science 2020-01-06 Mohammad Hossein Shaker , Eyke Hüllermeier

The notion of uncertainty is of major importance in machine learning and constitutes a key element of machine learning methodology. In line with the statistical tradition, uncertainty has long been perceived as almost synonymous with…

Machine Learning · Computer Science 2021-06-24 Eyke Hüllermeier , Willem Waegeman

Various strategies for active learning have been proposed in the machine learning literature. In uncertainty sampling, which is among the most popular approaches, the active learner sequentially queries the label of those instances for…

Machine Learning · Computer Science 2019-09-04 Vu-Linh Nguyen , Sébastien Destercke , Eyke Hüllermeier

The quantification of aleatoric and epistemic uncertainty in terms of conditional entropy and mutual information, respectively, has recently become quite common in machine learning. While the properties of these measures, which are rooted…

Machine Learning · Computer Science 2023-06-27 Lisa Wimmer , Yusuf Sale , Paul Hofman , Bern Bischl , Eyke Hüllermeier

When collaborating with an AI system, we need to assess when to trust its recommendations. If we mistakenly trust it in regions where it is likely to err, catastrophic failures may occur, hence the need for Bayesian approaches for…

Artificial Intelligence · Computer Science 2021-02-23 Federico Cerutti , Lance M. Kaplan , Angelika Kimmig , Murat Sensoy

Uncertainty quantification (UQ) is a critical aspect of artificial intelligence (AI) systems, particularly in high-risk domains such as healthcare, autonomous systems, and financial technology, where decision-making processes must account…

Trustworthy ML systems should not only return accurate predictions, but also a reliable representation of their uncertainty. Bayesian methods are commonly used to quantify both aleatoric and epistemic uncertainty, but alternative…

Artificial Intelligence · Computer Science 2024-09-11 Mira Jürgens , Nis Meinert , Viktor Bengs , Eyke Hüllermeier , Willem Waegeman

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Machine Learning · Computer Science 2024-04-22 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Decomposing prediction uncertainty into aleatoric (irreducible) and epistemic (reducible) components is critical for the reliable deployment of machine learning systems. While the mutual information between the response variable and model…

Machine Learning · Statistics 2026-02-10 Anchit Jain , Stephen Bates

Real-world data contains aleatoric uncertainty - irreducible noise arising from imperfect measurements or from incomplete knowledge about the data generation process. Mean-variance estimation networks can learn this type of uncertainty but…

Machine Learning · Computer Science 2026-05-29 Jiaxiang Yi , Miguel A. Bessa

The ability to acknowledge the inevitable uncertainty in their knowledge and reasoning is a prerequisite for AI systems to be truly truthful and reliable. In this paper, we present a taxonomy of uncertainty specific to vision-language AI…

Artificial Intelligence · Computer Science 2024-07-03 Khyathi Raghavi Chandu , Linjie Li , Anas Awadalla , Ximing Lu , Jae Sung Park , Jack Hessel , Lijuan Wang , Yejin Choi

Bayesian inference can quantify uncertainty in the predictions of neural networks using posterior distributions for model parameters and network output. By looking at these posterior distributions, one can separate the origin of uncertainty…

Machine Learning · Computer Science 2023-11-23 H. Linander , O. Balabanov , H. Yang , B. Mehlig

Concept Bottleneck Models (CBMs) predict through human-interpretable concepts, but they typically output point concept probabilities that conflate epistemic uncertainty (reducible model underspecification) with aleatoric uncertainty…

Artificial Intelligence · Computer Science 2026-04-28 Tanmoy Mukherjee , Thomas Bailleux , Pierre Marquis , Zied Bouraoui

We present a novel approach to uncertainty quantification in classification tasks based on label-wise decomposition of uncertainty measures. This label-wise perspective allows uncertainty to be quantified at the individual class level,…

Machine Learning · Computer Science 2024-06-05 Yusuf Sale , Paul Hofman , Timo Löhr , Lisa Wimmer , Thomas Nagler , Eyke Hüllermeier

Bayesian inference is often utilized for uncertainty quantification tasks. A recent analysis by Xu and Raginsky 2022 rigorously decomposed the predictive uncertainty in Bayesian inference into two uncertainties, called aleatoric and…

Machine Learning · Statistics 2023-07-25 Futoshi Futami , Tomoharu Iwata

Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…

Numerical Analysis · Mathematics 2015-03-19 Kamaljit Chowdhary , Paul Dupuis
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