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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

Quantifying model uncertainty is critical for understanding prediction reliability, yet distinguishing between aleatoric and epistemic uncertainty remains challenging. We extend recent work from classification to regression to provide a…

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

The interplay of biological, social, structural and random factors makes disease forecasting extraordinarily complex. The course of an epidemic exhibits average growth dynamics determined by features of the pathogen and the population, yet…

Populations and Evolution · Quantitative Biology 2022-02-24 Andrea J. Allen , Mariah C. Boudreau , Nicholas J. Roberts , Antoine Allard , Laurent Hébert-Dufresne

Epidemic disease spreading is conventionally often modelled and analyzed by means of rate and diffusion equations, following the paradigms of well-controlled chemical reactions and diffusive dynamics in a test tube. Yet, serious worries…

Physics and Society · Physics 2023-01-03 Klaus Kroy

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 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

Epidemic models often reflect characteristic features of infectious spreading processes by coupled non-linear differential equations considering different states of health (such as Susceptible, Infected, or Recovered). This compartmental…

Physics and Society · Physics 2021-12-01 Vaiva Vasiliauskaite , Nino Antulov-Fantulin , Dirk Helbing

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

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

Identifying and disentangling sources of predictive uncertainty is essential for trustworthy supervised learning. We argue that widely used second-order methods that disentangle aleatoric and epistemic uncertainty are fundamentally…

Machine Learning · Computer Science 2026-02-09 Sebastián Jiménez , Mira Jürgens , Willem Waegeman

Understanding the timing of the peak of a disease outbreak forms an important part of epidemic forecasting. In many cases, such information is essential for planning increased hospital bed demand and for designing of public health…

Populations and Evolution · Quantitative Biology 2023-11-27 Jacob Curran-Sebastian , Lorenzo Pellis , Ian Hall , Thomas House

Estimating and disentangling epistemic uncertainty, uncertainty that is reducible with more training data, and aleatoric uncertainty, uncertainty that is inherent to the task at hand, is critically important when applying machine learning…

Machine Learning · Computer Science 2024-11-08 Matthew A. Chan , Maria J. Molina , Christopher A. Metzler

Recent advancements in machine learning have emphasized the need for transparency in model predictions, particularly as interpretability diminishes when using increasingly complex architectures. In this paper, we propose leveraging…

Machine Learning · Computer Science 2025-07-18 Chenrui Zhu , Louenas Bounia , Vu Linh Nguyen , Sébastien Destercke , Arthur Hoarau

Estimating, understanding, and communicating uncertainty is fundamental to statistical epidemiology, where model-based estimates regularly inform real-world decisions. However, sources of uncertainty are rarely formalised, and existing…

A simple, but ``classical``, stochastic model for epidemic spread in a finite, but large, population is studied. The progress of the epidemic can be divided into three different phases that requires different tools to analyse. Initially the…

Populations and Evolution · Quantitative Biology 2018-05-29 Åke Svensson

Uncertainty estimation has been extensively studied in recent literature, which can usually be classified as aleatoric uncertainty and epistemic uncertainty. In current aleatoric uncertainty estimation frameworks, it is often neglected that…

Computer Vision and Pattern Recognition · Computer Science 2021-11-23 Jing Zhang , Yuchao Dai , Mehrtash Harandi , Yiran Zhong , Nick Barnes , Richard Hartley

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

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

This position paper reflects on the state-of-the-art in decision-making under uncertainty. A classical assumption is that probabilities can sufficiently capture all uncertainty in a system. In this paper, the focus is on the uncertainty…

Artificial Intelligence · Computer Science 2023-03-13 Thom Badings , Thiago D. Simão , Marnix Suilen , Nils Jansen
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