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Ordinal classification problems, where labels exhibit a natural order, are prevalent in high-stakes fields such as medicine and finance. Accurate uncertainty quantification, including the decomposition into aleatoric (inherent variability)…

Machine Learning · Computer Science 2025-07-02 Stefan Haas , Eyke Hüllermeier

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

Machine Learning · Computer Science 2025-05-29 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

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

Uncertainty quantification is a critical aspect of machine learning models, providing important insights into the reliability of predictions and aiding the decision-making process in real-world applications. This paper proposes a novel way…

Machine Learning · Computer Science 2024-01-02 Yusuf Sale , Paul Hofman , Lisa Wimmer , Eyke Hüllermeier , Thomas Nagler

Uncertainty quantification (UQ) is crucial in machine learning, yet most (axiomatic) studies of uncertainty measures focus on classification, leaving a gap in regression settings with limited formal justification and evaluations. In this…

Machine Learning · Computer Science 2025-05-19 Christopher Bülte , Yusuf Sale , Timo Löhr , Paul Hofman , Gitta Kutyniok , Eyke Hüllermeier

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

Deep Learning sets the state-of-the-art in many challenging tasks showing outstanding performance in a broad range of applications. Despite its success, it still lacks robustness hindering its adoption in medical applications. Modeling…

Computer Vision and Pattern Recognition · Computer Science 2019-09-19 Agnieszka Tomczack , Nassir Navab , Shadi Albarqouni

The idea to distinguish and quantify two important types of uncertainty, often referred to as aleatoric and epistemic, has received increasing attention in machine learning research in the last couple of years. In this paper, we consider…

Machine Learning · Computer Science 2021-12-13 Mohammad Hossein Shaker , Eyke Hüllermeier

Uncertainty quantification is one of the most crucial tasks to obtain trustworthy and reliable machine learning models for decision making. However, most research in this domain has only focused on problems with small label spaces and…

Machine Learning · Computer Science 2022-10-20 Jyun-Yu Jiang , Wei-Cheng Chang , Jiong Zhong , Cho-Jui Hsieh , Hsiang-Fu Yu

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

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

Proper quantification of predictive uncertainty is essential for the use of machine learning in safety-critical applications. Various uncertainty measures have been proposed for this purpose, typically claiming superiority over other…

Machine Learning · Computer Science 2025-12-16 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Regression tasks, notably in safety-critical domains, require proper uncertainty quantification, yet the literature remains largely classification-focused. In this light, we introduce a family of measures for total, aleatoric, and epistemic…

Machine Learning · Computer Science 2025-10-30 Christopher Bülte , Yusuf Sale , Gitta Kutyniok , Eyke Hüllermeier

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

We give a principled method for decomposing the predictive uncertainty of a model into aleatoric and epistemic components with explicit semantics relating them to the real-world data distribution. While many works in the literature have…

Machine Learning · Computer Science 2024-12-30 Gustaf Ahdritz , Aravind Gollakota , Parikshit Gopalan , Charlotte Peale , Udi Wieder

We propose an evaluation framework for class probability estimates (CPEs) in the presence of label uncertainty, which is commonly observed as diagnosis disagreement between experts in the medical domain. We also formalize evaluation metrics…

Machine Learning · Statistics 2021-03-23 Takahiro Mimori , Keiko Sasada , Hirotaka Matsui , Issei Sato

Uncertainty can be classified as either aleatoric (intrinsic randomness) or epistemic (imperfect knowledge of parameters). The majority of frameworks assessing infectious disease risk consider only epistemic uncertainty. We only ever…

Learning against label noise is a vital topic to guarantee a reliable performance for deep neural networks. Recent research usually refers to dynamic noise modeling with model output probabilities and loss values, and then separates clean…

Machine Learning · Statistics 2022-07-13 Yingsong Huang , Bing Bai , Shengwei Zhao , Kun Bai , Fei Wang

Reliable uncertainty quantification is crucial for trustworthy decision-making and the deployment of AI models in medical imaging. While prior work has explored the ability of neural networks to quantify predictive, epistemic, and aleatoric…

Machine Learning · Statistics 2025-08-07 Simon Baur , Wojciech Samek , Jackie Ma

Deep learning based methods for automatic organ segmentation have shown promise in aiding diagnosis and treatment planning. However, quantifying and understanding the uncertainty associated with model predictions is crucial in critical…

Image and Video Processing · Electrical Eng. & Systems 2023-08-16 Jadie Adams , Shireen Y. Elhabian
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