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Related papers: Quantification of Credal Uncertainty: A Distance-B…

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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

Statistical learning theory is the foundation of machine learning, providing theoretical bounds for the risk of models learned from a (single) training set, assumed to issue from an unknown probability distribution. In actual deployment,…

Machine Learning · Computer Science 2024-10-25 Michele Caprio , Maryam Sultana , Eleni Elia , Fabio Cuzzolin

An open question in \emph{Imprecise Probabilistic Machine Learning} is how to empirically derive a credal region (i.e., a closed and convex family of probabilities on the output space) from the available data, without any prior knowledge or…

Machine Learning · Statistics 2025-01-29 Michele Caprio , David Stutz , Shuo Li , Arnaud Doucet

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

We develop a domain-theoretic framework for imprecise probability reasoning and inference on general topological spaces with a countably based continuous lattice of open sets. We address two distinct forms of uncertainty: partial or…

Logic in Computer Science · Computer Science 2026-04-13 Abbas Edalat , Pietro Di Gianantonio , Amin Farjudian

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

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

We present two different strategies to extend the classical multi-label chaining approach to handle imprecise probability estimates. These estimates use convex sets of distributions (or credal sets) in order to describe our uncertainty…

Machine Learning · Statistics 2021-07-21 Yonatan Carlos Carranza Alarcón , Sébastien Destercke

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

In this paper, we present a formal quantification of epistemic uncertainty induced by numerical solutions of ordinary and partial differential equation models. Numerical solutions of differential equations contain inherent uncertainties due…

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

Contemporary undertakings provide limitless opportunities for widespread application of machine reasoning and artificial intelligence in situations characterised by uncertainty, hostility and sheer volume of data. The paper develops a…

Artificial Intelligence · Computer Science 2022-08-05 Branko Ristic , Alessio Benavoli , Sanjeev Arulampalam

Effective uncertainty estimation is becoming increasingly attractive for enhancing the reliability of neural networks. This work presents a novel approach, termed Credal-Set Interval Neural Networks (CreINNs), for classification. CreINNs…

Machine Learning · Computer Science 2025-01-28 Kaizheng Wang , Keivan Shariatmadar , Shireen Kudukkil Manchingal , Fabio Cuzzolin , David Moens , Hans Hallez

Test-time adaptation (TTA) methods improve model performance under distribution shift but lack formal guarantees connecting shift magnitude to prediction reliability. We develop a PAC-Bayesian framework yielding generalization bounds…

Machine Learning · Computer Science 2026-05-22 Ahanaf Hasan Ariq

Credal predictors are models that are aware of epistemic uncertainty and produce a convex set of probabilistic predictions. They offer a principled way to quantify predictive epistemic uncertainty (EU) and have been shown to improve model…

Machine Learning · Computer Science 2026-02-27 Kaizheng Wang , Ghifari Adam Faza , Fabio Cuzzolin , Siu Lun Chau , David Moens , Hans Hallez

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

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

In this paper, we consider the problem of making skeptical inferences for the multi-label ranking problem. We assume that our uncertainty is described by a convex set of probabilities (i.e. a credal set), defined over the set of labels.…

Machine Learning · Statistics 2022-10-18 Yonatan Carlos Carranza Alarcón , Vu-Linh Nguyen

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

Reliable estimation of predictive uncertainty is crucial for machine learning applications, particularly in high-stakes scenarios where hedging against risks is essential. Despite its significance, there is no universal agreement on how to…

Machine Learning · Computer Science 2025-06-17 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter