Label-wise Aleatoric and Epistemic Uncertainty Quantification
Yusuf Sale, Paul Hofman, Timo Löhr, Lisa Wimmer, Thomas Nagler, Eyke Hüllermeier
Abstract
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, thereby improving cost-sensitive decision-making and helping understand the sources of uncertainty. Furthermore, it allows to define total, aleatoric, and epistemic uncertainty on the basis of non-categorical measures such as variance, going beyond common entropy-based measures. In particular, variance-based measures address some of the limitations associated with established methods that have recently been discussed in the literature. We show that our proposed measures adhere to a number of desirable properties. Through empirical evaluation on a variety of benchmark data sets – including applications in the medical domain where accurate uncertainty quantification is crucial – we establish the effectiveness of label-wise uncertainty quantification.
BibTeX
@InProceedings{pmlr-v244-sale24a,
title = {Label-wise Aleatoric and Epistemic Uncertainty Quantification},
author = {Sale, Yusuf and Hofman, Paul and L\"ohr, Timo and Wimmer, Lisa and Nagler, Thomas and H\"ullermeier, Eyke},
booktitle = {Proceedings of the Fortieth Conference on Uncertainty in Artificial Intelligence},
pages = {3159--3179},
year = {2024},
editor = {Kiyavash, Negar and Mooij, Joris M.},
volume = {244},
series = {Proceedings of Machine Learning Research},
month = {15--19 Jul},
publisher = {PMLR},
pdf = {https://raw.githubusercontent.com/mlresearch/v244/main/assets/sale24a/sale24a.pdf},
url = {https://proceedings.mlr.press/v244/sale24a.html},
abstract = {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, thereby improving cost-sensitive decision-making and helping understand the sources of uncertainty. Furthermore, it allows to define total, aleatoric, and epistemic uncertainty on the basis of non-categorical measures such as variance, going beyond common entropy-based measures. In particular, variance-based measures address some of the limitations associated with established methods that have recently been discussed in the literature. We show that our proposed measures adhere to a number of desirable properties. Through empirical evaluation on a variety of benchmark data sets – including applications in the medical domain where accurate uncertainty quantification is crucial – we establish the effectiveness of label-wise uncertainty quantification.}
}