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Wimmer, Lisa; Sale, Yusuf; Hofman, Paul; Bischl, Bernd ORCID logoORCID: https://orcid.org/0000-0001-6002-6980 and Hüllermeier, Eyke ORCID logoORCID: https://orcid.org/0000-0002-9944-4108 (2023): Quantifying aleatoric and epistemic uncertainty in machine learning: Are conditional entropy and mutual information appropriate measures? Thirty-Ninth Conference on Uncertainty in Artificial Intelligence (UAI 2023), Pittsburgh, PA, USA, 1-3 August, 2023. Evans, Robin J. and Shpitser, Ilya (eds.) : In: Proceedings of the Thirty-Ninth Conference on Uncertainty in Artificial Intelligence, Vol. 216 PMLR. pp. 2282-2292

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Abstract

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 in information theory, seem appealing at first glance, we identify various incoherencies that call their appropriateness into question. In addition to the measures themselves, we critically discuss the idea of an additive decomposition of total uncertainty into its aleatoric and epistemic constituents. Experiments across different computer vision tasks support our theoretical findings and raise concerns about current practice in uncertainty quantification.

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