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Sale, Yusuf; Hofman, Paul; Löhr, Timo ORCID logoORCID: https://orcid.org/0000-0001-7150-4618; Wimmer, Lisa; Nagler, Thomas und Hüllermeier, Eyke ORCID logoORCID: https://orcid.org/0000-0002-9944-4108 (15. Juli 2024): Label-wise Aleatoric and Epistemic Uncertainty Quantification. Proceedings of the Fortieth Conference on Uncertainty in Artificial Intelligence, Barcelona, Spain, 15. - 19. July 2024. Kiyavash, Negar und Mooij, Joris M. (Hrsg.): Proceedings of Machine Learning Research. Bd. 244 PMLR. S. 3159-3179 [PDF, 1MB]

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.

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