ORCID: https://orcid.org/0000-0002-9944-4108; Destercke, Sébastien und Shaker, Mohammad Hossein
(August 2022):
Quantification of Credal Uncertainty in Machine Learning: A Critical Analysis and Empirical Comparison.
38th Conference on Uncertainty in Artificial Intelligence, Eindhoven, Netherlands, 1-5 August 2022.
Cussens, James und Zhang, Kun (eds.) :
In: Proceedings of the Thirty-Eighth Conference on Uncertainty in Artificial Intelligence,
Vol. 180
PMLR. pp. 548-557
[PDF, 426kB]


Abstract
The representation and quantification of uncertainty has received increasing attention in machine learning in the recent past. The formalism of credal sets provides an interesting alternative in this regard, especially as it combines the representation of epistemic (lack of knowledge) and aleatoric (statistical) uncertainty in a rather natural way. In this paper, we elaborate on uncertainty measures for credal sets from the perspective of machine learning. More specifically, we provide an overview of proposals, discuss existing measures in a critical way, and also propose a new measure that is more tailored to the machine learning setting. Based on an experimental study, we conclude that theoretically well-justified measures also lead to better performance in practice. Besides, we corroborate the difficulty of the disaggregation problem, that is, of decomposing the amount of total uncertainty into aleatoric and epistemic uncertainty in a sound manner, thereby complementing theoretical findings with empirical evidence.
Item Type: | Conference or Workshop Item (Paper) |
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Form of publication: | Publisher's Version |
Faculties: | Mathematics, Computer Science and Statistics > Computer Science > Artificial Intelligence and Machine Learning |
Subjects: | 000 Computer science, information and general works > 000 Computer science, knowledge, and systems |
URN: | urn:nbn:de:bvb:19-epub-94666-3 |
Item ID: | 94666 |
Date Deposited: | 16. Feb 2023 14:45 |
Last Modified: | 26. Nov 2024 10:27 |