Second-Order Uncertainty Quantification: Variance-Based Measures

Fuente: arXiv
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Autori principali: Sale, Yusuf, Hofman, Paul, Wimmer, Lisa, Hüllermeier, Eyke, Nagler, Thomas
Natura: Preprint
Pubblicazione: 2023
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author Sale, Yusuf
Hofman, Paul
Wimmer, Lisa
Hüllermeier, Eyke
Nagler, Thomas
author_facet Sale, Yusuf
Hofman, Paul
Wimmer, Lisa
Hüllermeier, Eyke
Nagler, Thomas
contents Uncertainty quantification is a critical aspect of machine learning models, providing important insights into the reliability of predictions and aiding the decision-making process in real-world applications. This paper proposes a novel way to use variance-based measures to quantify uncertainty on the basis of second-order distributions in classification problems. A distinctive feature of the measures is the ability to reason about uncertainties on a class-based level, which is useful in situations where nuanced decision-making is required. Recalling some properties from the literature, we highlight that the variance-based measures satisfy important (axiomatic) properties. In addition to this axiomatic approach, we present empirical results showing the measures to be effective and competitive to commonly used entropy-based measures.
format Preprint
id arxiv_https___arxiv_org_abs_2401_00276
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Second-Order Uncertainty Quantification: Variance-Based Measures
Sale, Yusuf
Hofman, Paul
Wimmer, Lisa
Hüllermeier, Eyke
Nagler, Thomas
Machine Learning
Uncertainty quantification is a critical aspect of machine learning models, providing important insights into the reliability of predictions and aiding the decision-making process in real-world applications. This paper proposes a novel way to use variance-based measures to quantify uncertainty on the basis of second-order distributions in classification problems. A distinctive feature of the measures is the ability to reason about uncertainties on a class-based level, which is useful in situations where nuanced decision-making is required. Recalling some properties from the literature, we highlight that the variance-based measures satisfy important (axiomatic) properties. In addition to this axiomatic approach, we present empirical results showing the measures to be effective and competitive to commonly used entropy-based measures.
title Second-Order Uncertainty Quantification: Variance-Based Measures
topic Machine Learning
url https://arxiv.org/abs/2401.00276