Post-Hoc Split-Point Self-Consistency Verification for Efficient, Unified Quantification of Aleatoric and Epistemic Uncertainty in Deep Learning
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| Format: | Preprint |
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2025
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| _version_ | 1866912590449344512 |
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| author | Zhao, Zhizhong Chen, Ke |
| author_facet | Zhao, Zhizhong Chen, Ke |
| contents | Uncertainty quantification (UQ) is vital for trustworthy deep learning, yet existing methods are either computationally intensive, such as Bayesian or ensemble methods, or provide only partial, task-specific estimates, such as single-forward-pass techniques. In this paper, we propose a post-hoc single-forward-pass framework that jointly captures aleatoric and epistemic uncertainty without modifying or retraining pretrained models. Our method applies \emph{Split-Point Analysis} (SPA) to decompose predictive residuals into upper and lower subsets, computing \emph{Mean Absolute Residuals} (MARs) on each side. We prove that, under ideal conditions, the total MAR equals the harmonic mean of subset MARs; deviations define a novel \emph{Self-consistency Discrepancy Score} (SDS) for fine-grained epistemic estimation across regression and classification. For regression, side-specific quantile regression yields prediction intervals with improved empirical coverage, which are further calibrated via SDS. For classification, when calibration data are available, we apply SPA-based calibration identities to adjust the softmax outputs and then compute predictive entropy on these calibrated probabilities. Extensive experiments on diverse regression and classification benchmarks demonstrate that our framework matches or exceeds several state-of-the-art UQ methods while incurring minimal overhead.
Our source code is available at https://github.com/zzz0527/SPC-UQ. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_13262 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Post-Hoc Split-Point Self-Consistency Verification for Efficient, Unified Quantification of Aleatoric and Epistemic Uncertainty in Deep Learning Zhao, Zhizhong Chen, Ke Machine Learning Uncertainty quantification (UQ) is vital for trustworthy deep learning, yet existing methods are either computationally intensive, such as Bayesian or ensemble methods, or provide only partial, task-specific estimates, such as single-forward-pass techniques. In this paper, we propose a post-hoc single-forward-pass framework that jointly captures aleatoric and epistemic uncertainty without modifying or retraining pretrained models. Our method applies \emph{Split-Point Analysis} (SPA) to decompose predictive residuals into upper and lower subsets, computing \emph{Mean Absolute Residuals} (MARs) on each side. We prove that, under ideal conditions, the total MAR equals the harmonic mean of subset MARs; deviations define a novel \emph{Self-consistency Discrepancy Score} (SDS) for fine-grained epistemic estimation across regression and classification. For regression, side-specific quantile regression yields prediction intervals with improved empirical coverage, which are further calibrated via SDS. For classification, when calibration data are available, we apply SPA-based calibration identities to adjust the softmax outputs and then compute predictive entropy on these calibrated probabilities. Extensive experiments on diverse regression and classification benchmarks demonstrate that our framework matches or exceeds several state-of-the-art UQ methods while incurring minimal overhead. Our source code is available at https://github.com/zzz0527/SPC-UQ. |
| title | Post-Hoc Split-Point Self-Consistency Verification for Efficient, Unified Quantification of Aleatoric and Epistemic Uncertainty in Deep Learning |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2509.13262 |