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Aleatoric and epistemic uncertainty in machine learning: an introduction to concepts and methods

Authors: Eyke Hüllermeier; Willem Waegeman;

Aleatoric and epistemic uncertainty in machine learning: an introduction to concepts and methods

Abstract

AbstractThe notion of uncertainty is of major importance in machine learning and constitutes a key element of machine learning methodology. In line with the statistical tradition, uncertainty has long been perceived as almost synonymous with standard probability and probabilistic predictions. Yet, due to the steadily increasing relevance of machine learning for practical applications and related issues such as safety requirements, new problems and challenges have recently been identified by machine learning scholars, and these problems may call for new methodological developments. In particular, this includes the importance of distinguishing between (at least) two different types of uncertainty, often referred to as aleatoric and epistemic. In this paper, we provide an introduction to the topic of uncertainty in machine learning as well as an overview of attempts so far at handling uncertainty in general and formalizing this distinction in particular.

Countries
Germany, Belgium
Keywords

FOS: Computer and information sciences, Computer Science - Machine Learning, Epistemic uncertainty, generative models, probability, epistemic uncertainty, Bayesian inference, Learning and adaptive systems in artificial intelligence, Gaussian processes, Likelihood-based methods, ensembles, Machine Learning (stat.ML), Machine Learning (cs.LG), conformal prediction, Statistics - Machine Learning, Deep neural networks, set-valued prediction, Set-valued prediction, Ensembles, uncertainty, Probability, version space learning, Uncertainty, Generative models, calibration, Reasoning under uncertainty in the context of artificial intelligence, Mathematics and Statistics, Credal sets and classifiers, deep neural networks, credal sets and classifiers, Version space learning, Calibration, Conformal prediction, likelihood-based methods

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1K
Top 0.01%
Top 0.1%
Top 0.01%
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hybrid