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Ensemble-based Uncertainty Quantification: Bayesian versus Credal Inference
Open accessAbstract
The idea to distinguish and quantify two important types of uncertainty, often referred to as aleatoric and epistemic, has received increasing attention in machine learning research in the last couple of years. In this paper, we consider ensemble-based approaches to uncertainty quantification. Distinguishing between different types of uncertainty-aware learning algorithms, we specifically focus on Bayesian methods and approaches based on so-called credal sets, which naturally suggest themselves from an ensemble learning point of view. For both approaches, we address the question of how to quantify aleatoric and epistemic uncertainty. The effectiveness of corresponding measures is evaluated and compared in an empirical study on classification with a reject option.
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Second-order uncertainty prediction, a distribution of distributions, has recently been treated using inference based on Bayesian methods and credal sets.
“This type of prediction, a distribution of distributions, also called second-order uncertainty (Hüllermeier et al., 2022;Bengs et al., 2022), has been recently treated using inference based on Bayesian methods and credal sets, which are convex sets of probability distributions (Shaker & Hüllermeier, 2021).”
From Classifier calibration: a survey on how to assess and improve predicted class probabilities (2023) · cites this paper as Shaker & Hüllermeier, 2021
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Cited by
Sorted by citations
Classifier calibration: a survey on how to assess and improve predicted class probabilities
Silva Filho, T., Song, H., Perello-Nieto, M., Santos-Rodriguez, R., Kull, M., & Flach, P. (2023) · Machine Learning · doi:10.1007/s10994-023-06336-7 · Cited by 228
Metadata
- Authors
- Shaker, M., & Hüllermeier, E.
- Affiliations
- Paderborn University (DE)
- Ludwig-Maximilians-Universität München (DE)
- Venue
- Proceedings - 31. Workshop Computational Intelligence : Berlin, 25. - 26. November 2021
- Publisher
- KIT Scientific Publishing
- Published
- 2021-11-15
- Pages
- 63-77
- OpenAlex
- W3186967849
- Cited by
- 9
- References
- 0
- Citations by year
- 2026: 3 · 2025: 2 · 2024: 1 · 2023: 1 · 2022: 2
- FWCI
- 0.46
- Type
- conference paper
- Language
- en
- Open access
- hybrid
- doi.org
- Licence
- cc-by-sa
- Locations
- Workshop Computational Intelligence (publishedVersion, cc-by-sa)
- arXiv (Cornell University) (submittedVersion, cc-by)
- arXiv (Cornell University) (cc-by)
- Funders
- Bundesministerium für Bildung und Forschung (01IS19080 A)
- Topics
- Physical Sciences › Computer Science › Artificial Intelligence › Adversarial Robustness in Machine Learning
- Physical Sciences › Computer Science › Artificial Intelligence › Bayesian Modeling and Causal Inference
- Physical Sciences › Computer Science › Artificial Intelligence › Gaussian Processes and Bayesian Inference
- Keywords
- uncertainty quantification, ensemble learning, aleatoric uncertainty, epistemic uncertainty, Bayesian inference, credal sets, uncertainty-aware learning
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