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Is Epistemic Uncertainty Faithfully Represented by Evidential Deep Learning Methods?

ICML 2024 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Epistemic versus aleatoric decomposition · 1 citations (OpenAlex)

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Theoretical and simulation analysis showing that evidential deep learning (second-order risk minimization) methods do not faithfully represent epistemic uncertainty: optimization non-identifiability, Dirac-delta convergence for outer loss, and regularizers acting as arbitrary uncertainty budgets.

Problem

Whether evidential deep learning methods, which fit second-order distributions via inner or outer expected-loss minimization, represent epistemic uncertainty quantitatively faithfully rather than only providing relative scores useful for OOD detection and similar tasks.

Approach

Defines a reference second-order distribution as the sampling distribution of the first-order empirical risk minimizer over training sets, and uses it to test EDL methods theoretically (identifiability, convergence to Dirac deltas, regularizer as an epistemic uncertainty budget) and empirically on binary classification and regression simulations.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use outer loss minimization without entropy regularizationBeta second-order model · synthetic binary classificationfaithfulness to reference distributionHurt
add entropy regularization to outer loss minimization (ablation)Beta second-order model · synthetic binary classificationfaithfulness to reference distributionMixed
use inner loss minimizationBeta second-order model · synthetic binary classificationfaithfulness to reference distributionHurt
vary the entropy-regularization strength (ablation)second-order models · synthetic binary classificationWasserstein-1 distanceNo clear effect
add entropy regularization (ablation)outer loss minimization · synthetic binary classification, training through 15,000 epochsconvergenceHelped
add entropy regularization (ablation)inner loss minimization · synthetic binary classification, 40 random initializationsvariation in estimated α and βHelped
use outer expectation minimization without regularizationNIG second-order model · synthetic regressionepistemic uncertainty faithfulnessHurt
add negative-entropy regularization (ablation)outer expectation minimization · synthetic regressionepistemic uncertainty faithfulnessNo clear effect
increase training epochs without regularization (ablation)outer loss minimization · synthetic binary classificationconvergenceHurt

Surprising findings

Limitations

Experimental setup

Datasets: synthetic binary classification data (x ~ Unif[0,0.5], Bernoulli theta(x)=0.5+0.4 sin(2 pi x)) synthetic regression data (x^3 + noise, sigma^2=9)

Benchmarks: synthetic binary classification simulation synthetic regression simulation

Metrics: empirical Wasserstein-1 distance to reference distribution mean prediction and confidence bounds evolution of alpha and beta over epochs

Baselines: Dirichlet-based EDL (Sensoy et al.) deep evidential regression (Amini et al.) Posterior Network Prior Networks

Builds on: evidential deep learning deep evidential regression Bayesian neural networks proper scoring rules

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