Research map / Probabilistic and scientific modeling / Uncertainty and Gaussian processes
Proper Scoring Rules for Agentic Uncertainty Quantification
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Introduces the Trajectory Proper Score (TPS), a family of strictly proper weighted trajectory scoring rules for prefix-conditioned success probabilities, with censoring extensions, and shows common agentic UQ evaluators (AUROC, T-ECE, scalarized Brier) fail to elicit the full probability trace.
Problem
Agentic uncertainty evaluations use AUROC, ECE, and scalarized Brier, which do not strictly elicit the full prefix-conditioned success-probability trace, and they mishandle administratively censored trajectories.
Approach
Lift strictly proper binary scores (beta family) to trajectories via positive-weighted sums over prefixes, extend to right-censored traces by conditional projection onto the observable prefix, and prove that T-ECE and scalarized Brier fail to elicit the full trace.
Key results
- On Tau2-Bench (n=201), Platt recalibration changes AUROC by only -0.010 (about 0.3 SE) but improves TPS-log by 5.67 nats (about 43 SE).
- On WebShop (n=308, 47.08% administrative censoring), censored-aware evaluation shifts the verbal-confidence TPS-log by +0.159 nats (95% CI [+0.133, +0.188]) relative to complete-only evaluation.
- Theorems show T-ECE can tie a constant non-truthful forecast with the truthful forecast, and scalarized last/average/min Brier fail strict propriety for the trace.
Surprising findings
- Recalibrating verbal confidence leaves AUROC nearly unchanged while TPS-log shifts by over 5 nats, exposing probability-scale mis-scaling invisible to rank metrics.
- Censored-aware scoring changes the verdict relative to complete-only evaluation, since censored trajectories are structurally longer and harder.
Limitations
- Censored extension requires non-informative administrative censoring; parse-error truncations and adaptive stops violate it.
- Targets binary terminal outcomes only; partial credit and multi-objective settings are not covered.
- Empirical results use a single model and one ReAct harness.
Experimental setup
Datasets: StrategyQA Tau2-Bench HotpotQA WebShop
Benchmarks: Tau2-Bench StrategyQA HotpotQA WebShop
Metrics: Trajectory Proper Score (log, Brier, Beta(2,4)) AUROC AUPRC AURC Trajectory ECE
Baselines: AUROC AUPRC risk-coverage/AURC Trajectory ECE scalarized Trajectory Brier base-rate reference
Builds on: Gneiting and Raftery proper scoring rules Schervish threshold-mixture representation prequential forecasting Reliability-Resolution-Uncertainty decomposition
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