Quantifying Aleatoric and Epistemic Uncertainty in Machine Learning: Are Conditional Entropy and Mutual Information Appropriate Measures?

1 code implementation • 7 Sep 2022 • Lisa Wimmer, Yusuf Sale, Paul Hofman, Bern Bischl, Eyke Hüllermeier

The quantification of aleatoric and epistemic uncertainty in terms of conditional entropy and mutual information, respectively, has recently become quite common in machine learning.

Uncertainty Quantification