A Survey on Epistemic (Model) Uncertainty in Supervised Learning: Recent Advances and Applications

Abstract

Quantifying the uncertainty of supervised learning models plays an important role in making more reliable predictions. Epistemic uncertainty, which usually is due to insufficient knowledge about the model, can be reduced by collecting more data or refining the learning models. Over the last few years, scholars have proposed many epistemic uncertainty handling techniques which can be roughly grouped into two categories, i.e., Bayesian and ensemble. This paper provides a comprehensive review of epistemic uncertainty learning techniques in supervised learning over the last five years. As such, we, first, decompose the epistemic uncertainty into bias and variance terms. Then, a hierarchical categorization of epistemic uncertainty learning techniques along with their representative models is introduced. In addition, several applications such as computer vision (CV) and natural language processing (NLP) are presented, followed by a discussion on research gaps and possible future research directions.

Uncertainty Quantification in Scientific Machine Learning: Methods, Metrics, and Comparisons

“…Alternative methods are based, indicatively, on ensembles of NN optimization iterates or independently trained NNs [39][40][41][42][43][44][45][46][47][48][49][50], as well as on the evidential framework [51][52][53][54][55][56][57][58][59]. Although Bayesian methods and ensembles are thoroughly discussed in this paper, the interested reader is also directed to the recent review studies in [60][61][62][63][64][65][66][67][68][69][70][71][72] for more information. Clearly, in the context of SciML, which may involve differential equations with unknown or uncertain terms and parameters, UQ becomes an even more demanding task; see Fig.…”