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Paper · arXiv

Evaluating Epistemic Uncertainty: Beyond OOD Detection and Active Learning

Current evaluation of epistemic uncertainty relies on tasks such as out-ofdistribution detection and active learning. However, the Bayes-optimal decision strategies for these tasks do not coincide with the scores commonly used to quantify epistemic uncertainty. Building on the epistemic reject-option framework, we evaluate epistemic uncertainty using its ability to identify regret, the reducible error. Formulating selective prediction as a constrained optimization over coverage, expected risk, and regret, we prove the optimal selector is a thresholded convex combination of the ground-truth aleatoric and epistemic uncertainties. This theoretical unification exposes a weakness in recent unc...

AuthorsJakub Paplhám, Willem Waegeman, Eyke Hüllermeier et al.
Primary categorycs.LG
Published16 July 2026
Last updated at source16 July 2026
cs.LGcs.AI
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