Uncertainty Estimation using Variance-Gated Distributions

H. Martin Gillis, Isaac Xu, Thomas Trappenberg
9/7/2025
cs.LGcs.AIstat.ML

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Abstract

Evaluation of per-sample uncertainty quantification from neural networks is essential for decision-making involving high-risk applications. A common approach is to use the predictive distribution from Bayesian or approximation models and decompose the corresponding predictive uncertainty into epistemic (model-related) and aleatoric (data-related) components. However, additive decomposition has recently been questioned. In this work, we propose an intuitive framework for uncertainty estimation and decomposition based on the signal-to-noise ratio of class probability distributions across different model predictions. We introduce a variance-gated measure that scales predictions by a confidence factor derived from ensembles. We use this measure to discuss the existence of a collapse in the diversity of committee machines.

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@article{gillis2025uncertainty,
  title  = {Uncertainty Estimation using Variance-Gated Distributions},
  author = {H. Martin Gillis and Isaac Xu and Thomas Trappenberg},
  year   = {2025},
  eprint = {2509.08846},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2509.08846v1}
}

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