class probability
Uncertainty Estimation by Flexible Evidential Deep Learning
Uncertainty quantification (UQ) is crucial for deploying machine learning models in high-stakes applications, where overconfident predictions can lead to serious consequences. An effective UQ method must balance computational efficiency with the ability to generalize across diverse scenarios. Evidential deep learning (EDL) achieves efficiency by modeling uncertainty through the prediction of a Dirichlet distribution over class probabilities. However, the restrictive assumption of Dirichlet-distributed class probabilities limits EDL's robustness, particularly in complex or unforeseen situations. To address this, we propose *flexible evidential deep learning* ($\mathcal{F}$-EDL), which extends EDL by predicting a flexible Dirichlet distribution--a generalization of the Dirichlet distribution--over class probabilities. This approach provides a more expressive and adaptive representation of uncertainty, significantly enhancing UQ generalization and reliability under challenging scenarios. We theoretically establish several advantages of $\mathcal{F}$-EDL and empirically demonstrate its state-of-the-art UQ performance across diverse evaluation settings, including classical, long-tailed, and noisy in-distribution scenarios.
Dirichlet-Based Monte Carlo Dropout for Uncertainty Estimation in Neural Networks
Hoblos, Rouaa, Dridi, Noura, Zerhouni, Noureddine, Masry, Zeina Al
Traditional neural networks provide deterministic predictions without inherent uncertainty estimates. While Bayesian Neural Networks (BNNs) offer a principled approach to uncertainty quantification, their computational complexity limits scalability. Monte Carlo (MC) Dropout, initially introduced as a regularization technique, has been shown to approximate Bayesian inference by enabling probabilistic modeling through multiple stochastic forward passes. In this work, we enhance uncertainty estimation in deep learning by integrating a Dirichlet-based framework within MC Dropout. Specifically, we leverage the formulation proposed by Sensoy et al. (2018), where class probabilities are modeled using a Dirichlet distribution, allowing for a more informative uncertainty representation. The proposed approach maintains the computational efficiency of MC Dropout while improving the quality of uncertainty estimates. We discuss the theoretical foundations of our method and compare it with existing uncertainty quantification techniques. The results highlight the effectiveness of the proposed method in producing well-calibrated uncertainty estimates, offering a practical solution for uncertainty-aware deep learning models.