Machine learning has achieved remarkable successes, yet its deployment in safety-critical domains remains hindered by an inherent inability to manage uncertainty, resulting in overconfident and unreliable predictions when models encounter out-of-distribution data, adversarial perturbations, or naturally fluctuating environments. This thesis, titled Epistemic Deep Learning: Enabling Machine Learning Models to 'Know When They Do Not Know', addresses these critical challenges by advancing the paradigm of Epistemic Artificial Intelligence, which explicitly models and quantifies epistemic uncertainty: the uncertainty arising from limited, biased, or incomplete training data, as opposed to the irreducible randomness of aleatoric uncertainty, thereby empowering models to acknowledge their limitations and refrain from overconfident decisions when uncertainty is high. Central to this work is the development of the Random-Set Neural Network (RS-NN), a novel methodology that leverages random set theory to predict belief functions over sets of classes, capturing the extent of epistemic uncertainty through the width of associated credal sets, applications of RS-NN, including its adaptation to Large Language Models (LLMs) and its deployment in weather classification for autonomous racing. In addition, the thesis proposes a unified evaluation framework for uncertainty-aware classifiers. Extensive experiments validate that integrating epistemic awareness into deep learning not only mitigates the risks associated with overconfident predictions but also lays the foundation for a paradigm shift in artificial intelligence, where the ability to 'know when it does not know' becomes a hallmark of robust and dependable systems. The title encapsulates the core philosophy of this work, emphasizing that true intelligence involves recognizing and managing the limits of one's own knowledge.

Computational Social Science (CSS) is an emerging field driven by the unprecedented availability of human-generated content for researchers. This field, however, presents a unique set of challenges due to the nature of the theories and datasets it explores, including highly subjective tasks and complex, unstructured textual corpora. Among these challenges, one of the less well-studied topics is the pervasive presence of noise. This thesis aims to address this gap in the literature by presenting a series of interconnected case studies that examine different manifestations of noise in CSS. These include character-level errors following the OCR processing of historical records, archaic language, inconsistencies in annotations for subjective and ambiguous tasks, and even noise and biases introduced by large language models during content generation. This thesis challenges the conventional notion that noise in CSS is inherently harmful or useless. Rather, it argues that certain forms of noise can encode meaningful information that is invaluable for advancing CSS research, such as the unique communication styles of individuals or the culture-dependent nature of datasets and tasks. Further, this thesis highlights the importance of nuance in dealing with noise and the considerations CSS researchers must address when encountering it, demonstrating that different types of noise require distinct strategies.

This is an integrative review that address the question, "What makes for a good explanation?" with reference to AI systems. Pertinent literatures are vast. Thus, this review is necessarily selective. That said, most of the key concepts and issues are expressed in this Report. The Report encapsulates the history of computer science efforts to create systems that explain and instruct (intelligent tutoring systems and expert systems). The Report expresses the explainability issues and challenges in modern AI, and presents capsule views of the leading psychological theories of explanation. Certain articles stand out by virtue of their particular relevance to XAI, and their methods, results, and key points are highlighted. It is recommended that AI/XAI researchers be encouraged to include in their research reports fuller details on their empirical or experimental methods, in the fashion of experimental psychology research reports: details on Participants, Instructions, Procedures, Tasks, Dependent Variables (operational definitions of the measures and metrics), Independent Variables (conditions), and Control Conditions.