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arxiv: 2509.08846 · v2 · pith:OR4RMS7H · submitted 2025-09-07 · cs.LG · cs.AI· stat.ML

Uncertainty Estimation using Variance-Gated Distributions

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classification cs.LG cs.AIstat.ML
keywords uncertaintydecompositiondistributionsestimationmeasurepredictionspredictivevariance-gated
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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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