{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/on-information-theoretic-measures-of","title":"On Information-Theoretic Measures of Predictive Uncertainty","arxiv_id":"2410.10786","date":"2024-10-14","proceeding":null,"authors":["Kajetan Schweighofer","Lukas Aichberger","Mykyta Ielanskyi","Sepp Hochreiter"],"abstract":"Reliable estimation of predictive uncertainty is crucial for machine learning applications, particularly in high-stakes scenarios where hedging against risks is essential. Despite its significance, a consensus on the correct measurement of predictive uncertainty remains elusive. In this work, we return to first principles to develop a fundamental framework of information-theoretic predictive uncertainty measures. Our proposed framework categorizes predictive uncertainty measures according to two factors: (I) The predicting model (II) The approximation of the true predictive distribution. Examining all possible combinations of these two factors, we derive a set of predictive uncertainty measures that includes both known and newly introduced ones. We empirically evaluate these measures in typical uncertainty estimation settings, such as misclassification detection, selective prediction, and out-of-distribution detection. The results show that no single measure is universal, but the effectiveness depends on the specific setting. Thus, our work provides clarity about the suitability of predictive uncertainty measures by clarifying their implicit assumptions and relationships.","url_abs":"https://arxiv.org/abs/2410.10786v1","url_pdf":"https://arxiv.org/pdf/2410.10786v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"on-information-theoretic-measures-of","repo_url":"https://github.com/ml-jku/uncertainty-measures","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"out-of-distribution-detection","task_name":"Out-of-Distribution Detection"}],"methods":[{"method_slug":"set","method_name":"SET"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/2410.10786","atlas_url":"https://app.syntology.ai/?focus=2410.10786","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2410.10786"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-25T09:33:49+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. Samples come from repositories linked to the paper, official or community; repo_kind says which.","repos":[{"provenance":"external:paperswithcode_snapshot_2025-07-28","url":"https://github.com/ml-jku/uncertainty-measures","reach":null}],"summary":{"ran_draft_wrong":1},"by_repo_kind":{"official":{"samples":1,"ran":1,"repositories":1}},"repo_kind_vocabulary":{"official":"The archive marks this repository official for the paper","named_in_paper":"The archive records that the paper mentions this repository; it is not marked official","listed":"In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper","found_in_text":"Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted","community":"Not in the archive's code links for this paper; a community repository Syntology harvested"},"n_pointer_only_for_licence":0,"samples":[{"code_sha256_prefix":"b893950cdb900d3a","entry":"calculate_uncertainties","repo":"ml-jku/uncertainty-measures","repo_kind":"official","path":"source/utils/uncertainty_measures.py","file_url":"https://github.com/ml-jku/uncertainty-measures/blob/HEAD/source/utils/uncertainty_measures.py","link_basis":"first_harvest_node","language":"python","status":"ran_draft_wrong","verification_level":1,"contract_check":"OUTPUT_MISDECLARED","metamorphic_tier":"deterministic","behaviour_fingerprint":true,"licence":"MIT","inline_ok":true,"mcp_get_code":{"code_sha256":"b893950cdb900d3a"}}]},"arxiv_metadata":null,"syntology_extracted_results":null}