<ul data-eligibleForWebStory="true">Deep learning has revealed scaling laws that predict model performance based on dataset and model sizes.Researchers are exploring whether similar scaling laws govern predictive uncertainties in deep learning.In identifiable parametric models, scaling laws for uncertainty can be derived by treating model parameters in a Bayesian way.Guarantees on uncertainty contraction rates do not hold in over-parameterized models.Empirical evidence shows scaling laws for predictive uncertainty with respect to dataset and model sizes.Experiments on vision and language tasks confirm scaling laws for predictive uncertainty using Bayesian inference and ensemble methods.This research challenges skepticism towards Bayesian approaches in deep learning.Having a large amount of data is not sufficient to eliminate epistemic uncertainty.