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Why Machine Learning Models Fail to Fully Capture Epistemic Uncertainty

  • Recent supervised learning methods aimed at capturing aleatoric and epistemic uncertainty may overlook model bias.
  • A more detailed categorization of epistemic uncertainty sources reveals that current methods do not fully encompass all aspects of epistemic uncertainty.
  • Simulation-based assessments demonstrate that existing methods often underestimate epistemic uncertainty due to model bias, leading to inaccurate estimates.
  • Proper representation of all sources of epistemic uncertainty is critical for accurate aleatoric estimates in machine learning models.

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