Predictive uncertainty
Predictive uncertainty: Uncertainty associated with an individual prediction, useful for abstention, ranking and risk control. It can arise from data, the model or the deployment distribution. Probabilities, ensembles and conformal methods offer different estimates that must be validated on real cases rather than treated as guarantees.
In italiano: Predictive UncertaintyLegge II · Probabilità, softmax e modelli generativiIt can arise from data, the model or the deployment distribution. Probabilities, ensembles and conformal methods offer different estimates that must be validated on real cases rather than treated as guarantees.
Examples
- Abstention below a confidence threshold
- Prioritizing uncertain cases
- Prediction intervals