On the QUEST for Uncertainty Quantification via Highest Density Regions
A new framework called QUEST (Quantifying Uncertainty via highest dEnSiTy regions) has been proposed for uncertainty quantification in machine learning. This approach characterizes uncertainty by the volume of the most probable subset of a distribution's support, offering an alternative to methods based on proper scoring rules. QUEST measures have been shown to satisfy key axioms for uncertainty quantification and perform favorably against standard measures like variance and differential entropy in selective prediction benchmarks. AI
IMPACT Provides a novel framework for more reliable decision-making in safety-critical AI applications by improving uncertainty estimation.