This paper explores a modern predictive uncertainty estimation approach, called evidential deep learning (EDL), in which a single neural network model is trained to learn a meta distribution over the predictive distribution by minimizing a specific objective function. Despite their strong empirical performance, recent studies by Bengs et al. identify a fundamental pitfall of the existing methods: the learned epistemic uncertainty may not vanish even in the infinite-sample limit. We corroborate the observation by providing a unifying view of a class of widely used objectives from the literature. Our analysis reveals that the EDL methods essentially train a meta distribution by minimizing a certain divergence measure between the distribution and a sample-size-independent target distribution, resulting in spurious epistemic uncertainty. Grounded in theoretical principles, we propose learning a consistent target distribution by modeling it with a mixture of Dirichlet distributions and learning via variational inference. Afterward, a final meta distribution model distills the learned uncertainty from the target model. Experimental results across various uncertainty-based downstream tasks demonstrate the superiority of our proposed method, and illustrate the practical implications arising from the consistency and inconsistency of learned epistemic uncertainty.

该论文通过混合狄利克雷分布的变分推断来建模一致的目标分布，并通过学习得到的元分布模型提取目标模型中的学到的不确定性。实验证明我们提出的方法在各种基于不确定性的后续任务中具有优越性，并展示了学到的认知不确定性的一致性和不一致性带来的实际影响。

基于一种狄利克雷分布混合的改进证据深度学习