Uncertainty Quantification in Machine Learning has progressed to predicting the source of uncertainty in a prediction: Uncertainty from stochasticity in the data (aleatoric), or uncertainty from limitations of the model (epistemic). Generally, each uncertainty is evaluated in isolation, but this obscures the fact that they are often not truly disentangled. This work proposes a set of experiments to evaluate disentanglement of aleatoric and epistemic uncertainty, and uses these methods to compare two competing formulations for disentanglement (the Information Theoretic approach, and the Gaussian Logits approach). The results suggest that the Information Theoretic approach gives better disentanglement, but that either predicted source of uncertainty is still largely contaminated by the other for both methods. We conclude that with the current methods for disentangling, aleatoric and epistemic uncertainty are not reliably separated, and we provide a clear set of experimental criteria that good uncertainty disentanglement should follow.
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