ICML paper: popular information-theoretic measures poorly estimate uncertainty

gleech · x · 2026-08-19

A thread asking why Shannon's entropy should measure "uncertainty" sparked discussion, with BrantonDeMoss recommending Bickford Smith et al.'s ICML 2025 paper "Rethinking Aleatoric and Epistemic Uncertainty".

The paper argues the aleatoric-vs-epistemic framing is incoherent and insufficiently expressive for the quantities researchers care about. It offers a decision-theoretic perspective defining uncertainty as expected loss under the Bayes-optimal policy, rigorously linking uncertainty, predictive performance, and statistical dispersion. It further shows popular information-theoretic quantities can be poor estimators of what they purportedly measure, while explaining how they remain useful for guiding data acquisition.

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