Explaining Predictive Uncertainty by Exposing Second-Order Effects
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Abstract (arXiv)
Explainable AI has brought transparency into complex ML blackboxes, enabling, in particular, to identify which features these models use for their predictions. So far, the question of explaining predictive uncertainty, i.e. why a model 'doubts', has been scarcely studied. Our investigation reveals that predictive uncertainty is dominated by second-order effects, involving single features or product interactions between them. We contribute a new method for explaining predictive uncertainty based on these second-order effects. Computationally, our method reduces to a simple covariance computation over a collection of first-order explanations. Our method is generally applicable, allowing for turning common attribution techniques (LRP, Gradient x Input, etc.) into powerful second-order uncertainty explainers, which we call CovLRP, CovGI, etc. The accuracy of the explanations our method produces is demonstrated through systematic quantitative evaluations, and the overall usefulness of our method is demonstrated via two practical showcases.
Key facts. Cited by 9 papers in the map (data through 7 Oct 2026). Builds on 33 of its 60 references that are in the map. First posted on arXiv 30 Jan 2024.
Builds on
33 of 60 references.
References · 33
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21 more
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Built on by
Citing papers per year: 2025: 3; 2026: 6.
9 papers.
- 2025Unveil Sources of Uncertainty: Feature Contribution to Conformal Prediction Intervalscited by 4
- 2026Concerning Uncertainty -- A Systematic Survey of Uncertainty-Aware XAIcited by 2
- 2026Normalized Relevance Measure as a Unifying Framework to Explain Neural Network Latent Structurescited by 2
- 2026CIRCUS: Circuit Consensus under Uncertainty via Stability Ensemblescited by 1
- 2025Conceptualizing Uncertainty: A Concept-based Approach to Explaining Uncertaintycited by 0
- 2025Fast and Accurate Explanations of Distance-Based Classifiers by Uncovering Latent Explanatory Structurescited by 0
- 2026No Single Metric Tells the Whole Story: A Multi-Dimensional Evaluation Framework for Uncertainty Attributionscited by 0
- 2026Uncertainty Gating for Cost-Aware Explainable Artificial Intelligencecited by 0
- 2026Uncertainty-Aware End-to-End AI Weather Forecasting: Disentangling Observation and Model Contributionscited by 0
- 2026Uncertainty-Aware End-to-End AI Weather Forecasting: Disentangling Observation and Model Contributions31 Aug 2026
- 2026Normalized Relevance Measure as a Unifying Framework to Explain Neural Network Latent Structures30 May 2026
- 2026Uncertainty Gating for Cost-Aware Explainable Artificial Intelligence31 Mar 2026
- 2026Concerning Uncertainty -- A Systematic Survey of Uncertainty-Aware XAI27 Mar 2026
- 2026No Single Metric Tells the Whole Story: A Multi-Dimensional Evaluation Framework for Uncertainty Attributions25 Mar 2026
- 2026CIRCUS: Circuit Consensus under Uncertainty via Stability Ensembles28 Feb 2026
- 2025Fast and Accurate Explanations of Distance-Based Classifiers by Uncovering Latent Explanatory Structures5 Aug 2025
- 2025Unveil Sources of Uncertainty: Feature Contribution to Conformal Prediction Intervals19 May 2025
- 2025Conceptualizing Uncertainty: A Concept-based Approach to Explaining Uncertainty5 Mar 2025