# No Single Metric Tells the Whole Story: A Multi-Dimensional Evaluation Framework for Uncertainty Attributions

arXiv: https://arxiv.org/abs/2603.24524 · HTML: https://mlsanity.com/paper/2603.24524/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 31 of its 41 references that are in the map.
- First posted on arXiv 25 Mar 2026.

## Builds on (most cited first, 30 of 31)

- [A Unified Approach to Interpreting Model Predictions](https://mlsanity.com/paper/1705.07874/) (2017)
- ["Why Should I Trust You?": Explaining the Predictions of Any Classifier](https://mlsanity.com/paper/1602.04938/) (2016)
- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles](https://mlsanity.com/paper/1612.01474/) (2016)
- [Axiomatic Attribution for Deep Networks](https://mlsanity.com/paper/1703.01365/) (2017)
- [Explanation in Artificial Intelligence: Insights from the Social Sciences](https://mlsanity.com/paper/1706.07269/) (2017)
- [Aleatoric and Epistemic Uncertainty in Machine Learning: An Introduction to Concepts and Methods](https://mlsanity.com/paper/1910.09457/) (2019)
- [From Anecdotal Evidence to Quantitative Evaluation Methods: A Systematic Review on Evaluating Explainable AI](https://mlsanity.com/paper/2201.08164/) (2022)
- [Manipulating and Measuring Model Interpretability](https://mlsanity.com/paper/1802.07810/) (2018)
- [Evaluating and Aggregating Feature-based Model Explanations](https://mlsanity.com/paper/2005.00631/) (2020)
- [Quantus: An Explainable AI Toolkit for Responsible Evaluation of Neural Network Explanations and Beyond](https://mlsanity.com/paper/2202.06861/) (2022)
- [OpenXAI: Towards a Transparent Evaluation of Model Explanations](https://mlsanity.com/paper/2206.11104/) (2022)
- [Explainable Artificial Intelligence (XAI) 2.0: A Manifesto of Open Challenges and Interdisciplinary Research Directions](https://mlsanity.com/paper/2310.19775/) (2023)
- [Sanity Checks for Saliency Metrics](https://mlsanity.com/paper/1912.01451/) (2019)
- [DropConnect Is Effective in Modeling Uncertainty of Bayesian Deep Networks](https://mlsanity.com/paper/1906.04569/) (2019)
- [Getting a CLUE: A Method for Explaining Uncertainty Estimates](https://mlsanity.com/paper/2006.06848/) (2020)
- [Software for Dataset-wide XAI: From Local Explanations to Global Insights with Zennit, CoRelAy, and ViRelAy](https://mlsanity.com/paper/2106.13200/) (2021)
- [Rethinking Stability for Attribution-based Explanations](https://mlsanity.com/paper/2203.06877/) (2022)
- [U-CAM: Visual Explanation using Uncertainty based Class Activation Maps](https://mlsanity.com/paper/1908.06306/) (2019)
- [Explaining Predictive Uncertainty with Information Theoretic Shapley Values](https://mlsanity.com/paper/2306.05724/) (2023)
- [F-Fidelity: A Robust Framework for Faithfulness Evaluation of Explainable AI](https://mlsanity.com/paper/2410.02970/) (2024)
- [BASED-XAI: Breaking Ablation Studies Down for Explainable Artificial Intelligence](https://mlsanity.com/paper/2207.05566/) (2022)
- [Explaining Predictive Uncertainty by Exposing Second-Order Effects](https://mlsanity.com/paper/2401.17441/) (2024)
- [Attribution of Predictive Uncertainties in Classification Models](https://mlsanity.com/paper/2107.08756/) (2021)
- [Gradient-based Uncertainty Attribution for Explainable Bayesian Deep Learning](https://mlsanity.com/paper/2304.04824/) (2023)
- [Uncertainty Propagation in XAI: A Comparison of Analytical and Empirical Estimators](https://mlsanity.com/paper/2504.03736/) (2025)
- [Uncertainty Quantification for Gradient-based Explanations in Neural Networks](https://mlsanity.com/paper/2403.17224/) (2024)
- [When Can You Trust Your Explanations? A Robustness Analysis on Feature Importances](https://mlsanity.com/paper/2406.14349/) (2024)
- [Identifying Drivers of Predictive Aleatoric Uncertainty](https://mlsanity.com/paper/2312.07252/) (2023)
- [Understanding the Dependence of Perception Model Competency on Regions in an Image](https://mlsanity.com/paper/2407.10543/) (2024)

## Abstract (arXiv)

Research on explainable AI (XAI) has frequently focused on explaining model predictions. More recently, methods have been proposed to explain prediction uncertainty by attributing it to input features (uncertainty attributions). However, the evaluation of these methods remains inconsistent as studies rely on heterogeneous proxy tasks and metrics, hindering comparability. We address this by aligning uncertainty attributions with the well-established Co-12 framework for XAI evaluation. We propose concrete implementations for the correctness, consistency, continuity, and compactness properties. Additionally, we introduce conveyance, a property tailored to uncertainty attributions that evaluates whether controlled increases in epistemic uncertainty reliably propagate to feature-level attributions. We demonstrate our evaluation framework with eight metrics across combinations of uncertainty quantification and feature attribution methods on tabular and image data. Our experiments show that gradient-based methods consistently outperform perturbation-based approaches in consistency and conveyance, while Monte-Carlo dropconnect outperforms Monte-Carlo dropout in most metrics. Although most metrics rank the methods consistently across samples, inter-method agreement remains low. This suggests no single metric sufficiently evaluates uncertainty attribution quality. The proposed evaluation framework contributes to the body of knowledge by establishing a foundation for systematic comparison and development of uncertainty attribution methods.