# Efficient Analytic Uncertainty Quantification for Multi-Modal Regression

arXiv: https://arxiv.org/abs/2606.25188 · HTML: https://mlsanity.com/paper/2606.25188/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 14 of its 33 references that are in the map.
- First posted on arXiv 23 Jun 2026.

## Builds on (most cited first, 14 of 14)

- [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)
- [What Uncertainties Do We Need in Bayesian Deep Learning for Computer Vision?](https://mlsanity.com/paper/1703.04977/) (2017)
- [Deep Bayesian Active Learning with Image Data](https://mlsanity.com/paper/1703.02910/) (2017)
- [Conformalized Quantile Regression](https://mlsanity.com/paper/1905.03222/) (2019)
- [Simple and Principled Uncertainty Estimation with Deterministic Deep Learning via Distance Awareness](https://mlsanity.com/paper/2006.10108/) (2020)
- [Deep Evidential Regression](https://mlsanity.com/paper/1910.02600/) (2019)
- [Learning Loss for Active Learning](https://mlsanity.com/paper/1905.03677/) (2019)
- [Being Bayesian, Even Just a Bit, Fixes Overconfidence in ReLU Networks](https://mlsanity.com/paper/2002.10118/) (2020)
- [Breaking the Softmax Bottleneck: A High-Rank RNN Language Model](https://mlsanity.com/paper/1711.03953/) (2017)
- [Variational Bayesian Last Layers](https://mlsanity.com/paper/2404.11599/) (2024)
- [Learning for Single-Shot Confidence Calibration in Deep Neural Networks through Stochastic Inferences](https://mlsanity.com/paper/1809.10877/) (2018)
- [CREAD: A Classification-Restoration Framework with Error Adaptive Discretization for Watch Time Prediction in Video Recommender Systems](https://mlsanity.com/paper/2401.07521/) (2024)
- [Multi-Granularity Distribution Modeling for Video Watch Time Prediction via Exponential-Gaussian Mixture Network](https://mlsanity.com/paper/2508.12665/) (2025)

## Abstract (arXiv)

Efficient uncertainty quantification (UQ) is essential for trustworthy large-scale learning. Existing UQ methods for regression tasks mainly operate under the assumption that the conditional label marginal satisfies single-peak parametric models, e.g., Gaussians, where the negative log-likelihood function simplifies to the mean square error. However, such single-peak assumptions fail in regression tasks featuring multi-modal distributions. On the other hand, semi-parametric methods which achieve strong regression performance for multi-modal distributions often lack efficient quantification on their prediction variances. In this work, we extend UQ techniques based on Variational Bayesian Inference (VBI) to two widely used semi-parametric regression models that yield histogram-like reconstructions of the conditional label densities: Quantile Regression (QR) and Classification Restoration (CR). Our approach introduces a unified, distribution-agnostic framework that simultaneously achieves accurate estimation of complex conditional distributions and highly efficient UQ. Theoretically, our method is grounded in novel formulations of QR and CR within the VBI framework, yielding analytic Evidence Lower Bounds (ELBO) to streamline training and a closed-form or analytically approximated predictive density for efficient inference. Empirically, we evaluate our methods on three large-scale regression benchmarks with multi-modal label distributions. Our framework outperforms state-of-the-art multi-modal regression baselines, and even matches predictive performance of computationally expensive ensemble models. Furthermore, by leveraging epistemic uncertainty estimation, our approach enables highly data-efficient active learning strategies.