Uncertainty Identifies Difficult Samples Across Methods: A Multi-Task Study on a Heterogeneous Skin Lesion Dataset

Skin lesion classifiers can be confidently wrong on the cases that matter most, so knowing when a prediction should not be trusted is clinically as useful as the prediction. We study uncertainty quantification on a dataset pooled from many ISIC sources, with a shared backbone and two jointly learned heads: a binary malignant versus non-malignant head and a five-class diagnostic head. Five UQ methods (MC Dropout, DropConnect, Flipout, Deep Ensembles, DUQ) are compared on accuracy, calibration, uncertainty decomposition, and risk-coverage. Difficulty is largely method-agnostic: even methods with narrow entropy distributions rank the same samples as hard (per-sample entropy correlations of 0.54 to 0.91). The choice of method matters more for calibration and uncertainty decomposition, where Deep Ensembles is the clear winner, than for finding difficult cases. The ranking is also good enough that deferring the most uncertain cases removes a disproportionate share of errors, supporting uncertainty-based selective referral, evaluated here in-distribution only.