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Aleatoric and epistemic uncertainty in machine learning: an introduction to concepts and methods

Aleatoric and epistemic uncertainty in machine learning: an introduction to concepts and methods

Abstract The notion of uncertainty is of major importance in machine learning and constitutes a key element of machine learning methodology. In line with the statistical tradition, uncertainty has long been perceived as almost synonymous with standard probability and probabilistic predictions. Yet, due to the steadily increasing relevance of machine …