Not Just How Much, But Where: Decomposing Epistemic Uncertainty into Per-Class Contributions
arXiv:2602.21160v2 Announce Type: replace Abstract: In safety-critical classification, the cost of failure is often asymmetric, yet Bayesian deep learning summarises epistemic uncertainty with a single scalar, mutual information (MI), that cannot distinguish whether a model’s ignorance involves a benign or safety-critical class. We decompose MI into a per-class vector $C_k(x)=sigma_k^{2}/(2mu_k)$, with $mu_k{=}mathbb{E}[p_k]$ and $sigma_k^2{=}mathrm{Var}[p_k]$ across posterior samples. The decomposition follows from a second-order Taylor expansion of the entropy; the $1/mu_k$ weighting corrects boundary suppression and makes $C_k$ comparable […]