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Measure whether aleatoric and epistemic uncertainty are estimated orthogonally

Project description

Disentanglement Error

Implementation of the Disentanglement Error metric introduced in the paper:

"Measuring Uncertainty Disentanglement Error in Classification" by Ivo Pascal de Jong, Andreea Ioana Sburlea, Matthia Sabatelli & Matias Valdenegro-Toro

This repository provides:

  • Core Python implementation of the Disentanglement Error metric.
  • Example usage and experiments via Jupyter notebooks.

The experiments from the paper are not included in this repository. For the experiments please refer to github.com/ivopascal/uq_disentanglement_comparison


What is Disentanglement Error?

When estimating uncertainty in Machine Learning we typically consider two kinds of uncertainty:

  1. Aleatoric uncertainty: Uncertainty related to noise in the data. The relationship between the input and the output is non-deterministic so we cannot always be correct. This is noise that is inherent in the data.
  2. Epistemic uncertainty: Uncertainty related to the model's knowledge. The model has not perfectly learned the relationship between this input and the output. This is reducible with more training data.

There are methods to estimate each of these uncertainties.

Disentanglement Error measures whether there are erroneous interactions between the estimated aleatoric and epistemic uncertainty. Based on the formulation from Mucsanyi et al., (2025):

We have estimators for $u^{(a)}$ and $u^{(e)}$ for aleatoric and epistemic uncertainty, and there is some (unknown) true aleatoric and epistemic uncertainty $U^{(a)}$ and $U^{(e)}$. We consider that good disentanglement is achieved when:

  1. $u^{(a)}$ correlates with $U^{(a)}$
  2. $u^{(e)}$ correlates with $U^{(e)}$
  3. $u^{(a)}$ does not correlate with $U^{(e)}$
  4. $u^{(e)}$ does not correlate with $U^{(a)}$

We manipulate $U^{(e)}$ by decreasing the size of the dataset, and $U^{(a)}$ by shuffling a portion of the target outputs. We then observe the Pearson Correlation Coefficients ($Corr$) and calculate the Disentanglement Error as:

$(|Corr(u^{(a)}, U^{(a)})| + |Corr(u^{(e)}, U^{(a)})-1| + |Corr(u^{(a)}, U^{(e)})-1| + |Corr(u^{(e)}, U^{(e)})|) /4$

While $U^{(a)}$ and $U^{(e)}$ cannot be observed directly, when accuracy changes due to the experiments, we know that this must reflect an increase in $U^{(a)}$ or $U^{(e)}$ depending on the experiment used.

Installation

Install the latest version from PyPI:

pip install disentanglement-error

Or install directly from source:

git clone https://github.com/ivopascal/disentanglement_error.git
cd disentanglement_error
pip install -e .

Quick start

Here’s a minimal example of how to compute the Disentanglement Error for a model:

from disentanglement_error.disentangling_model import DisentanglingModel
from disentanglement_error.error_metric import calculate_disentanglement_error

class MyModel(DisentanglingModel):
    def __init__(self):
        super().__init__()
        # TODO: Your model initialization logic here.

    def fit(self, X, y):
        # TODO: How your model is trained goes here
        # Keep in mind that fit() will be called
        # multiple times for multiple runs.

    def predict_disentangling(self, X):
        # TODO: Implement an inference pass that
        # returns predictions and uncertainties for a batch.
        predictions = ...
        aleatoric_uncertainties = ...
        epistemic_uncertainties = ...
        
        return predictions, aleatoric_uncertainties, epistemic_uncertainties

X, y = collect_my_dataset()
disentanglement_error = calculate_disentanglement_error(X, y, MyModel(), return_json=False)

Inspection and Parameter setting

To gain further insights into the experiment, you can return json results which can be transformed into a Pandas DataFrame for easy handling.

from disentanglement_error.util import json_results_to_df
disentanglement_error, result_json, config_json = calculate_disentanglement_error(X, y, MyModel(), return_json=True)
df = json_results_to_df(result_json, config_json)
df.drop("Run_Index", axis=1).groupby(["Experiment", "Percentage"]).mean().groupby(['Experiment']).plot() # Simple plotting

From this inspection you can check whether the experiments worked properly. You should see:

  1. Score increases with dataset size logarithmically.
  2. Score decreases with label noise mostly linear.
  3. These effects are much greater than noise.

Based on these graphs (or computational constraints) you can modify the parameters of the experiment:

from disentanglement_error.util import json_results_to_df
kw_config = {    
    "dataset_sizes": [0.01, 0.05, 0.10, 0.25, 0.50, 0.75, 1.0],
    "label_noises": [0.0, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0],
    "n_runs": 5
}
disentanglement_error, _, _= calculate_disentanglement_error(X, y, MyModel(), kw_config=kw_config)

Examples

Explore the Jupyter notebooks for hands-on examples:

  • examples/CIFAR10_it_demo.ipynb – Demo of Information Theoretic disentangling on the CIFAR10 dataset.
  • examples/tabular_it_demo.ipynb - A demo on tabular data. This is ideal for testing because it is relatively quick to train.
  • examples/regression_example.ipynb - A demo on a regression dataset. The experiments generalise to regression.

Citation

If you use this implementation in your work, please cite the original paper:

@article{de2024disentangled,
  title={Measuring Uncertainty Disentanglement Error in Classification},
  author={de Jong, Ivo Pascal and Sburlea, Andreea Ioana, Sabatelli, Matthia and Valdenegro-Toro, Matias},
  journal={arXiv preprint arXiv:2408.12175},
  year={2024}
}

Contact

If you have any questions, please contact Ivo Pascal de Jong at ivo.de.jong@rug.nl, or open an issue on Github.


Enjoy disentangling your uncertainties!

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