An Isotropic Approach to Efficient Uncertainty Quantification with Gradient Norms
- URL: http://arxiv.org/abs/2603.29466v1
- Date: Tue, 31 Mar 2026 09:13:09 GMT
- Title: An Isotropic Approach to Efficient Uncertainty Quantification with Gradient Norms
- Abstract summary: We propose a lightweight method for quantifying predictive uncertainty in neural networks.<n>We use two approximations: a first-order Taylor expansion that expresses uncertainty in terms of the gradient of the prediction, and an isotropy assumption on the parameter covariance.<n>We then use the estimates to investigate when each uncertainty type carries useful signal for predicting answer correctness in question answering with large language models.
- Score: 7.439615448864818
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Existing methods for quantifying predictive uncertainty in neural networks are either computationally intractable for large language models or require access to training data that is typically unavailable. We derive a lightweight alternative through two approximations: a first-order Taylor expansion that expresses uncertainty in terms of the gradient of the prediction and the parameter covariance, and an isotropy assumption on the parameter covariance. Together, these yield epistemic uncertainty as the squared gradient norm and aleatoric uncertainty as the Bernoulli variance of the point prediction, from a single forward-backward pass through an unmodified pretrained model. We justify the isotropy assumption by showing that covariance estimates built from non-training data introduce structured distortions that isotropic covariance avoids, and that theoretical results on the spectral properties of large networks support the approximation at scale. Validation against reference Markov Chain Monte Carlo estimates on synthetic problems shows strong correspondence that improves with model size. We then use the estimates to investigate when each uncertainty type carries useful signal for predicting answer correctness in question answering with large language models, revealing a benchmark-dependent divergence: the combined estimate achieves the highest mean AUROC on TruthfulQA, where questions involve genuine conflict between plausible answers, but falls to near chance on TriviaQA's factual recall, suggesting that parameter-level uncertainty captures a fundamentally different signal than self-assessment methods.
Related papers
- Beyond Consistency: Inference for the Relative risk functional in Deep Nonparametric Cox Models [7.2275111013288535]
It is unclear how Cox-based optimization error propagates to population risk under partial likelihood.<n>It is also unclear how pointwise bias can be controlled, and how ensemble-based uncertainty behaves under realistic variance regimes.<n>We develop an distribution theory for deep Cox estimators that addresses these issues.
arXiv Detail & Related papers (2026-03-25T01:43:12Z) - Practical Deep Heteroskedastic Regression [15.023152666894049]
In heteroskedastic regression, where the uncertainty of the target depends on the input, a common approach is to train a neural network that parameterizes the mean and the variance of the predictive distribution.<n>We propose a simple and efficient procedure that addresses these challenges jointly by post-hoc fitting a variance model across the intermediate layers of a pretrained network on a hold-out dataset.<n>We demonstrate that our method on-par or state-of-the-art uncertainty quantification on several molecular graph datasets, without compromising mean prediction accuracy and remaining cheap to use at prediction time.
arXiv Detail & Related papers (2026-03-02T11:19:32Z) - Uncertainty Estimation using Variance-Gated Distributions [0.6340400318304492]
We propose an intuitive framework for uncertainty estimation and decomposition based on the signal-to-noise ratio of class probability distributions.<n>We introduce a variance-gated measure that scales predictions by a confidence factor derived from ensembles.
arXiv Detail & Related papers (2025-09-07T16:19:21Z) - Principled Input-Output-Conditioned Post-Hoc Uncertainty Estimation for Regression Networks [1.4671424999873808]
Uncertainty is critical in safety-sensitive applications but is often omitted from off-the-shelf neural networks due to adverse effects on predictive performance.<n>We propose a theoretically grounded framework for post-hoc uncertainty estimation in regression tasks by fitting an auxiliary model to both original inputs and frozen model outputs.
arXiv Detail & Related papers (2025-06-01T09:13:27Z) - Selective Nonparametric Regression via Testing [54.20569354303575]
We develop an abstention procedure via testing the hypothesis on the value of the conditional variance at a given point.
Unlike existing methods, the proposed one allows to account not only for the value of the variance itself but also for the uncertainty of the corresponding variance predictor.
arXiv Detail & Related papers (2023-09-28T13:04:11Z) - Quantifying predictive uncertainty of aphasia severity in stroke patients with sparse heteroscedastic Bayesian high-dimensional regression [47.1405366895538]
Sparse linear regression methods for high-dimensional data commonly assume that residuals have constant variance, which can be violated in practice.
This paper proposes estimating high-dimensional heteroscedastic linear regression models using a heteroscedastic partitioned empirical Bayes Expectation Conditional Maximization algorithm.
arXiv Detail & Related papers (2023-09-15T22:06:29Z) - The Implicit Delta Method [61.36121543728134]
In this paper, we propose an alternative, the implicit delta method, which works by infinitesimally regularizing the training loss of uncertainty.
We show that the change in the evaluation due to regularization is consistent for the variance of the evaluation estimator, even when the infinitesimal change is approximated by a finite difference.
arXiv Detail & Related papers (2022-11-11T19:34:17Z) - Uncertainty Quantification for Traffic Forecasting: A Unified Approach [21.556559649467328]
Uncertainty is an essential consideration for time series forecasting tasks.
In this work, we focus on quantifying the uncertainty of traffic forecasting.
We develop Deep S-Temporal Uncertainty Quantification (STUQ), which can estimate both aleatoric and relational uncertainty.
arXiv Detail & Related papers (2022-08-11T15:21:53Z) - NUQ: Nonparametric Uncertainty Quantification for Deterministic Neural
Networks [151.03112356092575]
We show the principled way to measure the uncertainty of predictions for a classifier based on Nadaraya-Watson's nonparametric estimate of the conditional label distribution.
We demonstrate the strong performance of the method in uncertainty estimation tasks on a variety of real-world image datasets.
arXiv Detail & Related papers (2022-02-07T12:30:45Z) - Dense Uncertainty Estimation [62.23555922631451]
In this paper, we investigate neural networks and uncertainty estimation techniques to achieve both accurate deterministic prediction and reliable uncertainty estimation.
We work on two types of uncertainty estimations solutions, namely ensemble based methods and generative model based methods, and explain their pros and cons while using them in fully/semi/weakly-supervised framework.
arXiv Detail & Related papers (2021-10-13T01:23:48Z) - CovarianceNet: Conditional Generative Model for Correct Covariance
Prediction in Human Motion Prediction [71.31516599226606]
We present a new method to correctly predict the uncertainty associated with the predicted distribution of future trajectories.
Our approach, CovariaceNet, is based on a Conditional Generative Model with Gaussian latent variables.
arXiv Detail & Related papers (2021-09-07T09:38:24Z) - Unlabelled Data Improves Bayesian Uncertainty Calibration under
Covariate Shift [100.52588638477862]
We develop an approximate Bayesian inference scheme based on posterior regularisation.
We demonstrate the utility of our method in the context of transferring prognostic models of prostate cancer across globally diverse populations.
arXiv Detail & Related papers (2020-06-26T13:50:19Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.