Uncertainty Gating for Cost-Aware Explainable Artificial Intelligence

This paper surveys uncertainty-aware explainable artificial intelligence (UAXAI), examining how uncertainty is incorporated into explanatory pipelines and how such methods are evaluated. Across the literature, three recurring approaches to uncertainty quantification emerge (Bayesian, Monte Carlo, and Conformal methods), alongside distinct strategies for integrating uncertainty into explanations: assessing trustworthiness, constraining models or explanations, and explicitly communicating uncertainty. Evaluation practices remain fragmented and largely model centered, with limited attention to users and inconsistent reporting of reliability properties (e.g., calibration, coverage, explanation stability). Recent work leans towards calibration, distribution free techniques and recognizes explainer variability as a central concern. We argue that progress in UAXAI requires unified evaluation principles that link uncertainty propagation, robustness, and human decision-making, and highlight counterfactual and calibration approaches as promising avenues for aligning interpretability with reliability.

Artificial intelligence has strong potential to support clinical decision-making, yet its adoption in healthcare remains limited due to a lack of trust. Uncertainty estimation can signal unreliable predictions, and explainable AI (XAI) can clarify how predictions are made but existing methods treat them separately, providing no feature-level insight into why a prediction is uncertain or which tests to prioritize to reduce it. To address this gap, we propose explainable uncertainty estimation, which unifies uncertainty estimation and XAI to both quantify uncertainty and explain feature-level contributions. We introduce the Expected Gradients Reconstruction Uncertainty Estimate (egRUE), which incorporates prediction explanations into its uncertainty computation and decomposes uncertainty into feature-wise contributions. We prove theoretical properties of egRUE and show through experiments that it improves reliability and interpretability compared to existing methods. A user study with medical experts further demonstrates that egRUE's explanations improve calibrated trust over uncertainty scores alone, increasing confidence in correct predictions and reducing confidence in incorrect ones. By combining prediction uncertainty with feature-level explanations, egRUE strengthens decision-making support in safety-critical healthcare settings, clarifying both when predictions may be unreliable and which features drive that uncertainty.

Research on explainable AI (XAI) has frequently focused on explaining model predictions. More recently, methods have been proposed to explain prediction uncertainty by attributing it to input features (uncertainty attributions). However, the evaluation of these methods remains inconsistent as studies rely on heterogeneous proxy tasks and metrics, hindering comparability. We address this by aligning uncertainty attributions with the well-established Co-12 framework for XAI evaluation. We propose concrete implementations for the correctness, consistency, continuity, and compactness properties. Additionally, we introduce conveyance, a property tailored to uncertainty attributions that evaluates whether controlled increases in epistemic uncertainty reliably propagate to feature-level attributions. We demonstrate our evaluation framework with eight metrics across combinations of uncertainty quantification and feature attribution methods on tabular and image data. Our experiments show that gradient-based methods consistently outperform perturbation-based approaches in consistency and conveyance, while Monte-Carlo dropconnect outperforms Monte-Carlo dropout in most metrics. Although most metrics rank the methods consistently across samples, inter-method agreement remains low. This suggests no single metric sufficiently evaluates uncertainty attribution quality. The proposed evaluation framework contributes to the body of knowledge by establishing a foundation for systematic comparison and development of uncertainty attribution methods.