Oct 29, 2025, cs.LGJ/K move · Enter open · S save
Christopher Bülte, Yusuf Sale, Gitta Kutyniok, Eyke Hüllermeier
LMU Munich · 2Munich Center for Machine Learning (MCML) · 3DLR-German Aerospace Center+2
Regression tasks, notably in safety-critical domains, require reliable uncertainty quantification, yet the literature remains largely classification-focused. To address this, we introduce a family of measures for total, aleatoric, and epistemic uncertainty in multivariate regression based on strictly proper kernel scores. The framework provides a principled recipe for designing new uncertainty measures whose behavior, such as tail sensitivity or out-of-distribution responsiveness, is governed by the choice of the underlying kernel, while also encompassing existing measures under a joint analysis. We prove explicit correspondences between properties of the kernel and behavior of resulting uncertainty measures, yielding concrete design guidelines for practitioners. Extensive experiments across structured regression tasks, including spatial and functional domains, demonstrate effectiveness on downstream tasks such as out-of-distribution detection and active learning, and reveal that different kernel choices lead to distinct trade-offs, offering practitioners guidance for task-specific selection.