What is the difference between epistemic and aleatoric uncertainty in machine learning?

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Machine Learning — Hard

What is the difference between epistemic and aleatoric uncertainty in machine learning?

Key points

  • Epistemic uncertainty can be reduced with more data or better models
  • Aleatoric uncertainty is inherent to the data generation process
  • Understanding these types of uncertainty can guide model improvements
  • Epistemic uncertainty is related to model knowledge, while aleatoric uncertainty is related to data generation

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