Doubt That Data Dissolves

A model trained to predict house prices shows high predictive variance in a neighborhood with very few sales, but that variance shrinks a lot once more sales data is collected. This is characteristic of which kind of uncertainty, and what practical tool is often used to estimate it at test time using a standard trained network?

A

Aleatoric uncertainty, which is irreducible no matter how much data is added

B

Epistemic uncertainty, estimated via MC dropout (stochastic forward passes at inference)

C

Aleatoric uncertainty, estimated via MC dropout (stochastic forward passes at inference)

D

Epistemic uncertainty, estimated by increasing the batch size at inference