Epistemic Uncertainty
A type of uncertainty caused by a lack of knowledge or training data, which can be systematically reduced by simply gathering more observations for the model.
Think of It Like This
Like guessing the layout of a dark room; you are uncertain because you cannot see, but turning on a flashlight immediately resolves your confusion.
Epistemic uncertainty reflects the model's ignorance about the true data generating process due to limited exposure to specific examples. It is particularly high in out-of-distribution regions where the network has never seen similar inputs. Bayesian neural networks and ensemble methods are commonly used to estimate and quantify this type of uncertainty.