
Evidential neural networks are models that provide uncertainty estimates alongside predictions, enhancing reliability in applications.Evidential neural networks output Dirichlet distribution parameters for classification, representing belief masses. The model learns to provide high evidence for the correct class by minimizing a loss function consisting of expected mean squared error and Kullback–Leibler divergence, which penalizes evidence for other classes. This allows quantifying epistemic (model) and aleatoric (data noise) uncertainty and detecting anomalies.
Dempster (1967) and Shafer (1976) introduced belief functions. Denoeux (1995) proposed neural network models based on them. In 2018, Sensoy, Kaplan, and Kandemir extended the approach to deep learning with the Dirichlet distribution. Recent work addresses calibration, adversarial robustness, and applications in medicine and autonomous driving.
The output layer gives K nonnegative values e_k. Dirichlet concentrations α_k = e_k + a_k. Loss function: L_i(Θ) = ∫ ||y_i – p||² (1/B(α_i)) ∏ p_j^{α_{ij}-1} dp + λ_t D_KL( Dir(p; ilde{α}_i) || Dir(p; 1) ), where ilde{α}_i = y_i + (1 – y_i) ⊙ α_i. This is equivalent to minimizing expected loss and penalizing non-uniform Dirichlet for incorrect classes. Uncertainty is measured by Dirichlet entropy or the sum of evidence.
Safe medical diagnosis: in addition to detecting a tumor, the network indicates the confidence level, warning the doctor if the prediction is unreliable.
If an evidential network is shown a completely new type of image, it will honestly indicate high uncertainty, unlike a regular network that might confidently make a mistake.

















