Abstract:Active learning for continuous regression has lacked an acquisition function that targets epistemic uncertainty when the predictive distribution is multimodal: variance misses modal disagreement, and information-theoretic targets like BALD are designed for discrete outputs. We introduce a Two-Index framework that makes this separation explicit: one stochastic index selects among competing model hypotheses (epistemic source), while a second governs within-hypothesis randomness (aleatoric source). An entropy decomposition within the framework identifies the mutual information between the output and the epistemic index as a principled acquisition objective, and we prove this quantity vanishes as the model is trained on growing datasets, confirming that it captures exactly the uncertainty data can resolve. Because this mutual information is intractable for continuous outputs, we derive the Mutual Information Lower Bound (MI-LB) acquisition function, a closed-form approximation for Mixture Density Network ensembles. On benchmarks featuring multimodal systems, MI-LB matches or beats every baseline evaluated and is the only method to do so consistently -- geometric and Fisher-based baselines compete only when the input space already encodes the multimodality, and collapse otherwise.
Abstract:Scientific machine learning (SciML) increasingly requires models that capture multimodal conditional uncertainty arising from ill-posed inverse problems, multistability, and chaotic dynamics. While recent work has favored highly expressive implicit generative models such as diffusion and flow-based methods, these approaches are often data-hungry, computationally costly, and misaligned with the structured solution spaces frequently found in scientific problems. We demonstrate that Mixture Density Networks (MDNs) provide a principled yet largely overlooked alternative for multimodal uncertainty quantification in SciML. As explicit parametric density estimators, MDNs impose an inductive bias tailored to low-dimensional, multimodal physics, enabling direct global allocation of probability mass across distinct solution branches. This structure delivers strong data efficiency, allowing reliable recovery of separated modes in regimes where scientific data is scarce. We formalize these insights through a unified probabilistic framework contrasting explicit and implicit distribution networks, and demonstrate empirically that MDNs achieve superior generalization, interpretability, and sample efficiency across a range of inverse, multistable, and chaotic scientific regression tasks.