Efficient Uncertainty Estimation via Distillation of Bayesian Large Language Models

Recent advances in uncertainty estimation for Large Language Models (LLMs) during downstream adaptation have addressed key challenges of reliability and simplicity. However, existing Bayesian methods typically require multiple sampling iterations during inference, creating significant efficiency issues that limit practical deployment. In this paper, we investigate the possibility of eliminating the need for test-time sampling for LLM uncertainty estimation. Specifically, when given an off-the-shelf Bayesian LLM, we distill its aligned confidence into a non-Bayesian student LLM by minimizing the divergence between their predictive distributions. Unlike typical calibration methods, our distillation is carried out solely on the training dataset without the need of an additional validation dataset. This simple yet effective approach achieves N-times more efficient uncertainty estimation during testing, where N is the number of samples traditionally required by Bayesian LLMs. Our extensive experiments demonstrate that uncertainty estimation capabilities on training data can successfully generalize to unseen test data through our distillation technique, consistently producing results comparable to (or even better than) state-of-the-art Bayesian LLMs.