Uncertainty is a characteristic of every data-driven application, including recommender systems. The quantification of uncertainty can be key to increasing user trust in recommendations or choosing which recommendations should be accompanied by an explanation; and uncertainty estimates can be used to accomplish recommender tasks such as active learning and co-training. Many uncertainty estimators are available but, to date, the literature has lacked a comprehensive survey and a detailed comparison. In this paper, we fulfil these needs. We review the existing methods for uncertainty estimation and metrics for evaluating uncertainty estimates, while also proposing some estimation methods and evaluation metrics of our own. Using two datasets, we compare the methods using the evaluation metrics that we describe, and we discuss their strengths and potential issues. The goal of this work is to provide a foundation to the field of uncertainty estimation in recommender systems, on which further research can be built.

A Recommender System’s recommendations will each carry a certain level of uncertainty. The quantification of this uncertainty can be useful in a variety of ways. Estimates of uncertainty might be used externally; for example, showing them to the user to increase user trust in the abilities of the system. They may also be used internally; for example, deciding the balance of ‘safe’ and less safe recommendations. In this work, we explore several methods for estimating uncertainty. The novelty comes from proposing methods that work in the implicit feedback setting. We use experiments on two datasets to compare a number of recommendation algorithms that are modified to perform uncertainty estimation. In our experiments, we show that some of these modified algorithms are less accurate than their unmodified counterparts, but others are actually more accurate. We also show which of these methods are best at enabling the recommender to be ‘aware’ of which of its recommendations are likely to be correct and which are likely to be wrong.