Model explanations can be valuable for interpreting and debugging predictive models. We study a specific kind called Concept Explanations, where the goal is to interpret a model using human-understandable concepts. Although popular for their easy interpretation, concept explanations are known to be noisy. We begin our work by identifying various sources of uncertainty in the estimation pipeline that lead to such noise. We then propose an uncertainty-aware Bayesian estimation method to address these issues, which readily improved the quality of explanations. We demonstrate with theoretical analysis and empirical evaluation that explanations computed by our method are robust to train-time choices while also being label-efficient. Further, our method proved capable of recovering relevant concepts amongst a bank of thousands, in an evaluation with real-datasets and off-the-shelf models, demonstrating its scalability. We believe the improved quality of uncertainty-aware concept explanations make them a strong candidate for more reliable model interpretation. We release our code at https://github.com/vps-anonconfs/uace.
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