Deep neural networks have amply demonstrated their prowess but estimating the reliability of their predictions remains challenging. Deep Ensembles are widely considered as being one of the best methods for generating uncertainty estimates but are very expensive to train and evaluate. MC-Dropout is another popular alternative, which is less expensive, but also less reliable. Our central intuition is that there is a continuous spectrum of ensemble-like models of which MC-Dropout and Deep Ensembles are extreme examples. The first uses an effectively infinite number of highly correlated models while the second relies on a finite number of independent models.
To combine the benefits of both, we introduce Masksembles. Instead of randomly dropping parts of the network as in MC-dropout, Masksemble relies on a fixed number of binary masks, which are parameterized in a way that allows to change correlations between individual models. Namely, by controlling the overlap between the masks and their density one can choose the optimal configuration for the task at hand. This leads to a simple and easy to implement method with performance on par with Ensembles at a fraction of the cost. We experimentally validate Masksembles on two widely used datasets, CIFAR10 and ImageNet.
ETH Zürich（苏黎世联邦理工学院）；University of Konstanz（康斯坦茨大学）；ETH AI Center（苏黎世联邦理工学院人工智能中心）
While deep reinforcement learning (RL) agents have showcased strong results across many domains, a major concern is their inherent opaqueness and the safety of such systems in real-world use cases. To overcome these issues, we need agents that can quantify their uncertainty and detect out-of-distribution (OOD) states. Existing uncertainty estimation techniques, like Monte-Carlo Dropout or Deep Ensembles, have not seen widespread adoption in on-policy deep RL. We posit that this is due to two reasons: concepts like uncertainty and OOD states are not well defined compared to supervised learning,…
MIT CSAIL（麻省理工学院计算机科学与人工智能实验室）；Rutgers University（罗格斯大学）
Uncertainty estimation is an essential step in the evaluation of the robustness for deep learning models in computer vision, especially when applied in risk-sensitive areas. However, most state-of-the-art deep learning models either fail to obtain uncertainty estimation or need significant modification (e.g., formulating a proper Bayesian treatment) to obtain it. Most previous methods are not able to take an arbitrary model off the shelf and generate uncertainty estimation without retraining or redesigning it. To address this gap, we perform a systematic exploration into training-free uncertai…
In computational histopathology algorithms now outperform humans on a range of tasks, but to date none are employed for automated diagnoses in the clinic. Before algorithms can be involved in such high-stakes decisions they need to "know when they don't know", i.e., they need to estimate their predictive uncertainty. This allows them to defer potentially erroneous predictions to a human pathologist, thus increasing their safety. Here, we evaluate the predictive performance and calibration of several uncertainty estimation methods on clinical histopathology data. We show that a distance-aware u…
When deployed for risk-sensitive tasks, deep neural networks must include an uncertainty estimation mechanism. Here we examine the relationship between deep architectures and their respective training regimes, with their corresponding selective prediction and uncertainty estimation performance. We consider some of the most popular estimation performance metrics previously proposed including AUROC, ECE, AURC as well as coverage for selective accuracy constraint. We present a novel and comprehensive study of selective prediction and the uncertainty estimation performance of 523 existing pretrain…
School of Computing, the Australian National University（澳大利亚国立大学计算学院）；School of Electronics and Information, Northwestern Polytechnical University（西北工业大学电子信息学院）；CS, Nankai University（南开大学计算机学院）；CSIRO（澳大利亚联邦科学与工业研究组织）；Monash University（莫纳什大学）
Deep neural networks can be roughly divided into deterministic neural networks and stochastic neural networks.The former is usually trained to achieve a mapping from input space to output space via maximum likelihood estimation for the weights, which leads to deterministic predictions during testing. In this way, a specific weights set is estimated while ignoring any uncertainty that may occur in the proper weight space. The latter introduces randomness into the framework, either by assuming a prior distribution over model parameters (i.e. Bayesian Neural Networks) or including latent variable…
Paris-Saclay University（巴黎萨克雷大学）；ENSTA Paris（巴黎高等先进技术学院）；Institut Polytechnique de Paris（巴黎理工学院）
Monocular depth is important in many tasks, such as 3D reconstruction and autonomous driving. Deep learning based models achieve state-of-the-art performance in this field. A set of novel approaches for estimating monocular depth consists of transforming the regression task into a classification one. However, there is a lack of detailed descriptions and comparisons for Classification Approaches for Regression (CAR) in the community and no in-depth exploration of their potential for uncertainty estimation. To this end, this paper will introduce a taxonomy and summary of CAR approaches, a new un…
University of Ghent（根特大学）；Technical University of Denmark（丹麦技术大学）
Uncertainty estimation is important for interpreting the trustworthiness of machine learning models in many applications. This is especially critical in the data-driven active learning setting where the goal is to achieve a certain accuracy with minimum labeling effort. In such settings, the model learns to select the most informative unlabeled samples for annotation based on its estimated uncertainty. The highly uncertain predictions are assumed to be more informative for improving model performance. In this paper, we explore uncertainty calibration within an active learning framework for med…
In many applications with real-world consequences, it is crucial to develop reliable uncertainty estimation for the predictions made by the AI decision systems. Targeting at the goal of estimating uncertainty, various deep neural network (DNN) based uncertainty estimation algorithms have been proposed. However, the robustness of the uncertainty returned by these algorithms has not been systematically explored. In this work, to raise the awareness of the research community on robust uncertainty estimation, we show that state-of-the-art uncertainty estimation algorithms could fail catastrophical…
Calibrated estimates of uncertainty are critical for many real-world computer vision applications of deep learning. While there are several widely-used uncertainty estimation methods, dropout inference stands out for its simplicity and efficacy. This technique, however, requires multiple forward passes through the network during inference and therefore can be too resource-intensive to be deployed in real-time applications. We propose a simple, easy-to-optimize distillation method for learning the conditional predictive distribution of a pre-trained dropout model for fast, sample-free uncertain…
Cornell University（康奈尔大学）；Cornell Tech（康奈尔理工学院）；Shutterstock（Shutterstock公司）；Rochester Institute of Technology（罗切斯特理工学院）
For many applications it is critical to know the uncertainty of a neural network's predictions. While a variety of neural network parameter estimation methods have been proposed for uncertainty estimation, they have not been rigorously compared across uncertainty measures. We assess four of these parameter estimation methods to calibrate uncertainty estimation using four different uncertainty measures: entropy, mutual information, aleatoric uncertainty and epistemic uncertainty. We evaluate the calibration of these parameter estimation methods using expected calibration error. Additionally, we…
Uncertainty estimation is a key component in any deployed machine learning system. One way to evaluate uncertainty estimation is using "out-of-distribution" (OoD) detection, that is, distinguishing between the training data distribution and an unseen different data distribution using uncertainty. In this work, we show that current feature density based uncertainty estimators cannot perform well consistently across different OoD detection settings. To solve this, we propose to decompose the learned representations and integrate the uncertainties estimated on them separately. Through experiments…
Uncertainty estimation in deep learning has become a leading research field in medical image analysis due to the need for safe utilisation of AI algorithms in clinical practice. Most approaches for uncertainty estimation require sampling the network weights multiple times during testing or training multiple networks. This leads to higher training and testing costs in terms of time and computational resources. In this paper, we propose Layer Ensembles, a novel uncertainty estimation method that uses a single network and requires only a single pass to estimate predictive uncertainty of a network…
The article focuses on determining the predictive uncertainty of a model on the example of atrial fibrillation detection problem by a single-lead ECG signal. To this end, the model predicts parameters of the beta distribution over class probabilities instead of these probabilities themselves. It was shown that the described approach allows to detect atypical recordings and significantly improve the quality of the algorithm on confident predictions.
There has recently been a concerted effort to derive mechanisms in vision and machine learning systems to offer uncertainty estimates of the predictions they make. Clearly, there are enormous benefits to a system that is not only accurate but also has a sense for when it is not sure. Existing proposals center around Bayesian interpretations of modern deep architectures -- these are effective but can often be computationally demanding. We show how classical ideas in the literature on exponential families on probabilistic networks provide an excellent starting point to derive uncertainty estimat…
Fraunhofer IAIS（弗劳恩霍夫智能分析与信息系统研究所）；Fraunhofer Center for Machine Learning（弗劳恩霍夫机器学习中心）；Volkswagen AG（大众汽车集团）；University of Bonn（波恩大学）
Uncertainty estimation bears the potential to make deep learning (DL) systems more reliable. Standard techniques for uncertainty estimation, however, come along with specific combinations of strengths and weaknesses, e.g., with respect to estimation quality, generalization abilities and computational complexity. To actually harness the potential of uncertainty quantification, estimators are required whose properties closely match the requirements of a given use case. In this work, we propose a framework that, firstly, structures and shapes these requirements, secondly, guides the selection of …
Many important problems in the real world don't have unique solutions. It is thus important for machine learning models to be capable of proposing different plausible solutions with meaningful probability measures. In this work we introduce such a deep learning framework that learns the one-to-many mappings between the inputs and outputs, together with faithful uncertainty measures. We call our framework {\it modal uncertainty estimation} since we model the one-to-many mappings to be generated through a set of discrete latent variables, each representing a latent mode hypothesis that explains …
Uncertainty estimation is essential to make neural networks trustworthy in real-world applications. Extensive research efforts have been made to quantify and reduce predictive uncertainty. However, most existing works are designed for unimodal data, whereas multi-view uncertainty estimation has not been sufficiently investigated. Therefore, we propose a new multi-view classification framework for better uncertainty estimation and out-of-domain sample detection, where we associate each view with an uncertainty-aware classifier and combine the predictions of all the views in a principled way. Th…
EDUE: Expert Disagreement-Guided One-Pass Uncertainty Estimation for Medical Image Segmentation
Mohamed bin Zayed University of Artificial Intelligence（穆罕默德·本·扎耶德人工智能大学）；University of Applied Sciences Western Switzerland (HES-SO)（瑞士西部应用科学大学（HES-SO））
Dropout has been commonly used to quantify prediction uncertainty, i.e, the variations of model predictions on a given input example. However, using dropout in practice can be expensive as it requires running dropout inferences many times. In this paper, we study how to estimate dropout prediction uncertainty in a resource-efficient manner. We demonstrate that we can use neuron activation strengths to estimate dropout prediction uncertainty under different dropout settings and on a variety of tasks using three large datasets, MovieLens, Criteo, and EMNIST. Our approach provides an inference-on…
University of Notre Dame（圣母大学）；IBM Thomas J. Watson Research Center（IBM托马斯·J·沃森研究中心）
Accurately estimating uncertainties in neural network predictions is of great importance in building trusted DNNs-based models, and there is an increasing interest in providing accurate uncertainty estimation on many tasks, such as security cameras and autonomous driving vehicles. In this paper, we focus on the two main use cases of uncertainty estimation, i.e. selective prediction and confidence calibration. We first reveal potential issues of commonly used quality metrics for uncertainty estimation in both use cases, and propose our new metrics to mitigate them. We then apply these new metri…
Due to the comprehensive nature of this paper, it has been updated and split into two separate papers: "A Framework For Benchmarking Class-out-of-distribution Detection And Its Application To ImageNet" and "What Can We Learn From The Selective Prediction And Uncertainty Estimation Performance Of 523 Imagenet Classifiers". We recommend reading them instead. Deep neural networks must be equipped with an uncertainty estimation mechanism when deployed for risk-sensitive tasks. This paper studies the relationship between deep architectures and their training regimes with their corresponding selecti…
Deep learning (DL) models are capable of successfully exploiting latent representations in MR data and have become state-of-the-art for accelerated MRI reconstruction. However, undersampling the measurements in k-space as well as the over- or under-parameterized and non-transparent nature of DL make these models exposed to uncertainty. Consequently, uncertainty estimation has become a major issue in DL MRI reconstruction. To estimate uncertainty, Monte Carlo (MC) inference techniques have become a common practice where multiple reconstructions are utilized to compute the variance in reconstruc…
Rethinking Uncertainty Estimation in LLMs: A Principled Single-Sequence Measure
ELLIS Unit Linz and LIT AI Lab（林茨ELLIS单元和LIT AI实验室）；Institute for Machine Learning, Johannes Kepler University Linz（机器学习研究所，林茨约瑟夫·克里格大学）；NXAI GmbH（NXAI公司）
Uncertainty quantification is crucial for building reliable and trustable machine learning systems. We propose to estimate uncertainty in recurrent neural networks (RNNs) via stochastic discrete state transitions over recurrent timesteps. The uncertainty of the model can be quantified by running a prediction several times, each time sampling from the recurrent state transition distribution, leading to potentially different results if the model is uncertain. Alongside uncertainty quantification, our proposed method offers several advantages in different settings. The proposed method can (1) lea…
Skolkovo Institute of Science and Technology（斯科尔科沃科学技术研究院）；Criteo AI（Criteo人工智能公司）；Technology Innovation Institute（技术创新研究院）
The problem of out-of-distribution detection for graph classification is far from being solved. The existing models tend to be overconfident about OOD examples or completely ignore the detection task. In this work, we consider this problem from the uncertainty estimation perspective and perform the comparison of several recently proposed methods. In our experiment, we find that there is no universal approach for OOD detection, and it is important to consider both graph representations and predictive categorical distribution.
An Efficient Model-Agnostic Approach for Uncertainty Estimation in Data-Restricted Pedometric Applications
Osnabrück University（奥斯纳布吕克大学）；Leibniz Institute for Agricultural Engineering and Bioeconomy（莱布尼茨农业工程与生物经济研究所）；German Research Center for Artificial Intelligence (DFKI)（德国人工智能研究中心）
Johannes Kepler University Linz（林茨约翰内斯·开普勒大学）；Natel Energy Inc.（纳特尔能源公司）；Google Research（谷歌研究院）
Deep Learning is becoming an increasingly important way to produce accurate hydrological predictions across a wide range of spatial and temporal scales. Uncertainty estimations are critical for actionable hydrological forecasting, and while standardized community benchmarks are becoming an increasingly important part of hydrological model development and research, similar tools for benchmarking uncertainty estimation are lacking. We establish an uncertainty estimation benchmarking procedure and present four Deep Learning baselines, out of which three are based on Mixture Density Networks and o…
Deep neural networks have shown great success in prediction quality while reliable and robust uncertainty estimation remains a challenge. Predictive uncertainty supplements model predictions and enables improved functionality of downstream tasks including embedded and mobile applications, such as virtual reality, augmented reality, sensor fusion, and perception. These applications often require a compromise in complexity to obtain uncertainty estimates due to very limited memory and compute resources. We tackle this problem by building upon Monte Carlo Dropout (MCDO) models using the Axolotl f…
Carnegie Mellon University（卡内基梅隆大学）；Lawrence Livermore National Laboratory（劳伦斯利弗莫尔国家实验室）
While Deep Neural Networks (DNNs) achieve state-of-the-art accuracy in various applications, they often fall short in accurately estimating their predictive uncertainty and, in turn, fail to recognize when these predictions may be wrong. Several uncertainty-aware models, such as Bayesian Neural Network (BNNs) and Deep Ensembles have been proposed in the literature for quantifying predictive uncertainty. However, research in this area has been largely confined to the big data regime. In this work, we show that the uncertainty estimation capability of state-of-the-art BNNs and Deep Ensemble mode…
When the cost of misclassifying a sample is high, it is useful to have an accurate estimate of uncertainty in the prediction for that sample. There are also multiple types of uncertainty which are best estimated in different ways, for example, uncertainty that is intrinsic to the training set may be well-handled by a Bayesian approach, while uncertainty introduced by shifts between training and query distributions may be better-addressed by density/support estimation. In this paper, we examine three types of uncertainty: model capacity uncertainty, intrinsic data uncertainty, and open set unce…
Yandex（扬德克斯）；Higher School of Economics（高等经济学院）；University of Cambridge（剑桥大学）
Uncertainty estimation is important for ensuring safety and robustness of AI systems. While most research in the area has focused on un-structured prediction tasks, limited work has investigated general uncertainty estimation approaches for structured prediction. Thus, this work aims to investigate uncertainty estimation for autoregressive structured prediction tasks within a single unified and interpretable probabilistic ensemble-based framework. We consider: uncertainty estimation for sequence data at the token-level and complete sequence-level; interpretations for, and applications of, vari…
Technion Institute of Technology（以色列理工学院）；Nvidia Research（英伟达研究院）
Model-based offline reinforcement learning approaches generally rely on bounds of model error. Estimating these bounds is usually achieved through uncertainty estimation methods. In this work, we combine parametric and nonparametric methods for uncertainty estimation through a novel latent space based metric. In particular, we build upon recent advances in Riemannian geometry of generative models to construct a pullback metric of an encoder-decoder based forward model. Our proposed metric measures both the quality of out-of-distribution samples as well as the discrepancy of examples in the dat…
National Research University Higher School of Economics（国家研究型高等经济大学）；Samsung AI Center Moscow（三星莫斯科人工智能中心）；Skolkovo Institute of Science and Technology（斯科尔科沃科学技术研究院）
Uncertainty estimation and ensembling methods go hand-in-hand. Uncertainty estimation is one of the main benchmarks for assessment of ensembling performance. At the same time, deep learning ensembles have provided state-of-the-art results in uncertainty estimation. In this work, we focus on in-domain uncertainty for image classification. We explore the standards for its quantification and point out pitfalls of existing metrics. Avoiding these pitfalls, we perform a broad study of different ensembling techniques. To provide more insight in this study, we introduce the deep ensemble equivalent s…
Machine learning classifiers are probabilistic in nature, and thus inevitably involve uncertainty. Predicting the probability of a specific input to be correct is called uncertainty (or confidence) estimation and is crucial for risk management. Post-hoc model calibrations can improve models' uncertainty estimations without the need for retraining, and without changing the model. Our work puts forward a geometric-based approach for uncertainty estimation. Roughly speaking, we use the geometric distance of the current input from the existing training inputs as a signal for estimating uncertainty…
TU Kaiserslautern（凯泽斯劳滕工业大学）；MindGarage；Imperial College London（帝国理工学院）；NeuralSpace；Luleå University of Technology（吕勒奥理工大学）
We introduce a novel uncertainty estimation for classification tasks for Bayesian convolutional neural networks with variational inference. By normalizing the output of a Softplus function in the final layer, we estimate aleatoric and epistemic uncertainty in a coherent manner. The intractable posterior probability distributions over weights are inferred by Bayes by Backprop. Firstly, we demonstrate how this reliable variational inference method can serve as a fundamental construct for various network architectures. On multiple datasets in supervised learning settings (MNIST, CIFAR-10, CIFAR-1…
We present a new method for uncertainty estimation and out-of-distribution detection in neural networks with softmax output. We extend softmax layer with an additional constant input. The corresponding additional output is able to represent the uncertainty of the network. The proposed method requires neither additional parameters nor multiple forward passes nor input preprocessing nor out-of-distribution datasets. We show that our method performs comparably to more computationally expensive methods and outperforms baselines on our experiments from image recognition and sentiment analysis domai…
Accurate estimation of aleatoric and epistemic uncertainty is crucial to build safe and reliable systems. Traditional approaches, such as dropout and ensemble methods, estimate uncertainty by sampling probability predictions from different submodels, which leads to slow uncertainty estimation at inference time. Recent works address this drawback by directly predicting parameters of prior distributions over the probability predictions with a neural network. While this approach has demonstrated accurate uncertainty estimation, it requires defining arbitrary target parameters for in-distribution …
We propose a novel method to capture data points near decision boundary in neural network that are often referred to a specific type of uncertainty. In our approach, we sought to perform uncertainty estimation based on the idea of adversarial attack method. In this paper, uncertainty estimates are derived from the input perturbations, unlike previous studies that provide perturbations on the model's parameters as in Bayesian approach. We are able to produce uncertainty with couple of perturbations on the inputs. Interestingly, we apply the proposed method to datasets derived from blockchain. W…
Curricula for goal-conditioned reinforcement learning agents typically rely on poor estimates of the agent's epistemic uncertainty or fail to consider the agents' epistemic uncertainty altogether, resulting in poor sample efficiency. We propose a novel algorithm, Query The Agent (QTA), which significantly improves sample efficiency by estimating the agent's epistemic uncertainty throughout the state space and setting goals in highly uncertain areas. Encouraging the agent to collect data in highly uncertain states allows the agent to improve its estimation of the value function rapidly. QTA uti…
Bonn-Rhein-Sieg University of Applied Sciences（波恩-莱茵-锡格应用技术大学）；German Aerospace Center (DLR)（德国航空航天中心）；University of Luxembourg（卢森堡大学）
We benchmark the robustness of maximum likelihood based uncertainty estimation methods to outliers in training data for regression tasks. Outliers or noisy labels in training data results in degraded performances as well as incorrect estimation of uncertainty. We propose the use of a heavy-tailed distribution (Laplace distribution) to improve the robustness to outliers. This property is evaluated using standard regression benchmarks and on a high-dimensional regression task of monocular depth estimation, both containing outliers. In particular, heavy-tailed distribution based maximum likelihoo…
In machine learning, accurately predicting the probability that a specific input is correct is crucial for risk management. This process, known as uncertainty (or confidence) estimation, is particularly important in mission-critical applications such as autonomous driving. In this work, we put forward a novel geometric-based approach for improving uncertainty estimations in machine learning models. Our approach involves using the geometric distance of the current input from existing training inputs as a signal for estimating uncertainty, and then calibrating this signal using standard post-hoc…
Mila（米拉研究所）；McGill University（麦吉尔大学）；Université de Montréal（蒙特利尔大学）；UBC Okanagan（不列颠哥伦比亚大学奥卡那根分校）
Distribution shift is an important concern in deep image classification, produced either by corruption of the source images, or a complete change, with the solution involving domain adaptation. While the primary goal is to improve accuracy under distribution shift, an important secondary goal is uncertainty estimation: evaluating the probability that the prediction of a model is correct. While improving accuracy is hard, uncertainty estimation turns out to be frustratingly easy. Prior works have appended uncertainty estimation into the model and training paradigm in various ways. Instead, we s…
Technion – Israel Institute of Technology（以色列理工学院）
We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the classification problem at hand. We demonstrate that such techniques tend to introduce biased estimates for instances whose predictions are supposed to be highly confident. We argue that this deficiency is an artifact of the dynamics of training with SGD-like optimizers, and it has some properties similar to overfitting. Based on this observation, we develop an u…
