Simple and Principled Uncertainty Estimation with Deterministic Deep
Learning via Distance Awareness
- URL: http://arxiv.org/abs/2006.10108v2
- Date: Mon, 26 Oct 2020 02:56:53 GMT
- Title: Simple and Principled Uncertainty Estimation with Deterministic Deep
Learning via Distance Awareness
- Authors: Jeremiah Zhe Liu, Zi Lin, Shreyas Padhy, Dustin Tran, Tania
Bedrax-Weiss, Balaji Lakshminarayanan
- Abstract summary: We study principled approaches to high-quality uncertainty estimation that require only a single deep neural network (DNN)
By formalizing the uncertainty quantification as a minimax learning problem, we first identify input distance awareness, i.e., the model's ability to quantify the distance of a testing example from the training data in the input space.
We then propose Spectral-normalized Neural Gaussian Process (SNGP), a simple method that improves the distance-awareness ability of modern DNNs.
- Score: 24.473250414880454
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Bayesian neural networks (BNN) and deep ensembles are principled approaches
to estimate the predictive uncertainty of a deep learning model. However their
practicality in real-time, industrial-scale applications are limited due to
their heavy memory and inference cost. This motivates us to study principled
approaches to high-quality uncertainty estimation that require only a single
deep neural network (DNN). By formalizing the uncertainty quantification as a
minimax learning problem, we first identify input distance awareness, i.e., the
model's ability to quantify the distance of a testing example from the training
data in the input space, as a necessary condition for a DNN to achieve
high-quality (i.e., minimax optimal) uncertainty estimation. We then propose
Spectral-normalized Neural Gaussian Process (SNGP), a simple method that
improves the distance-awareness ability of modern DNNs, by adding a weight
normalization step during training and replacing the output layer with a
Gaussian process. On a suite of vision and language understanding tasks and on
modern architectures (Wide-ResNet and BERT), SNGP is competitive with deep
ensembles in prediction, calibration and out-of-domain detection, and
outperforms the other single-model approaches.
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