Meta Learning Low Rank Covariance Factors for Energy-Based Deterministic Uncertainty

• URL: http://arxiv.org/abs/2110.06381v1
• Date: Tue, 12 Oct 2021 22:04:19 GMT
• Title: Meta Learning Low Rank Covariance Factors for Energy-Based Deterministic Uncertainty
• Authors: Jeffrey Ryan Willette, Hae Beom Lee, Juho Lee, Sung Ju Hwang
• Abstract summary: Bi-Lipschitz regularization of neural network layers preserve relative distances between data instances in the feature spaces of each layer. With the use of an attentive set encoder, we propose to meta learn either diagonal or diagonal plus low-rank factors to efficiently construct task specific covariance matrices. We also propose an inference procedure which utilizes scaled energy to achieve a final predictive distribution.
• Score: 58.144520501201995
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Numerous recent works utilize bi-Lipschitz regularization of neural network layers to preserve relative distances between data instances in the feature spaces of each layer. This distance sensitivity with respect to the data aids in tasks such as uncertainty calibration and out-of-distribution (OOD) detection. In previous works, features extracted with a distance sensitive model are used to construct feature covariance matrices which are used in deterministic uncertainty estimation or OOD detection. However, in cases where there is a distribution over tasks, these methods result in covariances which are sub-optimal, as they may not leverage all of the meta information which can be shared among tasks. With the use of an attentive set encoder, we propose to meta learn either diagonal or diagonal plus low-rank factors to efficiently construct task specific covariance matrices. Additionally, we propose an inference procedure which utilizes scaled energy to achieve a final predictive distribution which can better separate OOD data, and is well calibrated under a distributional dataset shift.

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