Probabilistic Circuits That Know What They Don't Know
- URL: http://arxiv.org/abs/2302.06544v3
- Date: Mon, 12 Jun 2023 06:36:53 GMT
- Title: Probabilistic Circuits That Know What They Don't Know
- Abstract summary: Probabilistic circuits (PCs) are models that allow exact and tractable probabilistic inference.
We show that PCs are in fact not robust to out-of-distribution (OOD) data, i.e., they don't know what they don't know.
We propose tractable dropout inference (TDI), an inference procedure to estimate uncertainty by deriving an analytical solution to Monte Carlo dropout (MCD) through variance propagation.
- Score: 17.335642512433385
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Probabilistic circuits (PCs) are models that allow exact and tractable
probabilistic inference. In contrast to neural networks, they are often assumed
to be well-calibrated and robust to out-of-distribution (OOD) data. In this
paper, we show that PCs are in fact not robust to OOD data, i.e., they don't
know what they don't know. We then show how this challenge can be overcome by
model uncertainty quantification. To this end, we propose tractable dropout
inference (TDI), an inference procedure to estimate uncertainty by deriving an
analytical solution to Monte Carlo dropout (MCD) through variance propagation.
Unlike MCD in neural networks, which comes at the cost of multiple network
evaluations, TDI provides tractable sampling-free uncertainty estimates in a
single forward pass. TDI improves the robustness of PCs to distribution shift
and OOD data, demonstrated through a series of experiments evaluating the
classification confidence and uncertainty estimates on real-world data.
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