Epistemic Uncertainty Quantification For Pre-trained Neural Network
- URL: http://arxiv.org/abs/2404.10124v1
- Date: Mon, 15 Apr 2024 20:21:05 GMT
- Title: Epistemic Uncertainty Quantification For Pre-trained Neural Network
- Authors: Hanjing Wang, Qiang Ji,
- Abstract summary: Epistemic uncertainty quantification (UQ) identifies where models lack knowledge.
Traditional UQ methods, often based on Bayesian neural networks, are not suitable for pre-trained non-Bayesian models.
- Score: 27.444465823508715
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Epistemic uncertainty quantification (UQ) identifies where models lack knowledge. Traditional UQ methods, often based on Bayesian neural networks, are not suitable for pre-trained non-Bayesian models. Our study addresses quantifying epistemic uncertainty for any pre-trained model, which does not need the original training data or model modifications and can ensure broad applicability regardless of network architectures or training techniques. Specifically, we propose a gradient-based approach to assess epistemic uncertainty, analyzing the gradients of outputs relative to model parameters, and thereby indicating necessary model adjustments to accurately represent the inputs. We first explore theoretical guarantees of gradient-based methods for epistemic UQ, questioning the view that this uncertainty is only calculable through differences between multiple models. We further improve gradient-driven UQ by using class-specific weights for integrating gradients and emphasizing distinct contributions from neural network layers. Additionally, we enhance UQ accuracy by combining gradient and perturbation methods to refine the gradients. We evaluate our approach on out-of-distribution detection, uncertainty calibration, and active learning, demonstrating its superiority over current state-of-the-art UQ methods for pre-trained models.
Related papers
- Learning Sample Difficulty from Pre-trained Models for Reliable
Prediction [55.77136037458667]
We propose to utilize large-scale pre-trained models to guide downstream model training with sample difficulty-aware entropy regularization.
We simultaneously improve accuracy and uncertainty calibration across challenging benchmarks.
arXiv Detail & Related papers (2023-04-20T07:29:23Z) - Neural State-Space Models: Empirical Evaluation of Uncertainty
Quantification [0.0]
This paper presents preliminary results on uncertainty quantification for system identification with neural state-space models.
We frame the learning problem in a Bayesian probabilistic setting and obtain posterior distributions for the neural network's weights and outputs.
Based on the posterior, we construct credible intervals on the outputs and define a surprise index which can effectively diagnose usage of the model in a potentially dangerous out-of-distribution regime.
arXiv Detail & Related papers (2023-04-13T08:57:33Z) - Post-hoc Uncertainty Learning using a Dirichlet Meta-Model [28.522673618527417]
We propose a novel Bayesian meta-model to augment pre-trained models with better uncertainty quantification abilities.
Our proposed method requires no additional training data and is flexible enough to quantify different uncertainties.
We demonstrate our proposed meta-model approach's flexibility and superior empirical performance on these applications.
arXiv Detail & Related papers (2022-12-14T17:34:11Z) - Transfer Learning with Uncertainty Quantification: Random Effect
Calibration of Source to Target (RECaST) [1.8047694351309207]
We develop a statistical framework for model predictions based on transfer learning, called RECaST.
We mathematically and empirically demonstrate the validity of our RECaST approach for transfer learning between linear models.
We examine our method's performance in a simulation study and in an application to real hospital data.
arXiv Detail & Related papers (2022-11-29T19:39:47Z) - NUQ: Nonparametric Uncertainty Quantification for Deterministic Neural
Networks [151.03112356092575]
We show the principled way to measure the uncertainty of predictions for a classifier based on Nadaraya-Watson's nonparametric estimate of the conditional label distribution.
We demonstrate the strong performance of the method in uncertainty estimation tasks on a variety of real-world image datasets.
arXiv Detail & Related papers (2022-02-07T12:30:45Z) - Dense Uncertainty Estimation [62.23555922631451]
In this paper, we investigate neural networks and uncertainty estimation techniques to achieve both accurate deterministic prediction and reliable uncertainty estimation.
We work on two types of uncertainty estimations solutions, namely ensemble based methods and generative model based methods, and explain their pros and cons while using them in fully/semi/weakly-supervised framework.
arXiv Detail & Related papers (2021-10-13T01:23:48Z) - Distributional Gradient Matching for Learning Uncertain Neural Dynamics
Models [38.17499046781131]
We propose a novel approach towards estimating uncertain neural ODEs, avoiding the numerical integration bottleneck.
Our algorithm - distributional gradient matching (DGM) - jointly trains a smoother and a dynamics model and matches their gradients via minimizing a Wasserstein loss.
Our experiments show that, compared to traditional approximate inference methods based on numerical integration, our approach is faster to train, faster at predicting previously unseen trajectories, and in the context of neural ODEs, significantly more accurate.
arXiv Detail & Related papers (2021-06-22T08:40:51Z) - Scalable Marginal Likelihood Estimation for Model Selection in Deep
Learning [78.83598532168256]
Marginal-likelihood based model-selection is rarely used in deep learning due to estimation difficulties.
Our work shows that marginal likelihoods can improve generalization and be useful when validation data is unavailable.
arXiv Detail & Related papers (2021-04-11T09:50:24Z) - A Bayesian Perspective on Training Speed and Model Selection [51.15664724311443]
We show that a measure of a model's training speed can be used to estimate its marginal likelihood.
We verify our results in model selection tasks for linear models and for the infinite-width limit of deep neural networks.
Our results suggest a promising new direction towards explaining why neural networks trained with gradient descent are biased towards functions that generalize well.
arXiv Detail & Related papers (2020-10-27T17:56:14Z) - Gradients as a Measure of Uncertainty in Neural Networks [16.80077149399317]
We propose to utilize backpropagated gradients to quantify the uncertainty of trained models.
We show that our gradient-based method outperforms state-of-the-art methods by up to 4.8% of AUROC score in out-of-distribution detection.
arXiv Detail & Related papers (2020-08-18T16:58:46Z) - Unlabelled Data Improves Bayesian Uncertainty Calibration under
Covariate Shift [100.52588638477862]
We develop an approximate Bayesian inference scheme based on posterior regularisation.
We demonstrate the utility of our method in the context of transferring prognostic models of prostate cancer across globally diverse populations.
arXiv Detail & Related papers (2020-06-26T13:50:19Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.