Keywords: Deep learning, uncertainty estimation, out-of-distribution detection
Abstract: Uncertainty estimation in deep learning has recently emerged as a crucial area of interest to advance reliability and robustness in safety-critical applications. While there have been many proposed methods that either focus on distance-aware model uncertainties for out-of-distribution detection or on input-dependent label uncertainties for in-distribution calibration, both of these types of uncertainty are often necessary. In this work, we propose the HetSNGP method for jointly modeling the model and data uncertainty. We show that our proposed model affords a favorable combination between these two complementary types of uncertainty and thus outperforms the baseline methods on some challenging out-of-distribution datasets, including CIFAR-100C, Imagenet-C, and Imagenet-A. Moreover, we propose HetSNGP Ensemble, an ensembled version of our method which adds an additional type of uncertainty and also outperforms other ensemble baselines.
One-sentence Summary: We propose a method for joint modeling of distance-aware epistemic uncertainties and heteroscedastic aleatoric uncertainties.
Supplementary Material: zip
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