Detecting Extrapolation with Local EnsemblesDownload PDF

Published: 20 Dec 2019, Last Modified: 22 Oct 2023ICLR 2020 Conference Blind SubmissionReaders: Everyone
Keywords: extrapolation, reliability, influence functions, laplace approximation, ensembles, Rashomon set
TL;DR: We present local ensembles, a method for detecting extrapolation in trained models, which approximates the variance of an ensemble using local-second order information.
Abstract: We present local ensembles, a method for detecting extrapolation at test time in a pre-trained model. We focus on underdetermination as a key component of extrapolation: we aim to detect when many possible predictions are consistent with the training data and model class. Our method uses local second-order information to approximate the variance of predictions across an ensemble of models from the same class. We compute this approximation by estimating the norm of the component of a test point's gradient that aligns with the low-curvature directions of the Hessian, and provide a tractable method for estimating this quantity. Experimentally, we show that our method is capable of detecting when a pre-trained model is extrapolating on test data, with applications to out-of-distribution detection, detecting spurious correlates, and active learning.
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