Function Space Diversity for Uncertainty Prediction via Repulsive Last-Layer Ensembles

Sophie Steger, Christian Knoll, Bernhard Klein, Holger Fröning, Franz Pernkopf

Keywords: uncertainty quantification, bayesian neural networks, function space inference, epistemic uncertainty

Abstract: Bayesian inference in function space has gained attention due to its robustness against overparameterization in neural networks. However, approximating the infinite-dimensional function space introduces several new challenges. In this work, we discuss function space inference via particle optimization and present practical modifications that improve uncertainty estimation and, most importantly, make it applicable for large and pretrained networks. First, we demonstrate that the input samples, where particle predictions are enforced to be diverse, are detrimental to the model performance. While diversity on training data itself can lead to underfitting, the use of label-destroying data augmentation, or unlabeled out-of-distribution data can improve prediction diversity and uncertainty estimates. Furthermore, we take advantage of the function space formulation, which imposes no restrictions on network parameterization other than sufficient flexibility. Instead of using full deep ensembles to represent particles, we propose a single multi-headed network that introduces a minimal increase in parameters and computation. This allows seamless integration to pretrained networks, where this repulsive last-layer ensemble can be used for uncertainty aware fine-tuning at minimal additional cost.

Submission Number: 93