Pathologies of Predictive Diversity in Deep Ensembles

Published: 03 Jan 2024, Last Modified: 03 Jan 2024Accepted by TMLREveryoneRevisionsBibTeX
Abstract: Classic results establish that encouraging predictive diversity improves performance in ensembles of low-capacity models, e.g. through bagging or boosting. Here we demonstrate that these intuitions do not apply to high-capacity neural network ensembles (deep ensembles), and in fact the opposite is often true. In a large scale study of nearly 600 neural network classification ensembles, we examine a variety of interventions that trade off component model performance for predictive diversity. While such interventions can improve the performance of small neural network ensembles (in line with standard intuitions), they harm the performance of the large neural network ensembles most often used in practice. Surprisingly, we also find that discouraging predictive diversity is often benign in large-network ensembles, fully inverting standard intuitions. Even when diversity-promoting interventions do not sacrifice component model performance (e.g. using heterogeneous architectures and training paradigms), we observe an opportunity cost associated with pursuing increased predictive diversity. Examining over 1000 ensembles, we observe that the performance benefits of diverse architectures/training procedures are easily dwarfed by the benefits of simply using higher-capacity models, despite the fact that such higher capacity models often yield significantly less predictive diversity. Overall, our findings demonstrate that standard intuitions around predictive diversity, originally developed for low-capacity ensembles, do not directly apply to modern high-capacity deep ensembles. This work clarifies fundamental challenges to the goal of improving deep ensembles by making them more diverse, while suggesting an alternative path: simply forming ensembles from ever more powerful (and less diverse) component models.
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License: Creative Commons Attribution 4.0 International (CC BY 4.0)
Submission Length: Regular submission (no more than 12 pages of main content)
Changes Since Last Submission: This revision integrates new figures and reviewer feedback from the revision and rebuttal process into a camera ready manuscript.- previous version had a formatting error in the abstract.
Assigned Action Editor: ~Neil_Houlsby1
Submission Number: 1571