Keywords: Single model uncertainty, Deterministic uncertainty quantification, Out-of-distribution detection
Abstract: In this paper, we discuss feature engineering for single-pass uncertainty estimation. For accurate uncertainty estimates, neural networks must extract differences in the feature space that quantify uncertainty. This could be achieved by current single-pass approaches that maintain feature distances between data points as they traverse the network. While initial results are promising, maintaining feature distances within the network representations frequently inhibits information compression and opposes the learning objective. We study this effect theoretically and empirically to arrive at a simple conclusion: preserving feature distances in the output is beneficial when the preserved features contribute to learning the label distribution and act in opposition otherwise. We then propose Transitional Uncertainty with Intermediate Neural Gaussian Processes (TUrING Processes) as a simple approach to address the shortcomings of current single-pass estimators. Specifically, we implement feature preservation by extracting features from intermediate representations before information is collapsed by subsequent layers. We refer to the underlying preservation mechanism as transitional feature preservation. We show that TUrING Processes match or outperform current single-pass methods on standard benchmarks and in practical settings where these methods are less reliable (imbalances, complex architectures, medical modalities).
Supplementary Material: pdf
Primary Area: probabilistic methods (Bayesian methods, variational inference, sampling, UQ, etc.)
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Submission Number: 3054
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