Uncertainty Estimation via Stochastic Batch NormalizationDownload PDF

12 Feb 2018, 20:07 (modified: 04 Jun 2018, 14:58)ICLR 2018 Workshop SubmissionReaders: Everyone
Keywords: Batch Normalization, Uncertainty Estimation, Deep Neural Networks
TL;DR: We propose a probabilistic view on Batch Normalization and an efficient test-time averaging technique for uncertainty estimation in batch-normalized DNNs.
Abstract: In this work, we investigate Batch Normalization technique and propose its probabilistic interpretation. We propose a probabilistic model and show that Batch Normalization maximazes the lower bound of its marginalized log-likelihood. Then, according to the new probabilistic model, we design an algorithm which acts consistently during train and test. However, inference becomes computationally inefficient. To reduce memory and computational cost, we propose Stochastic Batch Normalization -- an efficient approximation of proper inference procedure. This method provides us with a scalable uncertainty estimation technique. We demonstrate the performance of Stochastic Batch Normalization on popular architectures (including deep convolutional architectures: VGG-like and ResNets) for MNIST and CIFAR-10 datasets.
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