Uncertainty Quantification and Deep EnsemblesDownload PDF

Published: 09 Nov 2021, Last Modified: 22 Oct 2023NeurIPS 2021 PosterReaders: Everyone
Keywords: Uncertainty Quantification, Model averaging, Deep Ensemble, Low-data setting
Abstract: Deep Learning methods are known to suffer from calibration issues: they typically produce over-confident estimates. These problems are exacerbated in the low data regime. Although the calibration of probabilistic models is well studied, calibrating extremely over-parametrized models in the low-data regime presents unique challenges. We show that deep-ensembles do not necessarily lead to improved calibration properties. In fact, we show that standard ensembling methods, when used in conjunction with modern techniques such as mixup regularization, can lead to less calibrated models. This text examines the interplay between three of the most simple and commonly used approaches to leverage deep learning when data is scarce: data-augmentation, ensembling, and post-processing calibration methods. We demonstrate that, although standard ensembling techniques certainly help to boost accuracy, the calibration of deep ensembles relies on subtle trade-offs. We also find that calibration methods such as temperature scaling need to be slightly tweaked when used with deep-ensembles and, crucially, need to be executed after the averaging process. Our simulations indicate that, in the low data regime, this simple strategy can halve the Expected Calibration Error (ECE) on a range of benchmark classification problems when compared to standard deep-ensembles.
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Supplementary Material: pdf
TL;DR: Our work shows that ensembling does not always lead to better calibration, investigates this phenomenon under different setup, provides a remedy that produces ensemble with good calibration properties
Code: https://github.com/rahulrahaman/Uncertainty-Quantification-and-Deep-Ensemble
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