Keywords: Deep ensembles, Calibration, Uncertainty
TL;DR: We propose a simple and efficient way to improve the calibration of deep ensembles.
Abstract: We present a method to improve the calibration of deep ensembles in the small data regime in the presence of unlabeled data. Our approach, which we name $U$-ensembles, is extremely easy to implement: given an unlabeled set, for each unlabeled data point, we simply fit a different randomly selected label with each ensemble member. We provide a theoretical analysis based on a PAC-Bayes bound which guarantees that for such a labeling we obtain low negative log-likelihood and high ensemble diversity on testing samples. Empirically, through detailed experiments, we find that for low to moderately-sized training sets, $U$-ensembles are more diverse and provide better calibration than standard ensembles.
Submission Number: 8
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