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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Bootstrap Your Own Variance
Polina Turishcheva, Jason Ramapuram, Sinead Williamson, Dan Busb · 2023-12-06 · via stat.ML updates on arXiv.org

Understanding model uncertainty is important for many applications. We propose Bootstrap Your Own Variance (BYOV), combining Bootstrap Your Own Latent (BYOL), a negative-free Self-Supervised Learning (SSL) algorithm, with Bayes by Backprop (BBB), a Bayesian method for estimating model posteriors. We find that the learned predictive std of BYOV vs. a supervised BBB model is well captured by a Gaussian distribution, providing preliminary evidence that the learned parameter posterior is useful for label free uncertainty estimation. BYOV improves upon the deterministic BYOL baseline (+2.83% test ECE, +1.03% test Brier) and presents better calibration and reliability when tested with various augmentations (eg: +2.4% test ECE, +1.2% test Brier for Salt & Pepper noise).