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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
Deep Deterministic Uncertainty: A Simple Baseline
Jishnu Mukhoti, Andreas Kirsch, Joost van Amersfoort, Philip H. · 2021-02-23 · via stat.ML updates on arXiv.org

Reliable uncertainty from deterministic single-forward pass models is sought after because conventional methods of uncertainty quantification are computationally expensive. We take two complex single-forward-pass uncertainty approaches, DUQ and SNGP, and examine whether they mainly rely on a well-regularized feature space. Crucially, without using their more complex methods for estimating uncertainty, a single softmax neural net with such a feature-space, achieved via residual connections and spectral normalization, *outperforms* DUQ and SNGP's epistemic uncertainty predictions using simple Gaussian Discriminant Analysis *post-training* as a separate feature-space density estimator -- without fine-tuning on OoD data, feature ensembling, or input pre-procressing. This conceptually simple *Deep Deterministic Uncertainty (DDU)* baseline can also be used to disentangle aleatoric and epistemic uncertainty and performs as well as Deep Ensembles, the state-of-the art for uncertainty prediction, on several OoD benchmarks (CIFAR-10/100 vs SVHN/Tiny-ImageNet, ImageNet vs ImageNet-O) as well as in active learning settings across different model architectures, yet is *computationally cheaper*.