2020 ICML ICML 2020

Uncertainty Estimation Using a Single Deep Deterministic Neural Network

Abstract

We propose a method for training a deterministic deep model that can find and reject out of distribution data points at test time with a single forward pass. Our approach, deterministic uncertainty quantification (DUQ), builds upon ideas of RBF networks. We scale training in these with a novel loss function and centroid updating scheme and match the accuracy of softmax models. By enforcing detectability of changes in the input using a gradient penalty, we are able to reliably detect out of distribution data. Our uncertainty quantification scales well to large datasets, and using a single model, we improve upon or match Deep Ensembles in out of distribution detection on notable difficult dataset pairs such as FashionMNIST vs. MNIST, and CIFAR-10 vs. SVHN.

🌉 Interdisciplinary Bridge — Artificial Intelligence and Machine Learning
🧭 Keyword Pioneer — deterministic uncertainty quantification
🐣 Hot Topic Early Bird — out-of-distribution detection
🐝 Cross-Pollinator — Artificial Intelligence, Computer Science, Computer Vision, Deep Learning, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning