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Deep Deterministic Uncertainty: A Simple Baseline

About

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*.

Jishnu Mukhoti, Andreas Kirsch, Joost van Amersfoort, Philip H.S. Torr, Yarin Gal• 2021

Related benchmarks

TaskDatasetResultRank
Image ClassificationCIFAR-10 (test)--
3381
Image ClassificationFashionMNIST (test)
Accuracy85.9
218
Out-of-Distribution DetectionCIFAR-100 SVHN in-distribution out-of-distribution (test)
AUROC89.6
90
Out-of-Distribution DetectionImageNet-O
AUROC0.741
74
Out-of-Distribution DetectionCIFAR-100 (in-distribution) / LSUN (out-of-distribution) (test)
AUROC92.1
67
Out-of-Distribution DetectionCIFAR100 (ID) vs SVHN (OOD) (test)
AUROC89.6
40
Out-of-Distribution DetectionCIFAR-100 In-distribution vs Smooth (OOD)
AUC97.1
22
CalibrationDermaMNIST (test)
Brier Score2.35
19
OOD DetectionCIFAR-10 vs SVHN (test)
Accuracy95.97
19
Image ClassificationDMNIST (test)
Test Accuracy84.05
16
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