Bayesian neural networks (BNN) and deep ensembles are principled approaches to estimate the predictive uncertainty of a deep learning model. However their practicality in real-time, industrial-scale applications are limited due to their heavy memory and inference cost. This motivates us to study principled approaches to high-quality uncertainty estimation that require only a single deep neural network (DNN). By formalizing the uncertainty quantification as a minimax learning problem, we first identify input distance awareness, i.e., the model's ability to quantify the distance of a testing example from the training data in the input space, as a necessary condition for a DNN to achieve high-quality (i.e., minimax optimal) uncertainty estimation. We then propose Spectral-normalized Neural Gaussian Process (SNGP), a simple method that improves the distance-awareness ability of modern DNNs, by adding a weight normalization step during training and replacing the output layer with a Gaussian process. On a suite of vision and language understanding tasks and on modern architectures (Wide-ResNet and BERT), SNGP is competitive with deep ensembles in prediction, calibration and out-of-domain detection, and outperforms the other single-model approaches.

Connor Pryor, Quan Yuan, Jeremiah Liu, Mehran Kazemi, Deepak Ramachandran, Tania Bedrax-Weiss, Lise Getoor. Proceedings of the 61st Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers). 2023.

High-quality estimates of uncertainty and robustness are crucial for numerous real-world applications, especially for deep learning which underlies many deployed ML systems. The ability to compare techniques for improving these estimates is therefore very important for research and practice alike. Yet, competitive comparisons of methods are often lacking due to a range of reasons, including: compute availability for extensive tuning, incorporation of sufficiently many baselines, and concrete documentation for reproducibility. In this paper we introduce Uncertainty Baselines: high-quality implementations of standard and state-of-the-art deep learning methods on a variety of tasks. As of this writing, the collection spans 19 methods across 9 tasks, each with at least 5 metrics. Each baseline is a self-contained experiment pipeline with easily reusable and extendable components. Our goal is to provide immediate starting points for experimentation with new methods or applications. Additionally we provide model checkpoints, experiment outputs as Python notebooks, and leaderboards for comparing results. Code available at https://github.com/google/uncertainty-baselines.

Recent approaches to efficiently ensemble neural networks have shown that strong robustness and uncertainty performance can be achieved with a negligible gain in parameters over the original network. However, these methods still require multiple forward passes for prediction, leading to a significant computational cost. In this work, we show a surprising result: the benefits of using multiple predictions can be achieved `for free' under a single model's forward pass. In particular, we show that, using a multi-input multi-output (MIMO) configuration, one can utilize a single model's capacity to train multiple subnetworks that independently learn the task at hand. By ensembling the predictions made by the subnetworks, we improve model robustness without increasing compute. We observe a significant improvement in negative log-likelihood, accuracy, and calibration error on CIFAR10, CIFAR100, ImageNet, and their out-of-distribution variants compared to previous methods.

Accurate image reconstruction is at the heart of diagnostics in medical imaging. Supervised deep learning-based approaches have been investigated for solving inverse problems including image reconstruction. However, these trained models encounter unseen data distributions that are widely shifted from training data during deployment. Therefore, it is essential to assess whether a given input falls within the training data distribution for diagnostic purposes. Uncertainty estimation approaches exist but focus on providing an uncertainty map to radiologists, rather than assessing the training distribution fit. In this work, we propose a method based on the local Lipschitz-based metric to distinguish out-of-distribution images from in-distribution with an area under the curve of 99.94%. Empirically, we demonstrate a very strong relationship between the local Lipschitz value and mean absolute error (MAE), supported by a high Spearman's rank correlation coefficient of 0.8475, which determines the uncertainty estimation threshold for optimal model performance. Through the identification of false positives, the local Lipschitz and MAE relationship was used to guide data augmentation and reduce model uncertainty. Our study was validated using the AUTOMAP architecture for sensor-to-image Magnetic Resonance Imaging (MRI) reconstruction. We compare our proposed approach with baseline methods: Monte-Carlo dropout and deep ensembles, and further analysis included MRI denoising and Computed Tomography (CT) sparse-to-full view reconstruction using UNET architectures. We show that our approach is applicable to various architectures and learned functions, especially in the realm of medical image reconstruction, where preserving the diagnostic accuracy of reconstructed images remains paramount.

We develop a simple and unified framework for nonlinear variable selection that incorporates uncertainty in the prediction function and is compatible with a wide range of machine learning models (e.g., tree ensembles, kernel methods, neural networks, etc). In particular, for a learned nonlinear model $f(\mathbf{x})$, we consider quantifying the importance of an input variable $\mathbf{x}^j$ using the integrated partial derivative $\Psi_j = \Vert \frac{\partial}{\partial \mathbf{x}^j} f(\mathbf{x})\Vert^2_{P_\mathcal{X}}$. We then (1) provide a principled approach for quantifying variable selection uncertainty by deriving its posterior distribution, and (2) show that the approach is generalizable even to non-differentiable models such as tree ensembles. Rigorous Bayesian nonparametric theorems are derived to guarantee the posterior consistency and asymptotic uncertainty of the proposed approach. Extensive simulations and experiments on healthcare benchmark datasets confirm that the proposed algorithm outperforms existing classic and recent variable selection methods.