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Wasserstein dropout

delete2022-09-08
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OA
AI
J
Joachim Sicking *
M
Maram Akila
M
Maximilian Pintz
T
Tim Wirtz
S
Stefan Wrobel
A
Asja Fischer
DOI:10.1007/s10994-022-06230-8delete
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Abstract

Abstract

En 中文
Despite of its importance for safe machine learning, uncertainty quantification for neural networks is far from being solved. State-of-the-art approaches to estimate neural uncertainties are often hybrid, combining parametric models with explicit or implicit (dropout-based) ensembling. We take another pathway and propose a novel approach to uncertainty quantification for regression tasks, Wasserstein dropout, that is purely non-parametric. Technically, it captures aleatoric uncertainty by means of dropout-based sub-network distributions. This is accomplished by a new objective which minimizes the Wasserstein distance between the label distribution and the model distribution. An extensive empirical analysis shows that Wasserstein dropout outperforms state-of-the-art methods, on vanilla test data as well as under distributional shift in terms of producing more accurate and stable uncertainty estimates.
Keywords:
Safe machine learning
Regression neural networks
Uncertainty estimation
Aleatoric uncertainty
Dropout
Object detection

Journal

Machine Learning cover
Machine Learning
IF:
2.9
Papers:
2.6K
Citations:
3.4W

Organization

U
university of bonn
Scholars:
3.3W
Papers: 2.6W
Citations: 29