Calibration of Model Uncertainty for Dropout Variational Inference

Research output: Working paper/PreprintPreprint

Authors

  • Max-Heinrich Laves
  • Sontje Ihler
  • Karl-Philipp Kortmann
  • Tobias Ortmaier

Research Organisations

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Details

Original languageEnglish
Publication statusE-pub ahead of print - 20 Jun 2020

Abstract

The model uncertainty obtained by variational Bayesian inference with Monte Carlo dropout is prone to miscalibration. In this paper, different logit scaling methods are extended to dropout variational inference to recalibrate model uncertainty. Expected uncertainty calibration error (UCE) is presented as a metric to measure miscalibration. The effectiveness of recalibration is evaluated on CIFAR-10/100 and SVHN for recent CNN architectures. Experimental results show that logit scaling considerably reduce miscalibration by means of UCE. Well-calibrated uncertainty enables reliable rejection of uncertain predictions and robust detection of out-of-distribution data.

Keywords

    cs.LG, stat.ML

Cite this

Calibration of Model Uncertainty for Dropout Variational Inference. / Laves, Max-Heinrich; Ihler, Sontje; Kortmann, Karl-Philipp et al.
2020.

Research output: Working paper/PreprintPreprint

Laves, M.-H., Ihler, S., Kortmann, K.-P., & Ortmaier, T. (2020). Calibration of Model Uncertainty for Dropout Variational Inference. Advance online publication. https://arxiv.org/abs/2006.11584
Laves MH, Ihler S, Kortmann KP, Ortmaier T. Calibration of Model Uncertainty for Dropout Variational Inference. 2020 Jun 20. Epub 2020 Jun 20.
Laves, Max-Heinrich ; Ihler, Sontje ; Kortmann, Karl-Philipp et al. / Calibration of Model Uncertainty for Dropout Variational Inference. 2020.
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