Deep Sub-Ensembles for Fast Uncertainty Estimation in Image Classification

Fast estimates of model uncertainty are required for many robust robotics applications. Deep Ensembles provides state of the art uncertainty without requiring Bayesian methods, but still it is computationally expensive. In this paper we propose deep sub-ensembles, an approximation to deep ensembles where the core idea is to ensemble only the layers close to the output. Our results show that this idea enables a trade-off between error and uncertainty quality versus computational performance.