The Neural Testbed: Evaluating Joint Predictions

Predictive distributions quantify uncertainties ignored by point estimates. This paper introduces The Neural Testbed: an open source benchmark for controlled and principled evaluation of agents that generate such predictions. We evaluate a range of agents using a simple neural network data generating process.Our results indicate that some popular Bayesian deep learning agents do not fare well with joint predictions, even when they can produce accurate marginal predictions. We also show that the quality of joint predictions drives performance in downstream decision tasks. We find these results are robust across choice a wide range of generative models, and highlight the practical importance of joint predictions to the community.