Predictive Uncertainty Estimation via Prior Networks

Neural Information Processing Systems

Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible \emph{data uncertainty} and uncertainty due to distributional mismatch between the test and training data distributions. Different actions might be taken depending on the source of the uncertainty so it is important to be able to distinguish between them. Recently, baseline tasks and metrics have been defined and several practical methods to estimate uncertainty developed. These methods, however, attempt to model uncertainty due to distributional mismatch either implicitly through \emph{model uncertainty} or as \emph{data uncertainty}. This work proposes a new framework for modeling predictive uncertainty called Prior Networks (PNs) which explicitly models \emph{distributional uncertainty}. PNs do this by parameterizing a prior distribution over predictive distributions. This work focuses on uncertainty for classification and evaluates PNs on the tasks of identifying out-of-distribution (OOD) samples and detecting misclassification on the MNIST and CIFAR-10 datasets, where they are found to outperform previous methods. Experiments on synthetic and MNIST and CIFAR-10 data show that unlike previous non-Bayesian methods PNs are able to distinguish between data and distributional uncertainty.


Predictive Uncertainty Estimation via Prior Networks

Neural Information Processing Systems

Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible \emph{data uncertainty} and uncertainty due to distributional mismatch between the test and training data distributions. Different actions might be taken depending on the source of the uncertainty so it is important to be able to distinguish between them. Recently, baseline tasks and metrics have been defined and several practical methods to estimate uncertainty developed. These methods, however, attempt to model uncertainty due to distributional mismatch either implicitly through \emph{model uncertainty} or as \emph{data uncertainty}. This work proposes a new framework for modeling predictive uncertainty called Prior Networks (PNs) which explicitly models \emph{distributional uncertainty}. PNs do this by parameterizing a prior distribution over predictive distributions. This work focuses on uncertainty for classification and evaluates PNs on the tasks of identifying out-of-distribution (OOD) samples and detecting misclassification on the MNIST and CIFAR-10 datasets, where they are found to outperform previous methods. Experiments on synthetic and MNIST and CIFAR-10 data show that unlike previous non-Bayesian methods PNs are able to distinguish between data and distributional uncertainty.


Reverse KL-Divergence Training of Prior Networks: Improved Uncertainty and Adversarial Robustness

arXiv.org Machine Learning

Ensemble approaches for uncertainty estimation have recently been applied to the tasks of misclassification detection, out-of-distribution input detection and adversarial attack detection. Prior Networks have been proposed as an approach to efficiently emulating an ensemble of models by parameterising a Dirichlet prior distribution over output distributions. These models have been shown to outperform ensemble approaches, such as Monte-Carlo Dropout, on the task of out-of-distribution input detection. However, scaling Prior Networks to complex datasets with many classes is difficult using the training criteria originally proposed. This paper makes two contributions. Firstly, we show that the appropriate training criterion for Prior Networks is the reverse KL-divergence between Dirichlet distributions. Using this loss we successfully train Prior Networks on image classification datasets with up to 200 classes and improve out-of-distribution detection performance. Secondly, taking advantage of the new training criterion, this paper investigates using Prior Networks to detect adversarial attacks. It is shown that the construction of successful adaptive whitebox attacks, which affect the prediction and evade detection, against Prior Networks trained on CIFAR-10 and CIFAR-100 takes a greater amount of computational effort than against standard neural networks, adversarially trained neural networks and dropout-defended networks.


Efficient Evaluation-Time Uncertainty Estimation by Improved Distillation

arXiv.org Machine Learning

In this work we aim to obtain computationally-efficient uncertainty estimates with deep networks. For this, we propose a modified knowledge distillation procedure that achieves state-of-the-art uncertainty estimates both for in and out-of-distribution samples. Our contributions include a) demonstrating and adapting to distillation's regularization effect b) proposing a novel target teacher distribution c) a simple augmentation procedure to improve out-of-distribution uncertainty estimates d) shedding light on the distillation procedure through comprehensive set of experiments.


Predictive Uncertainty Estimation via Prior Networks

arXiv.org Machine Learning

Estimating uncertainty is important to improving the safety of AI systems. Recently baseline tasks and metrics have been defined and several practical methods for estimating uncertainty developed. However, these approaches attempt to model distributional uncertainty either implicitly through model uncertainty or as data uncertainty. This work proposes a new framework for modeling predictive uncertainty called Prior Networks (PNs) which explicitly models distributional uncertainty. PNs do this by parameterizing a prior distribution over predictive distributions. This work focuses on uncertainty for classification and evaluates PNs on the tasks of identifying out-of-distribution (OOD) samples and detecting misclassification on the MNIST dataset, where they are found to outperform previous methods. Experiments on synthetic and MNIST data show that unlike previous methods PNs are able to distinguish between data and distributional uncertainty.