Numerous crucial tasks in real-world decision-making rely on machine learning algorithms with calibrated uncertainty estimates. However, modern methods often yield overconfident and uncalibrated predictions. Various approaches involve training an ensemble of separate models to quantify the uncertainty related to the model itself, known as epistemic uncertainty. In an explicit implementation, the ensemble approach has high computational cost and high memory requirements. This particular challenge is evident in state-of-the-art neural networks such as transformers, where even a single network is already demanding in terms of compute and memory. Consequently, efforts are made to emulate the ensemble model without actually instantiating separate ensemble members, referred to as implicit ensembling. We introduce LoRA-Ensemble, a parameter-efficient deep ensemble method for self-attention networks, which is based on Low-Rank Adaptation (LoRA). Initially developed for efficient LLM fine-tuning, we extend LoRA to an implicit ensembling approach. By employing a single pre-trained self-attention network with weights shared across all members, we train member-specific low-rank matrices for the attention projections. Our method exhibits superior calibration compared to explicit ensembles and achieves similar or better accuracy across various prediction tasks and datasets.

The ability to estimate epistemic uncertainty is often crucial when deploying machine learning in the real world, but modern methods often produce overconfident, uncalibrated uncertainty predictions. A common approach to quantify epistemic uncertainty, usable across a wide class of prediction models, is to train a model ensemble. In a naive implementation, the ensemble approach has high computational cost and high memory demand. This challenges in particular modern deep learning, where even a single deep network is already demanding in terms of compute and memory, and has given rise to a number of attempts to emulate the model ensemble without actually instantiating separate ensemble members. We introduce FiLM-Ensemble, a deep, implicit ensemble method based on the concept of Feature-wise Linear Modulation (FiLM). That technique was originally developed for multi-task learning, with the aim of decoupling different tasks. We show that the idea can be extended to uncertainty quantification: by modulating the network activations of a single deep network with FiLM, one obtains a model ensemble with high diversity, and consequently well-calibrated estimates of epistemic uncertainty, with low computational overhead in comparison. Empirically, FiLM-Ensemble outperforms other implicit ensemble methods, and it and comes very close to the upper bound of an explicit ensemble of networks (sometimes even beating it), at a fraction of the memory cost.