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Repulsive Deep Ensembles are Bayesian

Neural Information Processing Systems

Deep ensembles have recently gained popularity in the deep learning community for their conceptual simplicity and efficiency. However, maintaining functional diversity between ensemble members that are independently trained with gradient descent is challenging. This can lead to pathologies when adding more ensemble members, such as a saturation of the ensemble performance, which converges to the performance of a single model. Moreover, this does not only affect the quality of its predictions, but even more so the uncertainty estimates of the ensemble, and thus its performance on out-of-distribution data. We hypothesize that this limitation can be overcome by discouraging different ensemble members from collapsing to the same function. To this end, we introduce a kernelized repulsive term in the update rule of the deep ensembles. We show that this simple modification not only enforces and maintains diversity among the members but, even more importantly, transforms the maximum a posteriori inference into proper Bayesian inference. Namely, we show that the training dynamics of our proposed repulsive ensembles follow a Wasserstein gradient flow of the KL divergence with the true posterior. We study repulsive terms in weight and function space and empirically compare their performance to standard ensembles and Bayesian baselines on synthetic and real-world prediction tasks.




A Spectral Energy Distance for Parallel Speech Synthesis

Neural Information Processing Systems

This spectral energy distance is a proper scoring rule with respect to the distribution over magnitude-spectrograms of the generated waveform audio and offers statistical consistency guarantees.



Repulsive Ensembles for Bayesian Inference in Physics-informed Neural Networks

Pilar, Philipp, Heinonen, Markus, Wahlström, Niklas

arXiv.org Machine Learning

Physics-informed neural networks (PINNs) have proven an effective tool for solving differential equations, in particular when considering non-standard or ill-posed settings. When inferring solutions and parameters of the differential equation from data, uncertainty estimates are preferable to point estimates, as they give an idea about the accuracy of the solution. In this work, we consider the inverse problem and employ repulsive ensembles of PINNs (RE-PINN) for obtaining such estimates. The repulsion is implemented by adding a particular repulsive term to the loss function, which has the property that the ensemble predictions correspond to the true Bayesian posterior in the limit of infinite ensemble members. Where possible, we compare the ensemble predictions to Monte Carlo baselines. Whereas the standard ensemble tends to collapse to maximum-a-posteriori solutions, the repulsive ensemble produces significantly more accurate uncertainty estimates and exhibits higher sample diversity.


Review for NeurIPS paper: A Spectral Energy Distance for Parallel Speech Synthesis

Neural Information Processing Systems

Additional Feedback: Comments: - Section 2: Flow-based models are not necessarily large. The new SOTA WaveFlow is a small-footprint flow-based model for raw audio. The authors may reference WaveFlow and clarify the inaccurate claim in related work section. I usually don't take such FDSD measures seriously, as it couldn't provide meaningful comparisons across different models in general, which is also observed by the authors. It would very nice to see an ablation study with MOS scores by varying three design choices: 1) w/ or w/o repulsive term, 2) single or multi-scale spectrogram loss, 3) w/ or w/o GAN loss. It will single out and emphasize the benefit of repulsive term under different circumstances.


Enhancing Diversity in Bayesian Deep Learning via Hyperspherical Energy Minimization of CKA

Smerkous, David, Bai, Qinxun, Li, Fuxin

arXiv.org Artificial Intelligence

Particle-based Bayesian deep learning often requires a similarity metric to compare two networks. However, naive similarity metrics lack permutation invariance and are inappropriate for comparing networks. Centered Kernel Alignment (CKA) on feature kernels has been proposed to compare deep networks but has not been used as an optimization objective in Bayesian deep learning. In this paper, we explore the use of CKA in Bayesian deep learning to generate diverse ensembles and hypernetworks that output a network posterior. Noting that CKA projects kernels onto a unit hypersphere and that directly optimizing the CKA objective leads to diminishing gradients when two networks are very similar. We propose adopting the approach of hyperspherical energy (HE) on top of CKA kernels to address this drawback and improve training stability. Additionally, by leveraging CKA-based feature kernels, we derive feature repulsive terms applied to synthetically generated outlier examples. Experiments on both diverse ensembles and hypernetworks show that our approach significantly outperforms baselines in terms of uncertainty quantification in both synthetic and realistic outlier detection tasks.


Repulsive Deep Ensembles are Bayesian

Neural Information Processing Systems

Deep ensembles have recently gained popularity in the deep learning community for their conceptual simplicity and efficiency. However, maintaining functional diversity between ensemble members that are independently trained with gradient descent is challenging. This can lead to pathologies when adding more ensemble members, such as a saturation of the ensemble performance, which converges to the performance of a single model. Moreover, this does not only affect the quality of its predictions, but even more so the uncertainty estimates of the ensemble, and thus its performance on out-of-distribution data. We hypothesize that this limitation can be overcome by discouraging different ensemble members from collapsing to the same function.