Papers › Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles

Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles

5 Dec 2016NeurIPS 2017 12arXiv:1612.01474archive 2025-07-28

Balaji Lakshminarayanan, Alexander Pritzel, Charles Blundell

Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs, which learn a distribution over weights, are currently the state-of-the-art for estimating predictive uncertainty; however these require significant modifications to the training procedure and are computationally expensive compared to standard (non-Bayesian) NNs. We propose an alternative to Bayesian NNs that is simple to implement, readily parallelizable, requires very little hyperparameter tuning, and yields high quality predictive uncertainty estimates. Through a series of experiments on classification and regression benchmarks, we demonstrate that our method produces well-calibrated uncertainty estimates which are as good or better than approximate Bayesian NNs. To assess robustness to dataset shift, we evaluate the predictive uncertainty on test examples from known and unknown distributions, and show that our method is able to express higher uncertainty on out-of-distribution examples. We demonstrate the scalability of our method by evaluating predictive uncertainty estimates on ImageNet.

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JoonHyung-Park/DeepEnsemble mentioned on GitHubpytorch report
Junghwan-brian/SDE-Net mentioned on GitHubtf report
StanfordASL/SCOD mentioned on GitHubpytorch report
arnavc1712/DeepEnsembles mentioned on GitHub report
cameronccohen/deep-ensembles mentioned on GitHubpytorch report
cpark321/bayesian-neural-networks mentioned on GitHubpytorch report
cpark321/uncertainty-deep-learning mentioned on GitHubpytorch report
dougbrion/pytorch-deep-ensembles mentioned on GitHubpytorchMIT report
hoidn/ptychopinn mentioned on GitHubtfGPL-3.0 report
huyng/incertae mentioned on GitHubtf report
omegafragger/DDU mentioned on GitHubpytorch report
pycroscopy/atomai mentioned on GitHubpytorchMIT report
stat-ml/dpp-dropout-uncertainty mentioned on GitHubpytorch report
statsu1990/deep_ensembles mentioned on GitHubMIT report
tkerscher/blast mentioned on GitHubpytorchMIT report
tykurtz/tensorflow_models mentioned on GitHubtf report
vvanirudh/deep-ensembles-uncertainty mentioned on GitHubtfGPL-3.0 report
xuyxu/Ensemble-Pytorch mentioned on GitHubpytorchBSD-3-Clause report

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Diffusion Junghwan-brian/SDE-Net/model/SDENet.py community (archive-listed) ran no licence file found · pointer only · 59b274fed1c2f7d5 · report
Drift Junghwan-brian/SDE-Net/model/SDENet.py community (archive-listed) ran no licence file found · pointer only · 9ceff01e171db846 · report
Ensemble StanfordASL/SCOD/nn_ood/posteriors/ensemble.py community (archive-listed) ran · metamorphic tier: deterministic fingerprinted MIT (permissive) · cfe90024d387377b · report
GaussianMLP JoonHyung-Park/DeepEnsemble/complete_ver/model.py community (archive-listed) ran · metamorphic tier: deterministic fingerprinted no licence file found · pointer only · 2bb0022c0652839d · report
MLP JoonHyung-Park/DeepEnsemble/complete_ver/model.py community (archive-listed) ran · metamorphic tier: deterministic fingerprinted no licence file found · pointer only · 8f0ebe8c1a69cb4b · report
Model github-jnauta/pytorch-pne/models/pnn.py community (archive-listed) ran no licence file found · pointer only · 1fbc81b2bd6ea48b · report
_DeepEnsembles ENSTA-U2IS-AI/torch-uncertainty/src/torch_uncertainty/methods/deep_ensembles.py community (archive-listed) ran · metamorphic tier: deterministic fingerprinted Apache-2.0 (permissive) · b8e6a0ddc977191d · report
_RegDeepEnsembles ENSTA-U2IS-AI/torch-uncertainty/src/torch_uncertainty/methods/deep_ensembles.py community (archive-listed) ran · metamorphic tier: deterministic fingerprinted Apache-2.0 (permissive) · 5425e2595166ea3a · report
deep_ensembles ENSTA-U2IS-AI/torch-uncertainty/src/torch_uncertainty/methods/deep_ensembles.py community (archive-listed) ran · our draft was wrong Apache-2.0 (permissive) · a76c86e0e721e4b2 · report
SDENet Junghwan-brian/SDE-Net/model/SDENet.py community (archive-listed) unverified no licence file found · pointer only · 9c625ca32e821ccc · report
parse_sed tkerscher/blast/blast/parser.py community (archive-listed) unverified MIT (permissive) · a03d09d6f461b685 · report

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Image ClassificationUncertainty Quantificationregression

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Introduced by this paper: Deep Ensembles

Deep Ensembles

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