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On the Pitfalls of Heteroscedastic Uncertainty Estimation with Probabilistic Neural Networks

ICLR 2022 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Single-model predictive uncertainty · 41 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Weight per-sample NLL contributions by variance to the power β, using β=0.5 rather than standard NLL (ablation)Probabilistic dynamics models · 1D-SlideRMSE: 0.0192 ± 0.006 -> 0.0064 ± 0.002Helped
Use β-NLL with β=0.5 instead of Student-tProbabilistic dynamics models · 1D-SlideLL: 11.30 ± 0.03 vs 9.28 ± 0.75Hurt
Use β-NLL with β=0.5 instead of standard NLL (ablation)Probabilistic dynamics models · Fetch-PickAndPlaceRMSE: 0.00163 ± 0.00008 -> 0.00096 ± 0.00002Helped
Use β-NLL with β=0.5 instead of Student-tProbabilistic dynamics models · Fetch-PickAndPlaceLL: 30.44 ± 0.08 vs 24.68 ± 0.08Hurt
Set β to 0.5 instead of 0 in β-NLL (ablation)VAE decoder · MNISTRMSE: 0.237 ± 0.002 -> 0.151 ± 0.003Helped
Set β to 0.5 instead of 0 in β-NLL (ablation)VAE decoder · Fashion-MNISTRMSE: 0.170 ± 0.001 -> 0.125 ± 0.003Helped
Use β-NLL with β=0.5 instead of Student-tVAE decoder · MNISTLL: 4291 ± 103 vs 2220 ± 25Hurt
Use β-NLL with β=0.5 instead of standard NLL (ablation)AdaBins without Mini-ViT Transformer · NYUv2RMSE: 0.3854 -> 0.3789Helped
Use β-NLL with β=0.5 instead of MSEAdaBins without Mini-ViT Transformer · NYUv2RMSE: 0.3776 vs 0.3789Hurt
Set β to 0.75 instead of β=0.5 (ablation)β-NLL · 1D-SlideRMSE: 0.0064 ± 0.002 -> 0.0087 ± 0.003Hurt

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