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Input-gradient space particle inference for neural network ensembles

ICLR 2024 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Priors and functional variational uncertainty

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Proposes FoRDE, a particle-based variational inference ensemble that repels ensemble members in the space of normalized input gradients with a data-dependent RBF kernel (PCA or tuned lengthscales), improving corruption robustness over deep ensembles.

Problem

Deep ensembles often lack functional diversity, and existing ParVI repulsion in weight space is redundant while function-space repulsion gives little gain over deep ensembles and can underfit training points.

Approach

Perform Wasserstein gradient descent repulsion in the space of normalized first-order input gradients of the true-label logit, using an expected RBF kernel over training data with PCA-based (inverse eigenvalue) lengthscales so that members learn different, high-variance data features.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use PCA rather than identity lengthscales for input-gradient repulsion (ablation)FoRDE on CIFAR-100 · CIFAR-100-Caccuracy: 54.1 -> 56.1Helped
Use PCA rather than identity lengthscales for input-gradient repulsion (ablation)FoRDE on CIFAR-100 · CIFAR-100accuracy: 82.1 -> 81.4Hurt
Use PCA rather than identity lengthscales for input-gradient repulsion (ablation)FoRDE on CIFAR-10 · CIFAR-10-Caccuracy: 78.0 -> 80.5Helped
Use PCA rather than identity lengthscales for input-gradient repulsion (ablation)FoRDE on CIFAR-10 · CIFAR-10accuracy: 96.3 -> 96.1Hurt
Use identity rather than PCA lengthscales for input-gradient repulsion (ablation)FoRDE on CIFAR-10 · CIFAR-10NLL: 0.125 -> 0.113Helped
Use tuned lengthscales between identity and PCA (ablation)FoRDE on CIFAR-10 · CIFAR-10-Caccuracy: 78.0 -> 79.1Helped
Use tuned lengthscales between identity and PCA (ablation)FoRDE on CIFAR-100 · CIFAR-100accuracy: 82.1 -> 82.1No clear effect
Use tuned lengthscales between identity and PCA (ablation)FoRDE on CIFAR-10 · CIFAR-10accuracy: 96.3 -> 96.4Mixed

Surprising findings

Limitations

Experimental setup

Datasets: CIFAR-10 CIFAR-100 TinyImageNet CIFAR-10-C CIFAR-100-C TinyImageNet-C CINIC-10

Benchmarks: CIFAR-10 CIFAR-100 TinyImageNet CIFAR-10-C CIFAR-100-C TinyImageNet-C CINIC-10

Metrics: accuracy NLL ECE corrupted accuracy (cA) corrupted NLL (cNLL) corrupted ECE (cECE) epistemic uncertainty on OOD

Baselines: Deep ensembles weight-RDE function-RDE feature-RDE LIT node-BNNs SWAG EmpCov prior

Builds on: Wasserstein gradient descent deep ensembles EmpCov prior local independent training weight-space repulsive deep ensembles

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