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Can you trust your model's uncertainty? Evaluating predictive uncertainty under dataset shift

NeurIPS 2019 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Single-model predictive uncertainty · 924 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use deep ensembles instead of the other evaluated uncertainty methodsResNet-20 on CIFAR-10 · CIFAR-10 corruptionsBrier score: 0.425 -> 0.299Helped
Use deep ensembles instead of the other evaluated uncertainty methodsResNet-50 on ImageNet · ImageNet corruptionsBrier score: 0.733 -> 0.667Helped
Use deep ensembles instead of the other evaluated uncertainty methodsMLP on Criteo · Criteo categorical-feature shiftBrier score: 0.385 -> 0.366Helped
Apply temperature scaling on the i.i.d. validation setVanilla MLP · Criteo categorical-feature shiftBrier score: 0.385 -> 0.391Hurt
Use full-network dropout rather than last-layer-only dropoutResNet-20 on CIFAR-10 · CIFAR-10 corruptionsBrier score: 0.416 -> 0.349Helped
Use full-network dropout rather than last-layer-only dropoutLSTM on 20 Newsgroups · Shifted and OOD textconfidence versus accuracyHelped
Increase the number of prediction samples for Dropout or SVI (ablation)CIFAR-10 models · CIFAR-10 corruptionsBrier scoreHelped
Increase the number of prediction samples for last-layer variants (ablation)Last-layer Dropout and LL-SVI · CIFAR-10 corruptionsBrier scoreNo clear effect
Increase ensemble size, especially up to 5 models (ablation)CIFAR-10 and ImageNet models · Image corruptionsBrier scoreHelped
Double the number of filters (ablation)Vanilla and Dropout ResNet models · CIFAR-10 medium- to high-shift corruptionsaccuracy and calibrationNo clear effect
Add Bayesian parameter uncertainty using SVILeNet on MNIST · MNIST shifted imagesBrier scoreHelped
Add Bayesian parameter uncertainty using SVIModels on Criteo · Criteo categorical-feature shiftBrier score: 0.385 -> 0.512Hurt

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