We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the classification problem at hand. We demonstrate that such techniques tend to introduce biased estimates for instances whose predictions are supposed to be highly confident. We argue that this deficiency is an artifact of the dynamics of training with SGD-like optimizers, and it has some properties similar to overfitting. Based on this observation, we develop an uncertainty estimation algorithm that selectively estimates the uncertainty of highly confident points, using earlier snapshots of the trained model, before their estimates are jittered (and way before they are ready for actual classification). We present extensive experiments indicating that the proposed algorithm provides uncertainty estimates that are consistently better than all known methods.
A @math -nearest-neighbors (KNN) algorithm applied in the embedding space of a DNN was recently proposed by @cite_1 . The KNN-distances are used as a proxy for class-conditional probabilities. To the best of our knowledge, this is the first non-Bayesian method that estimates neural network uncertainties using activations from non-final layers.
@cite_1
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The reliable measurement of confidence in classifiers' predictions is very important for many applications and is, therefore, an important part of classifier design. Yet, although deep learning has received tremendous attention in recent years, not much progress has been made in quantifying the prediction confidence of neural network classifiers. Bayesian models offer a mathematically grounded framework to reason about model uncertainty, but usually come with prohibitive computational costs. In this paper we propose a simple, scalable method to achieve a reliable confidence score, based on the data embedding derived from the penultimate layer of the network. We investigate two ways to achieve desirable embeddings, by using either a distance-based loss or Adversarial Training. We then test the benefits of our method when used for classification error prediction, weighting an ensemble of classifiers, and novelty detection. In all tasks we show significant improvement over traditional, commonly used confidence scores.