The Epistemic Uncertainty Hole: an issue of Bayesian Neural Networks

Fuente: arXiv
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Auteurs principaux: Fellaji, Mohammed, Pennerath, Frédéric
Format: Preprint
Publié: 2024
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author Fellaji, Mohammed
Pennerath, Frédéric
author_facet Fellaji, Mohammed
Pennerath, Frédéric
contents Bayesian Deep Learning (BDL) gives access not only to aleatoric uncertainty, as standard neural networks already do, but also to epistemic uncertainty, a measure of confidence a model has in its own predictions. In this article, we show through experiments that the evolution of epistemic uncertainty metrics regarding the model size and the size of the training set, goes against theoretical expectations. More precisely, we observe that the epistemic uncertainty collapses literally in the presence of large models and sometimes also of little training data, while we expect the exact opposite behaviour. This phenomenon, which we call "epistemic uncertainty hole", is all the more problematic as it undermines the entire applicative potential of BDL, which is based precisely on the use of epistemic uncertainty. As an example, we evaluate the practical consequences of this uncertainty hole on one of the main applications of BDL, namely the detection of out-of-distribution samples
format Preprint
id arxiv_https___arxiv_org_abs_2407_01985
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle The Epistemic Uncertainty Hole: an issue of Bayesian Neural Networks
Fellaji, Mohammed
Pennerath, Frédéric
Machine Learning
Bayesian Deep Learning (BDL) gives access not only to aleatoric uncertainty, as standard neural networks already do, but also to epistemic uncertainty, a measure of confidence a model has in its own predictions. In this article, we show through experiments that the evolution of epistemic uncertainty metrics regarding the model size and the size of the training set, goes against theoretical expectations. More precisely, we observe that the epistemic uncertainty collapses literally in the presence of large models and sometimes also of little training data, while we expect the exact opposite behaviour. This phenomenon, which we call "epistemic uncertainty hole", is all the more problematic as it undermines the entire applicative potential of BDL, which is based precisely on the use of epistemic uncertainty. As an example, we evaluate the practical consequences of this uncertainty hole on one of the main applications of BDL, namely the detection of out-of-distribution samples
title The Epistemic Uncertainty Hole: an issue of Bayesian Neural Networks
topic Machine Learning
url https://arxiv.org/abs/2407.01985