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Pitfalls of In-Domain Uncertainty Estimation and Ensembling in Deep Learning

15 February 2020
Arsenii Ashukha
Alexander Lyzhov
Dmitry Molchanov
Dmitry Vetrov
    UQCV
    FedML
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Abstract

Uncertainty estimation and ensembling methods go hand-in-hand. Uncertainty estimation is one of the main benchmarks for assessment of ensembling performance. At the same time, deep learning ensembles have provided state-of-the-art results in uncertainty estimation. In this work, we focus on in-domain uncertainty for image classification. We explore the standards for its quantification and point out pitfalls of existing metrics. Avoiding these pitfalls, we perform a broad study of different ensembling techniques. To provide more insight in this study, we introduce the deep ensemble equivalent score (DEE) and show that many sophisticated ensembling techniques are equivalent to an ensemble of only few independently trained networks in terms of test performance.

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