Sampling-free epistemic uncertainty estimation using approximated variance propagation

Postels J, Ferroni F, Coskun H, Navab N, Tombari F (2019)

Publication Type: Conference contribution

Publication year: 2019

Publisher: Institute of Electrical and Electronics Engineers Inc.

Book Volume: 2019-October

Pages Range: 2931-2940

Conference Proceedings Title: Proceedings of the IEEE International Conference on Computer Vision

Event location: Seoul, KOR

ISBN: 9781728148038

DOI: 10.1109/ICCV.2019.00302

Abstract

We present a sampling-free approach for computing the epistemic uncertainty of a neural network. Epistemic uncertainty is an important quantity for the deployment of deep neural networks in safety-critical applications, since it represents how much one can trust predictions on new data. Recently promising works were proposed using noise injection combined with Monte-Carlo sampling at inference time to estimate this quantity (e.g. Monte-Carlo dropout). Our main contribution is an approximation of the epistemic uncertainty estimated by these methods that does not require sampling, thus notably reducing the computational overhead. We apply our approach to large-scale visual tasks (ie, semantic segmentation and depth regression) to demonstrate the advantages of our method compared to sampling-based approaches in terms of quality of the uncertainty estimates as well as of computational overhead.

Involved external institutions

Technische Universität München (TUM) DE Germany (DE)

How to cite

APA:

Postels, J., Ferroni, F., Coskun, H., Navab, N., & Tombari, F. (2019). Sampling-free epistemic uncertainty estimation using approximated variance propagation. In Proceedings of the IEEE International Conference on Computer Vision (pp. 2931-2940). Seoul, KOR: Institute of Electrical and Electronics Engineers Inc..

MLA:

Postels, Janis, et al. "Sampling-free epistemic uncertainty estimation using approximated variance propagation." Proceedings of the 17th IEEE/CVF International Conference on Computer Vision, ICCV 2019, Seoul, KOR Institute of Electrical and Electronics Engineers Inc., 2019. 2931-2940.

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