uncertainty-deep-learning

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uncertainty-deep-learning

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최종 버전 다운로드 (.zip)

00. MSE as MLE.ipynb
01. Bayes-by-Backprop.ipynb
02. Dropout as a Bayesian Approximation.ipynb
03. _Intro.ipynb
03. Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles.ipynb
04. Temperature_scaling.ipynb
05. Variational Inference (toy example).ipynb
06. Aleatoric-epistemic uncertainty (toy example).ipynb
README.md
temperature_scaling.py

// repository documentation

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# uncertainty-deep-learning

- Simple baselines for uncertainty estimation and model calibration  
  1. Bayes by Backprop(ICML 2015) - [Weight Uncertainty in Neural Networks]
  2. Dropout as a Bayesian Approximation(ICML 2016) [https://arxiv.org/abs/1506.02142]
  3. Deep Ensembles(NIPS 2017) [Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles]
  4. Temperature scaling (ICML 2017) [On Calibration of Modern Neural Networks]
- Dependencies
  - Python 3.6+
  - PyTorch==1.1
  - Codes are heavily inspired by https://joshfeldman.net, [medium.com/@albertoarrigoni], [github.com/gpleiss/temperature_scaling], [www.jessicayung.com]

### Reference
1. [Weight Uncertainty in Neural Networks]
2. [https://arxiv.org/abs/1506.02142]
3. [What My Deep Model Doesn't Know, Yarin Gal]
4. [Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles]
5. [On Calibration of Modern Neural Networks]

[Weight Uncertainty in Neural Networks]: https://arxiv.org/abs/1505.05424
[https://arxiv.org/abs/1506.02142]: https://arxiv.org/abs/1506.02142
[What My Deep Model Doesn't Know, Yarin Gal]: https://www.cs.ox.ac.uk/people/yarin.gal/website/blog_3d801aa532c1ce.html
[Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles]: https://arxiv.org/abs/1612.01474
[medium.com/@albertoarrigoni]: https://medium.com/@albertoarrigoni/paper-review-code-deep-ensembles-nips-2017-c5859070b8ce
[github.com/gpleiss/temperature_scaling]: https://github.com/gpleiss/temperature_scaling[
[On Calibration of Modern Neural Networks]: https://arxiv.org/abs/1706.04599
[www.jessicayung.com]: http://www.jessicayung.com/maximum-likelihood-as-minimising-kl-divergence/

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