Epistemic uncertainty quantification in deep learning classification by the Delta method
Abstract
The Delta method is a classical procedure for quantifying epistemic uncertainty in statistical models, but its direct application to deep neural networks is prevented by the large number of parameters P. We propose a low cost approximation of the Delta method applicable to L2-regularized deep neural networks based on the top K eigenpairs of the Fisher information matrix. We address efficient computation of full-rank approximate...
Paper Details
Title
Epistemic uncertainty quantification in deep learning classification by the Delta method
Published Date
Jan 1, 2022
Journal
Volume
145
Pages
164 - 176
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