Uncertainty Estimates

This repo contains code to estimate uncertainty in deep learning models. It has basic implementations for:

• Monte Carlo Dropout [Kendall and Gal], [Gal and Ghahramani]
• Model Ensembling [Lakshminarayanan et al. ]

Article: Overview of estimating uncertainty in deep neural networks

Regression

• MC Dropout Regression
• Ensemble Regression

<div> <img src='https://user-images.githubusercontent.com/121183/74066699-7424e900-49ac-11ea-88cd-17913ed91631.png' width="45%" style='float:left; padding:10px; border: 1px solid gray;'/> <img src='https://user-images.githubusercontent.com/121183/73995354-2f964080-490d-11ea-8e27-4f479310759a.png' width="45%" style='float:left; padding:10px; border: 1px solid gray;'/> </div>

Classification

• MC Dropout Classification
• Ensemble Classification

<div> <img src='https://user-images.githubusercontent.com/121183/73995392-4f2d6900-490d-11ea-8167-bd4f7bab12af.png' width="45%" style='float:left; padding:10px; border: 1px solid gray;' /> <img src='https://user-images.githubusercontent.com/121183/73995407-5f454880-490d-11ea-9e11-71dc5724ee52.png' width="45%" style='float:left; padding:10px; border: 1px solid gray;' /> <img src='https://user-images.githubusercontent.com/121183/74005763-c8898380-492e-11ea-9f82-fa63ab8e858e.png' width="45%" style='float:left; padding:10px; border: 1px solid gray;' /> </div>