This repository attempts to understand the concepts of uncertainty estimation.

I think it is much more interesting to live not knowing than to have answers that might be wrong - Richard P Feynman

1. Understanding weight matrices of different ensemble approches for uncertainty estimation: Deep Ensemble vs Batch Ensemble vs Rank-1 BNN

• Video Part-1: Understanding
• Video Part-2: Demo Example
• Code: comparison_parameter_deep_batch_rank_1_ens.ipynb
• Docs: different_ensemble_comparison.pdf

Tensorflow

# cpu version 
pip install --upgrade tensorflow

Based on your python selct the GPU Wheel accrodingly check here

# gpu version
pip install --upgrade https://storage.googleapis.com/tensorflow/linux/gpu/tensorflow_gpu-2.8.0-cp37-cp37m-manylinux2010_x86_64.whl

Uncertainty Baseline

pip install "git+https://github.com/google/uncertainty-baselines.git#egg=uncertainty_baselines"

Installing other dependencies

cd uncertainty_estmation_tutorial
pip install -r requirements.txt

1. Deep Ensemble
2. Batch Ensemble
3. Rank-1 BNN

• Uncertainty Baseline: https://github.com/google/uncertainty-baselines
• Deep Ensemble
  • https://github.com/hayoung-kim/tf2-deep-ensemble-uncertainty