Credal Wrapper of Model Averaging for Uncertainty Estimation on Out-Of-Distribution Detection

This paper presents an innovative approach, called credal wrapper, to formulating a credal set representation of model averaging for Bayesian neural networks (BNNs) and deep ensembles, capable of improving uncertainty estimation in classification tasks. Given a finite collection of single distributions derived from BNNs or deep ensembles, the proposed approach extracts an upper and a lower probability bound per class, acknowledging the epistemic uncertainty due to the availability of a limited amount of sampled predictive distributions. Such probability intervals over classes can be mapped on a convex set of probabilities (a 'credal set') from which, in turn, a unique prediction can be obtained using a transformation called 'intersection probability transformation'. In this article, we conduct extensive experiments on multiple out-of-distribution (OOD) detection benchmarks, encompassing various dataset pairs (CIFAR10/100 vs SVHN/Tiny-ImageNet, CIFAR10 vs CIFAR10-C, CIFAR100 vs CIFAR100-C and ImageNet vs ImageNet-O) and using different network architectures (such as VGG16, Res18/50, EfficientNet B2, and ViT Base). Compared to BNN and deep ensemble baselines, the proposed credal representation methodology exhibits superior performance in uncertainty estimation and achieves lower expected calibration error on OOD samples.

CreINNs: Credal-Set Interval Neural Networks for Uncertainty Estimation in Classification Tasks

Uncertainty estimation is increasingly attractive for improving the reliability of neural networks. In this work, we present novel credal-set interval neural networks (CreINNs) designed for classification tasks. CreINNs preserve the traditional interval neural network structure, capturing weight uncertainty through deterministic intervals, while forecasting credal sets using the mathematical framework of probability intervals. Experimental validations on an out-of-distribution detection benchmark (CIFAR10 vs SVHN) showcase that CreINNs outperform epistemic uncertainty estimation when compared to variational Bayesian neural networks (BNNs) and deep ensembles (DEs). Furthermore, CreINNs exhibit a notable reduction in computational complexity compared to variational BNNs and demonstrate smaller model sizes than DEs.

An introduction to optimization under uncertainty -- A short survey

Optimization equips engineers and scientists in a variety of fields with the ability to transcribe their problems into a generic formulation and receive optimal solutions with relative ease. Industries ranging from aerospace to robotics continue to benefit from advancements in optimization theory and the associated algorithmic developments. Nowadays, optimization is used in real time on autonomous systems acting in safety critical situations, such as self-driving vehicles. It has become increasingly more important to produce robust solutions by incorporating uncertainty into optimization programs. This paper provides a short survey about the state of the art in optimization under uncertainty. The paper begins with a brief overview of the main classes of optimization without uncertainty. The rest of the paper focuses on the different methods for handling both aleatoric and epistemic uncertainty. Many of the applications discussed in this paper are within the domain of control. The goal of this survey paper is to briefly touch upon the state of the art in a variety of different methods and refer the reader to other literature for more in-depth treatments of the topics discussed here.