Improve Uncertainty Estimation for Unknown Classes in Bayesian Neural Networks with Semi-Supervised /One Set Classification

Although deep neural network (DNN) has achieved many state-of-the-art results, estimating the uncertainty presented in the DNN model and the data is a challenging task. Problems related to uncertainty such as classifying unknown classes (class which does not appear in the training data) data as known class with high confidence, is critically concerned in the safety domain area (e.g, autonomous driving, medical diagnosis). In this paper, we show that applying current Bayesian Neural Network (BNN) techniques alone does not effectively capture the uncertainty. To tackle this problem, we introduce a simple way to improve the BNN by using one class classification (in this paper, we use the term "set classification" instead). We empirically show the result of our method on an experiment which involves three datasets: MNIST, notMNIST and FMNIST.