One Versus all for deep Neural Network Incertitude quantification

Deep neural networks (DNNs) are powerful learning models yet their results are not always reliable. This is due to the fact that modern DNNs are usually uncalibrated and we cannot characterize their epistemic uncertainty. In this work, we propose a new technique to quantify the epistemic uncertainty of data easily. This method consists in mixing the predictions of an ensemble of DNNs trained to classify One class vs All the other classes (OVA) with predictions from a standard DNN trained to perform All vs All (AVA) classification. On the one hand, the adjustment provided by the AVA DNN to the score of the base classifiers allows for a more fine-grained inter-class separation. On the other hand, the two types of classifiers enforce mutually their detection of out-of-distribution (OOD) samples, circumventing entirely the requirement of using such samples during training. Our method achieves state of the art performance in quantifying OOD data across multiple datasets and architectures while requiring little hyper-parameter tuning.