Title
Robust Neural Regression via Uncertainty Learning
Abstract
Deep neural networks tend to underestimate uncertainty and produce overly confident predictions. Recently proposed solutions, such as MC Dropout and SDENet, require complex training and/or auxiliary out-of-distribution data. We propose a simple solution by extending the time-tested iterative reweighted least square (IRLS) in generalised linear regression. We use two sub-networks to parametrise the prediction and uncertainty estimation, enabling easy handling of complex inputs and nonlinear response. The two sub-networks have shared representations and are trained via two complementary loss functions for the prediction and the uncertainty estimates, with interleaving steps as in a cooperative game. Compared with more complex models such as MC-Dropout or SDE-Net, our proposed network is simpler to implement and more robust (insensitive to varying aleatoric and epistemic uncertainty).
Year
DOI
Venue
2021
10.1109/IJCNN52387.2021.9533617
2021 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS (IJCNN)
DocType
ISSN
Citations 
Conference
2161-4393
0
PageRank 
References 
Authors
0.34
0
4
Name
Order
Citations
PageRank
Akib Mashrur100.34
Wei Luo210914.13
Nayyar Abbas Zaidi3919.88
Antonio Robles-Kelly499179.88