Estimating Model Uncertainty of Neural Networks in Sparse Information Form
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Abstract (arXiv)
We present a sparse representation of model uncertainty for Deep Neural Networks (DNNs) where the parameter posterior is approximated with an inverse formulation of the Multivariate Normal Distribution (MND), also known as the information form. The key insight of our work is that the information matrix, i.e. the inverse of the covariance matrix tends to be sparse in its spectrum. Therefore, dimensionality reduction techniques such as low rank approximations (LRA) can be effectively exploited. To achieve this, we develop a novel sparsification algorithm and derive a cost-effective analytical sampler. As a result, we show that the information form can be scalably applied to represent model uncertainty in DNNs. Our exhaustive theoretical analysis and empirical evaluations on various benchmarks show the competitiveness of our approach over the current methods.
Key facts. Cited by 31 papers in the map (data through 7 Oct 2026). First posted on arXiv 20 Jun 2020.
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Citing papers per year: 2021: 8; 2022: 4; 2023: 7; 2024: 7; 2025: 2; 2026: 3.
31 papers.
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- 2026Instance-Level Post Hoc Uncertainty Quantification in Object Detection3 Jun 2026
- 2026Self-Supervised Laplace Approximation for Bayesian Uncertainty Quantification12 May 2026
- 2026SPIRIT: Perceptive Shared Autonomy for Robust Robotic Manipulation under Deep Learning Uncertainty5 Mar 2026
- 2025Martingale Posterior Neural Networks for Fast Sequential Decision Making13 Jun 2025
- 2025Low Rank Based Subspace Inference for the Laplace Approximation of Bayesian Neural Networks4 Feb 2025
- 2024Stein Variational Newton Neural Network Ensembles4 Nov 2024
- 2024A Comprehensive Survey on Evidential Deep Learning and Its Applications7 Sep 2024
- 2024Evaluating Uncertainty-based Failure Detection for Closed-Loop LLM Planners1 Jun 2024
- 2024Addressing the Inconsistency in Bayesian Deep Learning via Generalized Laplace Approximation22 May 2024
- 2024Epistemic Uncertainty Quantification For Pre-trained Neural Network15 Apr 2024
- 2024Fast Fishing: Approximating BAIT for Efficient and Scalable Deep Active Image Classification13 Apr 2024
- 2024LUQ: Long-text Uncertainty Quantification for LLMs29 Mar 2024
19 more
- 2023Topology-Matching Normalizing Flows for Out-of-Distribution Detection in Robot Learning11 Nov 2023
- 2023FedLPA: One-shot Federated Learning with Layer-Wise Posterior Aggregation30 Sep 2023
- 2023Uncertainty Quantification for Molecular Property Predictions with Graph Neural Architecture Search19 Jul 2023
- 2023Learning Expressive Priors for Generalization and Uncertainty Estimation in Neural Networks15 Jul 2023
- 2023Robust scalable initialization for Bayesian variational inference with multi-modal Laplace approximations12 Jul 2023
- 2023Density-based Feasibility Learning with Normalizing Flows for Introspective Robotic Assembly3 Jul 2023
- 2023Beyond Unimodal: Generalising Neural Processes for Multimodal Uncertainty Estimation4 Apr 2023
- 2022Virtual Reality via Object Pose Estimation and Active Learning: Realizing Telepresence Robots with Aerial Manipulation Capabilities18 Oct 2022
- 2022Uncertainty Estimation for Multi-view Data: The Power of Seeing the Whole Picture6 Oct 2022
- 2022TEDL: A Two-stage Evidential Deep Learning Method for Classification Uncertainty Quantification12 Sep 2022
- 2022Density Regression and Uncertainty Quantification with Bayesian Deep Noise Neural Networks12 Jun 2022
- 2021A Survey on Epistemic (Model) Uncertainty in Supervised Learning: Recent Advances and Applications3 Nov 2021
- 2021Bayesian Active Learning for Sim-to-Real Robotic Perception23 Sep 2021
- 2021Trust Your Robots! Predictive Uncertainty Estimation of Neural Networks with Sparse Gaussian Processes20 Sep 2021
- 2021Explaining Bayesian Neural Networks23 Aug 2021
- 2021A Survey of Uncertainty in Deep Neural Networks7 Jul 2021
- 2021On the Practicality of Deterministic Epistemic Uncertainty1 Jul 2021
- 2021Laplace Redux -- Effortless Bayesian Deep Learning28 Jun 2021
- 2021NoiseGrad: Enhancing Explanations by Introducing Stochasticity to Model Weights18 Jun 2021
- 2021A Survey of Uncertainty in Deep Neural Networkscited by 675
- 2021Laplace Redux -- Effortless Bayesian Deep Learningcited by 359
- 2024LUQ: Long-text Uncertainty Quantification for LLMscited by 79
- 2021On the Practicality of Deterministic Epistemic Uncertaintycited by 62
- 2021NoiseGrad: Enhancing Explanations by Introducing Stochasticity to Model Weightscited by 28
- 2024A Comprehensive Survey on Evidential Deep Learning and Its Applicationscited by 25
- 2021A Survey on Epistemic (Model) Uncertainty in Supervised Learning: Recent Advances and Applicationscited by 24
- 2023FedLPA: One-shot Federated Learning with Layer-Wise Posterior Aggregationcited by 22
- 2021Explaining Bayesian Neural Networkscited by 18
- 2024Evaluating Uncertainty-based Failure Detection for Closed-Loop LLM Plannerscited by 15
- 2021Trust Your Robots! Predictive Uncertainty Estimation of Neural Networks with Sparse Gaussian Processescited by 12
- 2023Beyond Unimodal: Generalising Neural Processes for Multimodal Uncertainty Estimationcited by 11
12 most cited of 31 All 31 (JSON)
- 2026Instance-Level Post Hoc Uncertainty Quantification in Object Detection3 Jun 2026
- 2026Self-Supervised Laplace Approximation for Bayesian Uncertainty Quantification12 May 2026
- 2026SPIRIT: Perceptive Shared Autonomy for Robust Robotic Manipulation under Deep Learning Uncertainty5 Mar 2026
- 2025Martingale Posterior Neural Networks for Fast Sequential Decision Making13 Jun 2025
- 2025Low Rank Based Subspace Inference for the Laplace Approximation of Bayesian Neural Networks4 Feb 2025
- 2024Stein Variational Newton Neural Network Ensembles4 Nov 2024
- 2024A Comprehensive Survey on Evidential Deep Learning and Its Applications7 Sep 2024
- 2024Evaluating Uncertainty-based Failure Detection for Closed-Loop LLM Planners1 Jun 2024
- 2024Addressing the Inconsistency in Bayesian Deep Learning via Generalized Laplace Approximation22 May 2024
- 2024Epistemic Uncertainty Quantification For Pre-trained Neural Network15 Apr 2024
- 2024Fast Fishing: Approximating BAIT for Efficient and Scalable Deep Active Image Classification13 Apr 2024
- 2024LUQ: Long-text Uncertainty Quantification for LLMs29 Mar 2024
12 newest of 31 All 31 (JSON)