# Greedy Bayesian Posterior Approximation with Deep Ensembles

arXiv: https://arxiv.org/abs/2105.14275 · HTML: https://mlsanity.com/paper/2105.14275/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 46 of its 89 references that are in the map.
- First posted on arXiv 29 May 2021.

## Builds on (most cited first, 30 of 46)

- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Very Deep Convolutional Networks for Large-Scale Image Recognition](https://mlsanity.com/paper/1409.1556/) (2014)
- [Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift](https://mlsanity.com/paper/1502.03167/) (2015)
- [mixup: Beyond Empirical Risk Minimization](https://mlsanity.com/paper/1710.09412/) (2017)
- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [Fashion-MNIST: a Novel Image Dataset for Benchmarking Machine Learning Algorithms](https://mlsanity.com/paper/1708.07747/) (2017)
- [Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles](https://mlsanity.com/paper/1612.01474/) (2016)
- [Wide Residual Networks](https://mlsanity.com/paper/1605.07146/) (2016)
- [Benchmarking Neural Network Robustness to Common Corruptions and Perturbations](https://mlsanity.com/paper/1903.12261/) (2019)
- [Describing Textures in the Wild](https://mlsanity.com/paper/1311.3618/) (2013)
- [Identity Mappings in Deep Residual Networks](https://mlsanity.com/paper/1603.05027/) (2016)
- [LSUN: Construction of a Large-scale Image Dataset using Deep Learning with Humans in the Loop](https://mlsanity.com/paper/1506.03365/) (2015)
- [Can You Trust Your Model's Uncertainty? Evaluating Predictive Uncertainty Under Dataset Shift](https://mlsanity.com/paper/1906.02530/) (2019)
- [Deep Anomaly Detection with Outlier Exposure](https://mlsanity.com/paper/1812.04606/) (2018)
- [Loss Surfaces, Mode Connectivity, and Fast Ensembling of DNNs](https://mlsanity.com/paper/1802.10026/) (2018)
- [A Simple Baseline for Bayesian Uncertainty in Deep Learning](https://mlsanity.com/paper/1902.02476/) (2019)
- [Predictive Uncertainty Estimation via Prior Networks](https://mlsanity.com/paper/1802.10501/) (2018)
- [Bayesian Deep Learning and a Probabilistic Perspective of Generalization](https://mlsanity.com/paper/2002.08791/) (2020)
- [Measuring Calibration in Deep Learning](https://mlsanity.com/paper/1904.01685/) (2019)
- [Deep Ensembles: A Loss Landscape Perspective](https://mlsanity.com/paper/1912.02757/) (2019)
- [BatchEnsemble: An Alternative Approach to Efficient Ensemble and Lifelong Learning](https://mlsanity.com/paper/2002.06715/) (2020)
- [Snapshot Ensembles: Train 1, get M for free](https://mlsanity.com/paper/1704.00109/) (2017)
- [Pitfalls of In-Domain Uncertainty Estimation and Ensembling in Deep Learning](https://mlsanity.com/paper/2002.06470/) (2020)
- [Super-Convergence: Very Fast Training of Neural Networks Using Large Learning Rates](https://mlsanity.com/paper/1708.07120/) (2017)
- [Training independent subnetworks for robust prediction](https://mlsanity.com/paper/2010.06610/) (2020)
- [Ensemble Distribution Distillation](https://mlsanity.com/paper/1905.00076/) (2019)
- [Hyperparameter Ensembles for Robustness and Uncertainty Quantification](https://mlsanity.com/paper/2006.13570/) (2020)
- [Functional Variational Bayesian Neural Networks](https://mlsanity.com/paper/1903.05779/) (2019)
- [Scalable Marginal Likelihood Estimation for Model Selection in Deep Learning](https://mlsanity.com/paper/2104.04975/) (2021)
- [Priors in Bayesian Deep Learning: A Review](https://mlsanity.com/paper/2105.06868/) (2021)

## Built on by (most cited first, 3 of 3)

- [Sensitivity-Aware Amortized Bayesian Inference](https://mlsanity.com/paper/2310.11122/) (2023)
- [Bayesian posterior approximation with stochastic ensembles](https://mlsanity.com/paper/2212.08123/) (2022)
- [UDUC: An Uncertainty-driven Approach for Learning-based Robust Control](https://mlsanity.com/paper/2405.02598/) (2024)

## Abstract (arXiv)

Ensembles of independently trained neural networks are a state-of-the-art approach to estimate predictive uncertainty in Deep Learning, and can be interpreted as an approximation of the posterior distribution via a mixture of delta functions. The training of ensembles relies on non-convexity of the loss landscape and random initialization of their individual members, making the resulting posterior approximation uncontrolled. This paper proposes a novel and principled method to tackle this limitation, minimizing an f-divergence between the true posterior and a kernel density estimator (KDE) in a function space. We analyze this objective from a combinatorial point of view, and show that it is submodular with respect to mixture components for any f. Subsequently, we consider the problem of greedy ensemble construction. From the marginal gain on the negative f-divergence, which quantifies an improvement in posterior approximation yielded by adding a new component into the KDE, we derive a novel diversity term for ensemble methods. The performance of our approach is demonstrated on computer vision out-of-distribution detection benchmarks in a range of architectures trained on multiple datasets. The source code of our method is made publicly available at https://github.com/Oulu-IMEDS/greedyensemblestraining.