# Adaptive Uncertainty Estimation via High-Dimensional Testing on Latent Representations

arXiv: https://arxiv.org/abs/2310.16587 · HTML: https://mlsanity.com/paper/2310.16587/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 29 of its 38 references that are in the map.
- First posted on arXiv 25 Oct 2023.

## Builds on (most cited first, 29 of 29)

- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [EfficientNet: Rethinking Model Scaling for Convolutional Neural Networks](https://mlsanity.com/paper/1905.11946/) (2019)
- [PointNet: Deep Learning on Point Sets for 3D Classification and Segmentation](https://mlsanity.com/paper/1612.00593/) (2016)
- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [PointNet++: Deep Hierarchical Feature Learning on Point Sets in a Metric Space](https://mlsanity.com/paper/1706.02413/) (2017)
- [Going Deeper with Convolutions](https://mlsanity.com/paper/1409.4842/) (2014)
- [Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles](https://mlsanity.com/paper/1612.01474/) (2016)
- [What Uncertainties Do We Need in Bayesian Deep Learning for Computer Vision?](https://mlsanity.com/paper/1703.04977/) (2017)
- [Attention-based Deep Multiple Instance Learning](https://mlsanity.com/paper/1802.04712/) (2018)
- [Evidential Deep Learning to Quantify Classification Uncertainty](https://mlsanity.com/paper/1806.01768/) (2018)
- [Predictive Uncertainty Estimation via Prior Networks](https://mlsanity.com/paper/1802.10501/) (2018)
- [CutPaste: Self-Supervised Learning for Anomaly Detection and Localization](https://mlsanity.com/paper/2104.04015/) (2021)
- [Dual-stream Multiple Instance Learning Network for Whole Slide Image Classification with Self-supervised Contrastive Learning](https://mlsanity.com/paper/2011.08939/) (2020)
- [Training Confidence-calibrated Classifiers for Detecting Out-of-Distribution Samples](https://mlsanity.com/paper/1711.09325/) (2017)
- [Hands-on Bayesian Neural Networks -- a Tutorial for Deep Learning Users](https://mlsanity.com/paper/2007.06823/) (2020)
- [Efficient and Scalable Bayesian Neural Nets with Rank-1 Factors](https://mlsanity.com/paper/2005.07186/) (2020)
- [Posterior Network: Uncertainty Estimation without OOD Samples via Density-Based Pseudo-Counts](https://mlsanity.com/paper/2006.09239/) (2020)
- [Bayesian Neural Network Priors Revisited](https://mlsanity.com/paper/2102.06571/) (2021)
- [Reverse KL-Divergence Training of Prior Networks: Improved Uncertainty and Adversarial Robustness](https://mlsanity.com/paper/1905.13472/) (2019)
- [LightGCL: Simple Yet Effective Graph Contrastive Learning for Recommendation](https://mlsanity.com/paper/2302.08191/) (2023)
- [A Systematic Comparison of Bayesian Deep Learning Robustness in Diabetic Retinopathy Tasks](https://mlsanity.com/paper/1912.10481/) (2019)
- [All You Need is a Good Functional Prior for Bayesian Deep Learning](https://mlsanity.com/paper/2011.12829/) (2020)
- [Uncertainty Estimation by Fisher Information-based Evidential Deep Learning](https://mlsanity.com/paper/2303.02045/) (2023)
- [Model Selection in Bayesian Neural Networks via Horseshoe Priors](https://mlsanity.com/paper/1705.10388/) (2017)
- [Histopathology Whole Slide Image Analysis with Heterogeneous Graph Representation Learning](https://mlsanity.com/paper/2307.04189/) (2023)
- [RMDL: Recalibrated multi-instance deep learning for whole slide gastric image classification](https://mlsanity.com/paper/2010.06440/) (2020)
- [A Learning Based Hypothesis Test for Harmful Covariate Shift](https://mlsanity.com/paper/2212.02742/) (2022)
- [Source-Aware Embedding Training on Heterogeneous Information Networks](https://mlsanity.com/paper/2307.04336/) (2023)
- [An adaptable generalization of Hotelling's T2 test in high dimension](https://mlsanity.com/paper/1609.08725/) (2016)

## Built on by (most cited first, 2 of 2)

- [BLoB: Bayesian Low-Rank Adaptation by Backpropagation for Large Language Models](https://mlsanity.com/paper/2406.11675/) (2024)
- [cDP-MIL: Robust Multiple Instance Learning via Cascaded Dirichlet Process](https://mlsanity.com/paper/2407.11448/) (2024)

## Abstract (arXiv)

Uncertainty estimation aims to evaluate the confidence of a trained deep neural network. However, existing uncertainty estimation approaches rely on low-dimensional distributional assumptions and thus suffer from the high dimensionality of latent features. Existing approaches tend to focus on uncertainty on discrete classification probabilities, which leads to poor generalizability to uncertainty estimation for other tasks. Moreover, most of the literature requires seeing the out-of-distribution (OOD) data in the training for better estimation of uncertainty, which limits the uncertainty estimation performance in practice because the OOD data are typically unseen. To overcome these limitations, we propose a new framework using data-adaptive high-dimensional hypothesis testing for uncertainty estimation, which leverages the statistical properties of the feature representations. Our method directly operates on latent representations and thus does not require retraining the feature encoder under a modified objective. The test statistic relaxes the feature distribution assumptions to high dimensionality, and it is more discriminative to uncertainties in the latent representations. We demonstrate that encoding features with Bayesian neural networks can enhance testing performance and lead to more accurate uncertainty estimation. We further introduce a family-wise testing procedure to determine the optimal threshold of OOD detection, which minimizes the false discovery rate (FDR). Extensive experiments validate the satisfactory performance of our framework on uncertainty estimation and task-specific prediction over a variety of competitors. The experiments on the OOD detection task also show satisfactory performance of our method when the OOD data are unseen in the training. Codes are available at https://github.com/HKU-MedAI/bnn_uncertainty.