# Meta-learning to Calibrate Gaussian Processes with Deep Kernels for Regression Uncertainty Estimation

arXiv: https://arxiv.org/abs/2312.07952 · HTML: https://mlsanity.com/paper/2312.07952/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 44 of its 76 references that are in the map.
- First posted on arXiv 13 Dec 2023.

## Builds on (most cited first, 30 of 44)

- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [On Calibration of Modern Neural Networks](https://mlsanity.com/paper/1706.04599/) (2017)
- [Model-Agnostic Meta-Learning for Fast Adaptation of Deep Networks](https://mlsanity.com/paper/1703.03400/) (2017)
- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles](https://mlsanity.com/paper/1612.01474/) (2016)
- [Prototypical Networks for Few-shot Learning](https://mlsanity.com/paper/1703.05175/) (2017)
- [A Comprehensive Survey on Graph Neural Networks](https://mlsanity.com/paper/1901.00596/) (2019)
- [Matching Networks for One Shot Learning](https://mlsanity.com/paper/1606.04080/) (2016)
- [Deep Bayesian Active Learning with Image Data](https://mlsanity.com/paper/1703.02910/) (2017)
- [A Review of Uncertainty Quantification in Deep Learning: Techniques, Applications and Challenges](https://mlsanity.com/paper/2011.06225/) (2020)
- [Deep Reinforcement Learning in a Handful of Trials using Probabilistic Dynamics Models](https://mlsanity.com/paper/1805.12114/) (2018)
- [MOPO: Model-based Offline Policy Optimization](https://mlsanity.com/paper/2005.13239/) (2020)
- [A Simple Baseline for Bayesian Uncertainty in Deep Learning](https://mlsanity.com/paper/1902.02476/) (2019)
- [Deep Kernel Learning](https://mlsanity.com/paper/1511.02222/) (2015)
- [Conditional Neural Processes](https://mlsanity.com/paper/1807.01613/) (2018)
- [Accurate Uncertainties for Deep Learning Using Calibrated Regression](https://mlsanity.com/paper/1807.00263/) (2018)
- [Meta-learning with differentiable closed-form solvers](https://mlsanity.com/paper/1805.08136/) (2018)
- [Neural Processes](https://mlsanity.com/paper/1807.01622/) (2018)
- [Probabilistic Backpropagation for Scalable Learning of Bayesian Neural Networks](https://mlsanity.com/paper/1502.05336/) (2015)
- [Attentive Neural Processes](https://mlsanity.com/paper/1901.05761/) (2019)
- [Transformer Neural Processes: Uncertainty-Aware Meta Learning Via Sequence Modeling](https://mlsanity.com/paper/2207.04179/) (2022)
- [High-Quality Prediction Intervals for Deep Learning: A Distribution-Free, Ensembled Approach](https://mlsanity.com/paper/1802.07167/) (2018)
- [Distribution Calibration for Regression](https://mlsanity.com/paper/1905.06023/) (2019)
- [Beyond Pinball Loss: Quantile Methods for Calibrated Uncertainty Quantification](https://mlsanity.com/paper/2011.09588/) (2020)
- [Reliable training and estimation of variance networks](https://mlsanity.com/paper/1906.03260/) (2019)
- [Uncertainty Quantification with Statistical Guarantees in End-to-End Autonomous Driving Control](https://mlsanity.com/paper/1909.09884/) (2019)
- [Uncertainty Toolbox: an Open-Source Library for Assessing, Visualizing, and Improving Uncertainty Quantification](https://mlsanity.com/paper/2109.10254/) (2021)
- [Individual Calibration with Randomized Forecasting](https://mlsanity.com/paper/2006.10288/) (2020)
- [Meta-Learning Priors for Efficient Online Bayesian Regression](https://mlsanity.com/paper/1807.08912/) (2018)
- [Safe Exploration of State and Action Spaces in Reinforcement Learning](https://mlsanity.com/paper/1402.0560/) (2014)

## Abstract (arXiv)

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for improving regression uncertainty estimation performance with a limited number of training data. The proposed method meta-learns how to calibrate uncertainty using data from various tasks by minimizing the test expected calibration error, and uses the knowledge for unseen tasks. We design our model such that the adaptation and calibration for each task can be performed without iterative procedures, which enables effective meta-learning. In particular, a task-specific uncalibrated output distribution is modeled by a GP with a task-shared encoder network, and it is transformed to a calibrated one using a cumulative density function of a task-specific Gaussian mixture model (GMM). By integrating the GP and GMM into our neural network-based model, we can meta-learn model parameters in an end-to-end fashion. Our experiments demonstrate that the proposed method improves uncertainty estimation performance while keeping high regression performance compared with the existing methods using real-world datasets in few-shot settings.