# Evaluating Prediction Uncertainty Estimates from BatchEnsemble

arXiv: https://arxiv.org/abs/2601.21581 · HTML: https://mlsanity.com/paper/2601.21581/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 12 of its 25 references that are in the map.
- First posted on arXiv 29 Jan 2026.

## Builds on (most cited first, 12 of 12)

- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation](https://mlsanity.com/paper/1406.1078/) (2014)
- [Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles](https://mlsanity.com/paper/1612.01474/) (2016)
- [Can You Trust Your Model's Uncertainty? Evaluating Predictive Uncertainty Under Dataset Shift](https://mlsanity.com/paper/1906.02530/) (2019)
- [Selective Classification for Deep Neural Networks](https://mlsanity.com/paper/1705.08500/) (2017)
- [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)
- [Evaluating Scalable Bayesian Deep Learning Methods for Robust Computer Vision](https://mlsanity.com/paper/1906.01620/) (2019)
- [TabM: Advancing Tabular Deep Learning with Parameter-Efficient Ensembling](https://mlsanity.com/paper/2410.24210/) (2024)
- [Provable Benefit of Orthogonal Initialization in Optimizing Deep Linear Networks](https://mlsanity.com/paper/2001.05992/) (2020)
- [Bayesian Recurrent Neural Networks](https://mlsanity.com/paper/1704.02798/) (2017)
- [Is BatchEnsemble a Single Model? On Calibration and Diversity of Efficient Ensembles](https://mlsanity.com/paper/2601.16936/) (2026)

## Abstract (arXiv)

Deep learning models struggle with uncertainty estimation. Many approaches are either computationally infeasible or underestimate uncertainty. We investigate textitBatchEnsemble as a general and scalable method for uncertainty estimation across both tabular and time series tasks. To extend BatchEnsemble to sequential modeling, we introduce GRUBE, a novel BatchEnsemble GRU cell. We compare the BatchEnsemble to Monte Carlo dropout and deep ensemble models. Our results show that BatchEnsemble matches the uncertainty estimation performance of deep ensembles, and clearly outperforms Monte Carlo dropout. GRUBE achieves similar or better performance in both prediction and uncertainty estimation. These findings show that BatchEnsemble and GRUBE achieve similar performance with fewer parameters and reduced training and inference time compared to traditional ensembles.