# Compact set-valued deep ensembling in multi-class classification

arXiv: https://arxiv.org/abs/2610.05332 · HTML: https://mlsanity.com/paper/2610.05332/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 1 of its 27 references that are in the map.
- First posted on arXiv 4 Oct 2026.

## Builds on (most cited first, 1 of 1)

- [Learning Credal Ensembles via Distributionally Robust Optimization](https://mlsanity.com/paper/2602.08470/) (2026)

## Abstract (arXiv)

This paper tackles visible challenges in deep ensemble learning, where deep neural networks serve as ensemble members: training and storage burdens, and robustness of cautious (set-valued) predictions targeting multiple utilities, which may involve reward-sensitivity. To mitigate the training and storage burdens, we propose to employ compact ensembles, such as Bayesian Neural Networks and Convolutional Neural Networks with the Monte-Carlo dropout prediction option, to produce probabilistic predictions. For each query instance, these probabilistic predictions are then used to define a representative distribution optimizing some statistical distance. The representative distribution is then employed to define the Bayes-optimal prediction (BOP) of any utility. To address the potential unrobustness of singleton prediction making, we propose a family of set-utilities satisfying some desirable properties and whose set-valued BOPs can be found efficiently. Empirical evidence is then given to illustrate the potential (dis)advantages of the proposed ensemble learning framework.
