Neural Ensemble Search for Uncertainty Estimation and Dataset Shift
@inproceedings{Zaidi2021NeuralES, title={Neural Ensemble Search for Uncertainty Estimation and Dataset Shift}, author={Sheheryar Zaidi and Arber Zela and Thomas Elsken and Chris C. Holmes and Frank Hutter and Yee Whye Teh}, booktitle={NeurIPS}, year={2021} }
Ensembles of neural networks achieve superior performance compared to standalone networks in terms of accuracy, uncertainty calibration and robustness to dataset shift. Deep ensembles, a state-of-the-art method for uncertainty estimation, only ensemble random initializations of a fixed architecture. Instead, we propose two methods for automatically constructing ensembles with varying architectures, which implicitly trade-off individual architectures’ strengths against the ensemble’s diversity…
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