Home

Awesome

High-Quality Prediction Intervals for Deep Learning

Code accompanying the ICML 2018 paper High-Quality Prediction Intervals for Deep Learning: A Distribution-Free, Ensembled Approach https://arxiv.org/abs/1802.07167.

Intro

How can we get uncertainty estimates from deep learning systems?

<sub> Estimating model uncertainty. </sub>

<img width="500" src="images/intro_model_unc.png">

<sub> Comparison against MVE.</sub>

<img width="500" src="images/intro_4_grid.png">

Jupyter Notebook Keras Demo

A simple fast demo using Keras is included in QD_AsFastAsPoss_notebook.ipynb.

Code Structure

Main paper code in 5 files:

Run main.py to reproduce first figure.

We have included hyperparameters used for the boston and concrete datasets in inputs.txt.