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Computer Science > Machine Learning

Title: Accelerating Ensemble Error Bar Prediction with Single Models Fits

Abstract: Ensemble models can be used to estimate prediction uncertainties in machine learning models. However, an ensemble of N models is approximately N times more computationally demanding compared to a single model when it is used for inference. In this work, we explore fitting a single model to predicted ensemble error bar data, which allows us to estimate uncertainties without the need for a full ensemble. Our approach is based on three models: Model A for predictive accuracy, Model $A_{E}$ for traditional ensemble-based error bar prediction, and Model B, fit to data from Model $A_{E}$, to be used for predicting the values of $A_{E}$ but with only one model evaluation. Model B leverages synthetic data augmentation to estimate error bars efficiently. This approach offers a highly flexible method of uncertainty quantification that can approximate that of ensemble methods but only requires a single extra model evaluation over Model A during inference. We assess this approach on a set of problems in materials science.
Comments: 14 pages, 4 figures, 1 table
Subjects: Machine Learning (cs.LG); Materials Science (cond-mat.mtrl-sci)
Cite as: arXiv:2404.09896 [cs.LG]
  (or arXiv:2404.09896v1 [cs.LG] for this version)

Submission history

From: Vidit Agrawal [view email]
[v1] Mon, 15 Apr 2024 16:10:27 GMT (643kb)

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