OATML

While Deep Ensembles are the state-of-the art for uncertainty prediction, standard softmax neural nets suffer from feature collapse and cannot disentangle aleatoric and epistemic uncertainty. We show that a single softmax neural net with minimal changes can beat epistemic uncertainty predictions of Deep Ensembles and other complex single-forward-pass uncertainty approaches (DUQ and SNGP) while also disentangling uncertainties. Our Deep Deterministic Uncertainty (DDU) is based on three insights: i) predictive entropy confounds aleatoric and epistemic uncertainty, and softmax entropy is inconsistent for OoD points; ii) with appropriate inductive biases, i.e. residual connections and spectral normalization, feature-space density reliably captures epistemic uncertainty; and, iii) density estimation and classification objectives might have different optima. Thus, DDU disentangles aleatoric uncertainty using softmax entropy and epistemic uncertainty using a separate feature-space density estimator after training. Without any fine-tuning on OoD data, we show that DDU performs favourably in active learning and OoD detection on several architectures and datasets.