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On Feature Collapse and Deep Kernel Learning for Single Forward Pass Uncertainty
Joost van Amersfoort · Lewis Smith · Andrew Jesson · Oscar Key · Yarin Gal
Event URL: https://openreview.net/forum?id=VucvDPwFlM6 »

Inducing point Gaussian process approximations are often considered a gold standard in uncertainty estimation since they retain many of the properties of the exact GP and scale to large datasets. A major drawback is that they have difficulty scaling to high dimensional inputs. Deep Kernel Learning (DKL) promises a solution: a deep feature extractor transforms the inputs over which an inducing point Gaussian process is defined. However, DKL has been shown to provide unreliable uncertainty estimates in practice. We study why, and show that with no constraints, the DKL objective pushes ``far-away'' data points to be mapped to the same features as those of training-set points. With this insight we propose to constrain DKL's feature extractor to approximately preserve distances through a bi-Lipschitz constraint, resulting in a feature space favorable to DKL. We obtain a model, DUE, which demonstrates uncertainty quality outperforming previous DKL and other single forward pass uncertainty methods, while maintaining the speed and accuracy of standard neural networks.

Author Information

Joost van Amersfoort (University of Oxford)
Lewis Smith (University of Oxford)

Lewis Smith is a DPhil student supervised by Yarin Gal. His main interests are in the reliability and robustness of machine learning algorithms, Bayesian methods, and the utilisation of structure (such as invariances in the data). He is also a member of the [AIMS CDT](www.aims.robots.ox.ac.uk). Before joining OATML, he recieved his masters degree in physics from the University of Manchester.

Andrew Jesson (University of Oxford)
Oscar Key (University College London)
Yarin Gal (University of Oxford)
Yarin Gal

Yarin leads the Oxford Applied and Theoretical Machine Learning (OATML) group. He is an Associate Professor of Machine Learning at the Computer Science department, University of Oxford. He is also the Tutorial Fellow in Computer Science at Christ Church, Oxford, and a Turing Fellow at the Alan Turing Institute, the UK’s national institute for data science and artificial intelligence. Prior to his move to Oxford he was a Research Fellow in Computer Science at St Catharine’s College at the University of Cambridge. He obtained his PhD from the Cambridge machine learning group, working with Prof Zoubin Ghahramani and funded by the Google Europe Doctoral Fellowship. He made substantial contributions to early work in modern Bayesian deep learning—quantifying uncertainty in deep learning—and developed ML/AI tools that can inform their users when the tools are “guessing at random”. These tools have been deployed widely in industry and academia, with the tools used in medical applications, robotics, computer vision, astronomy, in the sciences, and by NASA. Beyond his academic work, Yarin works with industry on deploying robust ML tools safely and responsibly. He co-chairs the NASA FDL AI committee, and is an advisor with Canadian medical imaging company Imagia, Japanese robotics company Preferred Networks, as well as numerous startups.

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