Uncertainty Estimates

This repo contains code to estimate uncertainty in deep learning models. It has basic implementations for:

• Monte Carlo Dropout [Kendall and Gal], [Gal and Ghahramani]
• Model Ensembling [Lakshminarayanan et al. ]

Article: Overview of estimating uncertainty in deep neural networks

Regression

• MC Dropout Regression
• Ensemble Regression

Classification

• MC Dropout Classification
• Ensemble Classification