Real-time uncertainty estimation for deep learning

Abstract: Modern deep neural networks do not produce well calibrated estimates of their own uncertainty, unless specific uncertainty estimation techniques are applied. Common uncertainty estimation techniques such as Deep Ensembles and Monte Carlo Dropout necessitate multiple forward pass evaluations for each input sample, making them too slow for real-time use. For real-time use, techniques which require only a single-forward pass are desired. Evidential Deep Learning (EDL), and Multiple-Input Multiple-Output (MIMO) networks are prior art in the space of real-time uncertainty estimation. This work introduces EDL-MIMO, a novel real-time uncertainty estimation method which combines the two. The core of this thesis is dedicated to comparing the quality of this new method to the pre-existing baselines of EDL and MIMO alone.