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The Peril of Popular Deep Learning Uncertainty Estimation Methods

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Version 2 2023-12-14, 12:32
Version 1 2023-11-29, 18:18
conference contribution
posted on 2023-12-14, 12:32 authored by Yehao Liu, Matteo Pagliardini, Tatjana Chavdarova, Sebastian StichSebastian Stich
Uncertainty estimation (UE) techniques -- such as the Gaussian process (GP), Bayesian neural networks (BNN), Monte Carlo dropout (MCDropout) -- aim to improve the interpretability of machine learning models by assigning an estimated uncertainty value to each of their prediction outputs. However, since too high uncertainty estimates can have fatal consequences in practice, this paper analyzes the above techniques. Firstly, we show that GP methods always yield high uncertainty estimates on out of distribution (OOD) data. Secondly, we show on a 2D toy example that both BNNs and MCDropout do not give high uncertainty estimates on OOD samples. Finally, we show empirically that this pitfall of BNNs and MCDropout holds on real world datasets as well. Our insights (i) raise awareness for the more cautious use of currently popular UE methods in Deep Learning, (ii) encourage the development of UE methods that approximate GP-based methods -- instead of BNNs and MCDropout, and (iii) our empirical setups can be used for verifying the OOD performances of any other UE method. The source code is available at


Preferred Citation

Yehao Liu, Matteo Pagliardini, Tatjana Chavdarova and Sebastian Stich. The Peril of Popular Deep Learning Uncertainty Estimation Methods. In: Bayesian Deep Learning Workshop (BDL). 2021.

Primary Research Area

  • Trustworthy Information Processing

Name of Conference

Bayesian Deep Learning Workshop (BDL)

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Open Access Type

  • Green


@inproceedings{cispa_all_3560, title = "The Peril of Popular Deep Learning Uncertainty Estimation Methods", author = "Liu, Yehao and Pagliardini, Matteo and Chavdarova, Tatjana and Stich, Sebastian U.", booktitle="{Bayesian Deep Learning Workshop (BDL)}", year="2021", }

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