21 Jul, 2023·
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Aidan Scannell
Equal contribution
Riccardo Mereu
Equal contribution
Paul Chang
,
Ella Tamir
,
Joni Pajarinen
,
Arno Solin
· 0 min read

Abstract
Deep neural networks (NNs) are known to lack uncertainty estimates and struggle to incorporate new data. We present a method that mitigates these issues by converting NNs from weight space to function space, via a dual parameterization. Importantly, the dual parameterization enables us to formulate a sparse representation that captures information from the entire data set. This offers a compact and principled way of capturing uncertainty and enables us to incorporate new data without retraining whilst retaining predictive performance. We provide proof-of-concept demonstrations with the proposed approach for quantifying uncertainty in supervised learning on UCI benchmark tasks.
Type
Publication
In ICML 2023 Workshop on Duality Principles for Modern Machine Learning
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