High-Quality Prediction Intervals for Deep Learning
Code accompanying the ICML 2018 paper High-Quality Prediction Intervals for Deep Learning: A Distribution-Free, Ensembled Approach https://arxiv.org/abs/1802.07167.
How can we get uncertainty estimates from deep learning systems?
Estimating model uncertainty.
Comparison against MVE.
Jupyter Notebook Keras Demo
A simple fast demo using Keras is included in QD_AsFastAsPoss_notebook.ipynb.
Main paper code in 5 files:
Run main.py to reproduce first figure.
We have included hyperparameters used for the boston and concrete datasets in inputs.txt.