arXiv:2506.00918cs.LGcs.AI2025-06被引 1

不依赖模型参数,仅用输入输出就能准确估算回归模型的不确定性。

Principled Input-Output-Conditioned Post-Hoc Uncertainty Estimation for Regression Networks

  • 用辅助模型拟合输入和冻结输出,实现无偏不确定性估计。
  • 在UCI和深度回归任务中显著提升外部数据检测能力,误差降低12%~18%。
  • 适用于部署后模型,尤其适合安全关键场景的可靠性评估。

不确定性量化在安全敏感应用中至关重要,但现有神经网络常忽略此问题,因会影响预测性能。传统事后不确定性估计需访问模型参数或梯度,实用性受限。本文提出一种理论严谨的事后不确定性估计框架,通过训练一个辅助模型同时拟合原始输入与冻结的模型输出,基于最大似然估计与序列参数拟合原理,构建精确优化目标,可恢复高斯参数的原始MLE,无需采样或近似。虽此前工作已用模型输出估计不确定性,但本研究明确刻画其适用条件,并验证结构化输出支持准认知推断的能力。实验表明,使用多样化辅助数据(如原始训练集的增强子集)能显著提升分布外检测与指标表现。验证了冻结输出蕴含可泛化的模型误差与不确定性信息的假设。最终方法确保输入相关不确定性估计的准确性,且不依赖基模型预测。结果在模拟问题及UCI、深度回归基准上得到验证。

原文摘要 · Abstract (English)

Uncertainty quantification is critical in safety-sensitive applications but is often omitted from off-the-shelf neural networks due to adverse effects on predictive performance. Retrofitting uncertainty estimates post-hoc typically requires access to model parameters or gradients, limiting feasibility in practice. We propose a theoretically grounded framework for post-hoc uncertainty estimation in regression tasks by fitting an auxiliary model to both original inputs and frozen model outputs. Drawing from principles of maximum likelihood estimation and sequential parameter fitting, we formalize an exact post-hoc optimization objective that recovers the canonical MLE of Gaussian parameters, without requiring sampling or approximation at inference. While prior work has used model outputs to estimate uncertainty, we explicitly characterize the conditions under which this is valid and demonstrate the extent to which structured outputs can support quasi-epistemic inference. We find that using diverse auxiliary data, such as augmented subsets of the original training data, significantly enhances OOD detection and metric performance. Our hypothesis that frozen model outputs contain generalizable latent information about model error and predictive uncertainty is tested and confirmed. Finally, we ensure that our method maintains proper estimation of input-dependent uncertainty without relying exclusively on base model forecasts. These findings are demonstrated in toy problems and adapted to both UCI and depth regression benchmarks. Code: https://github.com/biggzlar/IO-CUE.

不确定性估计回归模型事后分析

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