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Poster
Hyperparameter Ensembles for Robustness and Uncertainty Quantification
Florian Wenzel · Jasper Snoek · Dustin Tran · Rodolphe Jenatton

Thu Dec 10 09:00 AM -- 11:00 AM (PST) @ Poster Session 5 #1618

Ensembles over neural network weights trained from different random initialization, known as deep ensembles, achieve state-of-the-art accuracy and calibration. The recently introduced batch ensembles provide a drop-in replacement that is more parameter efficient. In this paper, we design ensembles not only over weights, but over hyperparameters to improve the state of the art in both settings. For best performance independent of budget, we propose hyper-deep ensembles, a simple procedure that involves a random search over different hyperparameters, themselves stratified across multiple random initializations. Its strong performance highlights the benefit of combining models with both weight and hyperparameter diversity. We further propose a parameter efficient version, hyper-batch ensembles, which builds on the layer structure of batch ensembles and self-tuning networks. The computational and memory costs of our method are notably lower than typical ensembles. On image classification tasks, with MLP, LeNet, ResNet 20 and Wide ResNet 28-10 architectures, we improve upon both deep and batch ensembles.

Author Information

Florian Wenzel (---)
Jasper Snoek (Google Research, Brain team)

Jasper Snoek is a research scientist at Google Brain. His research has touched a variety of topics at the intersection of Bayesian methods and deep learning. He completed his PhD in machine learning at the University of Toronto. He subsequently held postdoctoral fellowships at the University of Toronto, under Geoffrey Hinton and Ruslan Salakhutdinov, and at the Harvard Center for Research on Computation and Society, under Ryan Adams. Jasper co-founded a Bayesian optimization focused startup, Whetlab, which was acquired by Twitter. He has served as an Area Chair for NeurIPS, ICML, AISTATS and ICLR, and organized a variety of workshops at ICML and NeurIPS.

Dustin Tran (Google Brain)
Rodolphe Jenatton (Google Brain)

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