Deep neural networks (DNNs) have made a revolution in numerous fields during the last decade. However, in tasks with high safety requirements, such as medical or autonomous driving applications, providing an assessment of the model's reliability can be vital. Uncertainty estimation for DNNs has been addressed using Bayesian methods, providing mathematically founded models for reliability assessment. These model are computationally expensive and generally impractical for many real-time use cases. Recently, non-Bayesian methods were proposed to tackle uncertainty estimation more efficiently. We propose an efficient method for uncertainty estimation in DNNs achieving high accuracy. We simulate the notion of multi-task learning on single-task problems by producing parallel predictions from similar models differing by their loss. This multi-loss approach allows one-phase training for single-task learning with uncertainty estimation. We keep our inference time relatively low by leveraging the advantage proposed by the Deep Sub-Ensembles method. The novelty of this work resides in the proposed accurate variational inference with a simple and convenient training procedure, while remaining competitive in terms of computational time. We conduct experiments on SVHN, CIFAR10, CIFAR100 as well as ImageNet using different architectures. Our results show improved accuracy on the classification task and competitive results on several uncertainty measures.