Confidence Calibration in Deep Neural Networks through Stochastic Inferences
Authors: Seonguk Seo, Paul Hongsuck Seo, Bohyung Han
Keywords: Variance-Weighted Confidence-Integrated loss, Confidence Calibration, Stochastic Regularization, Stochastic Inferences
TL;DR: We propose a framework to learn confidence-calibrated networks by designing a novel loss function that incorporates predictive uncertainty estimated through stochastic inferences.
Abstract: We propose a generic framework to calibrate accuracy and confidence (score) of a prediction through stochastic inferences in deep neural networks. We first analyze relation between variation of multiple model parameters for a single example inference and variance of the corresponding prediction scores by Bayesian modeling of stochastic regularization. Our empirical observation shows that accuracy and score of a prediction are highly correlated with variance of multiple stochastic inferences given by stochastic depth or dropout. Motivated by these facts, we design a novel variance-weighted confidence-integrated loss function that is composed of two cross-entropy loss terms with respect to ground-truth and uniform distribution, which are balanced by variance of stochastic prediction scores. The proposed loss function enables us to learn deep neural networks that predict confidence calibrated scores using a single inference. Our algorithm presents outstanding confidence calibration performance and improves classification accuracy with two popular stochastic regularization techniques---stochastic depth and dropout---in multiple models and datasets; it alleviates overconfidence issue in deep neural networks significantly by training networks to achieve prediction accuracy proportional to confidence of prediction.