Work

Epistemic Uncertainty and Observation Noise with the Neural Tangent Kernel

Year: 2024
Type: preprint
Abstract: Recent work has shown that training wide neural networks with gradient descent is formally equivalent to computing the mean of the posterior distribution in a Gaussian Process (GP) with the Neural Tangent Kernel (NTK) as the prior covariance and zero aleatoric noise \parencite{jacot2018neural}. In this paper, we extend this framework in two ways. First, we show how to deal with non-zero aleatoric noise. Second, we derive an estimator for the posterior covariance, giving us a handle on epistemic uncertainty. Our proposed approach integrates seamlessly with standard training pipelines, as it involves training a small number of additional predictors using gradient descent on a mean squared error loss. We demonstrate the proof-of-concept of our method through empirical evaluation on synthetic regression.
Institution: Spotify (Sweden)
Language: English
Open Access status: green
OpenAlex ID: W4403590075
Cites: 5
Cited by: 3
Related to: 10