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IntelLabs / bayesian-torch

A library for Bayesian neural network layers and uncertainty estimation in Deep Learning extending the core of PyTorch

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Regression tasks: Epistemic and Aleatoric Uncertainty Estimation

feracero opened this issue · comments

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Hello, I am trying to use this repository for regression tasks (I can see the examples seem to focus on classification tasks).

I would like to do estimate epistemic and aleatoric uncertainty for my bayesian neural network as described in 3.1 here https://arxiv.org/pdf/2204.09308.pdf

Could you please provide some guidance on how to obtain the mean and variance used by the final layer to generate the output samples? In this way one could estimate epistemic uncertainty for regression tasks.

Thank you!