Sebastian Bieringer, Gregor Kasieczka, Maximilian F. Steffen et al.
Uncertainty estimation is a key issue when considering the application of deep neural network methods in science and engineering. In this work, we introduce a novel algorithm that quantifies epistemic uncertainty via Monte Carlo sampling from a tempered posterior distribution. It combines the well established Metropolis Adjusted Langevin Algorithm (MALA) with momentum-based optimization using Adam and leverages a prolate proposal distribution, to efficiently draw from the posterior. We prove that the constructed chain admits the Gibbs posterior as invariant distribution and approximates this posterior in total variation distance. Furthermore, we demonstrate the efficiency of the resulting algorithm and the merit of the proposed changes on a state-of-the-art classifier from high-energy particle physics.
Recognizing symmetries in data allows for significant boosts in neural network training, which is especially important where training data are limited. In many cases, however, the exact underlying symmetry is present only in an idealized dataset, and is broken in actual data, due to asymmetries in the detector, or varying response resolution as a function of particle momentum. Standard approaches, such as data augmentation or equivariant networks fail to represent the nature of the full, broken symmetry, effectively overconstraining the response of the neural network. We propose a learning model which balances the generality and asymptotic performance of unconstrained networks with the rapid learning of constrained networks. This is achieved through a dual-subnet structure, where one network is constrained by the symmetry and the other is not, along with a learned symmetry factor. In a simplified toy example that demonstrates violation of Lorentz invariance, our model learns as rapidly as symmetry-constrained networks but escapes its performance limitations.