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Uncertainty Estimation with Infinitesimal Jackknife, Its Distribution and Mean-Field Approximation

This repository contains a PyTorch implementation of paper "Uncertainty Estimation with Infinitesimal Jackknife, Its Distribution and Mean-Field Approximation".

Code Structure

  • Utils/ common util functions for hessian computation, uncertainty metrics evaluation, and etc.
  • MNIST/ experiments on MNIST dataset.
  • ImageNet/ experiments on ImageNet dataset.

Prerequisites

The following packages are required to run the scripts: