Normalizing flow based uncertainty estimation for deep regression analysis

Uncertainty estimation is a critical component of building safe and reliable machine learning models. Accurate estimation of uncertainties is essential for identifying and mitigating potential risks and ensuring that machine learning systems operate reliably in real-world scenarios. Various approaches, such as ensemble and Bayesian neural networks have been developed by sampling probability predictions from submodels, which is computatinally expensive. At present, these techniques are incapable of precisely delineating the boundary separating in-distribution (ID) and out-of-distribution (OOD) data. To fill up this research gap, this paper presents a normalizing flow based framework to directly predict parameters of prior distributions over the probability with a neural network, the proposed model is able to effectively differentiate between ID and OOD data in regression problems. The posterior distributions learned by the model precisely represent uncertainties for OOD data based solely on ID data, without the need for OOD data during training. This approach has shown promising results in a number of applications, including image depth estimation and image adversarial attacks.