Andrey Malinin: Assessment of Uncertainty Quality

Data Fest Online 2020 Uncertainty Estimation in ML track Speaker: Andrey Malinin, Yandex HSE In this video we discuss how to assess the quality of uncertainty estimates. We discuss comparing models according to testset negative loglikelihood as well as assessing error and anomaly detection via area under a precisionrecall curve and ROC curve. Register and get access to the tracks: Join the community: