porterjenkins / deep_uncertainty

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Derive equations/techniques for a mixture of Double Poissons #15

Closed spencermyoung513 closed 4 months ago

spencermyoung513 commented 5 months ago

One method we want to experiment with in our paper is training an ensemble of neural networks with the Double Poisson NLL loss and combining their outputs with some mixture model (this paper presents a technique for doing this with an ensemble of networks trained with Gaussian NLL). We need:

spencermyoung513 commented 4 months ago

Notebook with interesting mixture results / implementation here: https://github.com/porterjenkins/deep_uncertainty/blob/exp/mixture-of-dpo/deep_uncertainty/notebooks/double_poisson_mixture.ipynb