In the field of Operations Research, predictive models often face out-of-distribution scenarios where data distribution differs from training data. Neural networks (NNs) excel in image classification but struggle with overconfident predictions on OOD data. Reliable uncertainty quantification is crucial for NN deployment. Deep ensembles, composed of multiple NNs, provide strong accuracy and uncertainty estimation but are computationally demanding. Efficient NN ensembles like snapshot, batch, and MIMO have emerged as promising alternatives. A case study on industrial parts classification highlights the batch ensemble's cost-effectiveness and competitive performance compared to deep ensembles.
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arxiv.org
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