Leveraging the Bhattacharyya coefficient for uncertainty quantification in deep neural networks

Modern deep learning models achieve state-of-the-art results for many tasks in computer vision, such as image classification and segmentation. However, its adoption into high-risk applications, e.g. automated medical diagnosis systems, happens at a slow pace. One of the main reasons for this is that regular neural networks do not capture uncertainty. To assess uncertainty in classification, several techniques have been proposed casting neural network approaches in a Bayesian setting. Amongst these techniques, Monte Carlo dropout is by far the most popular. This particular technique estimates the moments of the output distribution through sampling with different dropout masks. The output uncertainty of a neural network is then approximated as the sample variance. In this paper, we highlight the limitations of such a variance-based uncertainty metric and propose an novel approach. Our approach is based on the overlap between output distributions of different classes. We show that our technique leads to a better approximation of the inter-class output confusion. We illustrate the advantages of our method using benchmark datasets. In addition, we apply our metric to skin lesion classification—a real-world use case—and show that this yields promising results.