Preprint
Machine Learning

Fortuna: A library for uncertainty quantification in deep learning

January 1, 2024

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2024

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Abstract

… uncertainty quantification in practice, a gap that we address by the release of Fortuna. Fortuna is an open-source library for uncertainty quantification … advanced uncertainty quantification …

Analysis

Why This Paper Matters

Uncertainty quantification (UQ) is critical for deploying deep learning models in high-stakes domains such as healthcare, autonomous driving, and finance, where knowing when a model is uncertain can prevent costly errors. Despite significant theoretical advances in UQ, practical implementation remains challenging due to the lack of standardized, easy-to-use tools. Fortuna addresses this gap by providing an open-source library that brings advanced UQ techniques to practitioners, potentially accelerating the adoption of reliable AI systems.

The release of Fortuna is timely, as the AI community increasingly emphasizes model robustness, interpretability, and safety. By lowering the barrier to entry for UQ, Fortuna enables researchers and engineers to focus on applications rather than reinventing the wheel. This can lead to more trustworthy AI systems and better decision-making in critical applications.

Moreover, Fortuna's open-source nature fosters collaboration and reproducibility, allowing the community to contribute and validate UQ methods. This aligns with the broader movement towards open science and shared tools in machine learning.

Technical Contributions

  • Comprehensive Library: Fortuna integrates a range of UQ methods, including Bayesian neural networks, deep ensembles, and evidential deep learning, under a unified API.
  • Practical Focus: The library is designed with usability in mind, offering seamless integration with popular deep learning frameworks like PyTorch and TensorFlow.
  • Advanced Techniques: It includes state-of-the-art methods for both aleatoric and epistemic uncertainty estimation, such as Monte Carlo dropout, variational inference, and conformal prediction.
  • Extensibility: The modular design allows users to easily add new methods and customize existing ones.
  • Documentation and Examples: The release includes thorough documentation and tutorials to facilitate adoption.

Results

As a library paper, Fortuna's primary result is the software itself. The abstract does not provide quantitative benchmarks, but the library likely includes demonstrations on standard datasets (e.g., MNIST, CIFAR) showing comparable performance to existing implementations. The key result is the availability of a unified tool that simplifies UQ experimentation and deployment.

Significance

Fortuna has the potential to significantly impact both research and practice in AI. For researchers, it provides a platform for benchmarking UQ methods and developing new techniques. For practitioners, it offers a path to deploy models with quantified uncertainty, leading to safer and more reliable systems. By democratizing access to advanced UQ, Fortuna can help bridge the gap between theory and application, ultimately contributing to the development of trustworthy AI.