Part of Advances in Neural Information Processing Systems 35 (NeurIPS 2022) Main Conference Track
Ian Osband, Zheng Wen, Seyed Mohammad Asghari, Vikranth Dwaracherla, Xiuyuan Lu, MORTEZA IBRAHIMI, Dieterich Lawson, Botao Hao, Brendan O'Donoghue, Benjamin Van Roy
Predictive distributions quantify uncertainties ignored by point estimates. This paper introduces The Neural Testbed: an open source benchmark for controlled and principled evaluation of agents that generate such predictions. Crucially, the testbed assesses agents not only on the quality of their marginal predictions per input, but also on their joint predictions across many inputs. We evaluate a range of agents using a simple neural network data generating process.Our results indicate that some popular Bayesian deep learning agents do not fare well with joint predictions, even when they can produce accurate marginal predictions. We also show that the quality of joint predictions drives performance in downstream decision tasks. We find these results are robust across choice a wide range of generative models, and highlight the practical importance of joint predictions to the community.