Moment Propagation

This repository contains the source code (as described in the publications below) to transform a given neural network (NN), trained with standard dropout beforehand, into a Bayesian Neural Network (BNN) that is able to approximate MC dropout in a single forward-pass by propagating the first two moments (Expectation E, Variance V) through the network layers. In general we are forwarding the first two moments through a neural network to increase the networks accuracy and to measure the predictive uncertainty with a single forward-pass (single-shot).

Single-Shot MC Dropout Approximation

Source Code for the ICML 2020 Paper on Uncertainty & Robustness in Deep Learning

Paper: Single-Shot MC Dropout Approximation

If you use this code in academic context, please cite the following publication:

@article{brach2020SingleSM,
  title={Single Shot MC Dropout Approximation},
  author={Kai Brach and Beate Sick and Oliver D{\"u}rr},
  journal={ArXiv},
  year={2020},
  volume={abs/2007.03293}
}

Single-shot Bayesian approximation for neural networks

Source Code for the Moment-Propagation paper.

Paper: Single-shot Bayesian approximation for neural networks

If you use this code in academic context, please cite the following publication:

@misc{brach2023singleshot,
      title={Single-shot Bayesian approximation for neural networks}, 
      author={Kai Brach and Beate Sick and Oliver D{\"u}rr}},
      year={2023},
      eprint={2308.12785},
      archivePrefix={arXiv},
      primaryClass={cs.LG}
}

Important Prerequisites

I worked with Conda for creating the virtual environment and used PIP as package manager. Here are some useful links if you not familar with them:

Install Miniconda
environment.yml contains all modules you need

GPU Support for TensorFlow 2.3.1

Download and Install Cuda Tolkit 10.1
Download Download cuDNN v7.6.5 (November 5th, 2019), for CUDA 10.1 and copy the files in the zip file to C:\Program Files\NVIDIA GPU Computing Toolkit\CUDA\v10.1

Note: I did not update to TensorFlow 2.4.x because I ran into trouble with my GPU because TensorFlow >=2.4.0 needs CUDA 11. Nevertheless, feel free to update to TensorFlow 2.4.x, the source code should work with this version also. Here you hand find some information about TensorFlow and GPU support

Work with Conda Environment

Activate an existing conda environment:
```
 conda activate <envname>
```

Export an existing conda environment (no build numbers):

 conda env export --no-builds -f <envname>.yml

Remove prefix line:

 conda env export --no-builds | findstr /b /V "prefix" > <envname>.yml (Windows)
 conda env export --no-builds | grep -v "prefix" > <envname>.yml (Linux)

Create an environment from config file:
```
 conda env create -f <envname>.yml
```
List conda environments
```
 conda env list
```
Remove conda environments
```
 conda env remove -n <envname>
```

Work with Jupyter Notebooks

Activate an existing conda environment:
```
 conda activate <envname>
```
Adding Jupyter kernels

If you want to use different virtual environments for jupyter kernels you have to execute the following in every conda environment. Later you can see that there are different kernels in your Jupyter notebook you can choose.
```
 pip install ipykernel (if not already done)
 python -m ipykernel install --user --name=<kernelname>
```
Start Jupyter Notebook Server
```
 jupyter notebook
```
Kernel Errors

If you found an Kernel error (Clicking on that red button gives more details about the error)

ImportError: DLL load failed while importing win32api: The specified module could not be found.

You must run the comand prompt with administrator privilegs and execute the following
```
python [environment path]\Scripts\pywin32_postinstall.py -install
```
List Jupyter kernels
```
jupyter kernelspec list
```
Remove Jupyter kernels
```
jupyter kernelspec remove <kernelname>
```
Jupyter extensions

There are a lot of configurable nbextensions that could be very useful

Jupytext (creates py file from notebook, good for debugging)
Scratchpad (Ctrl-B)
Snippets
Table of Contents
....

The extensions can be enabled via nbextensions_configurator (Nbextensions tab in the main window when starting jupyter) or via commandline for example:

    jupyter nbextension enable --py widgetsnbextension

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