PAC Confidence Sets for Deep Neural Networks via Calibrated Prediction

We propose an algorithm combining calibrated prediction and generalization bounds from learning theory to construct confidence sets for deep neural networks with PAC guarantees---i.e., the confidence set for a given input contains the true label with high probability. We demonstrate how our approach can be used to construct PAC confidence sets on ResNet for ImageNet, and on a dynamics model the half-cheetah reinforcement learning problem.