Estimate Neural Network Uncertainty with Monte Carlo Dropout
A neural network can produce a confident-looking prediction even when the input is unlike the data it learned from. A single output such as 0.93 tells you what one forward pass predicts; by itself, it does not tell you how sensitive that prediction is to uncertainty in the learned model. Monte Carlo dropout is a practical way to obtain an additional uncertainty signal from some neural networks that were trained with dropout. Instead of disabling dropout at inference time, you keep it active, run the same input through the network multiple times, and inspect how much the predictions vary.