
Figure 6. SWAG posterior approximation and the loss surface for a ResNet-20 without skip-connections trained on CIFAR-10 in the subspace formed by the two largest eigenvalues of the SWAG covariance matrix. The shape of SWAG distribution is aligned with the posterior: the peaks of the two distributions coincide, and both distributions are wider in one direction than in the orthogonal direction. Visualization created in collaboration with Javier Ideami.
Empirically, SWAG performs on par or better than popular alternatives including MC dropout, KFAC Laplace, and temperature scaling on uncertainty quantification, out-of-distribution detection, calibration and transfer learning in computer vision tasks. Code for SWAG is available here. 


