We present a comparison of methods for uncertainty quantification (UQ) in deep learning algorithms in the context of a simple physical system. Three of the most common uncertainty quantification methods - Bayesian Neural Networks (BNN), Concrete Dropout (CD), and Deep Ensembles (DE) - are compared to the standard analytic error propagation. We discuss this comparison in terms endemic to both machine learning ("epistemic" and "aleatoric") and the physical sciences ("statistical" and "systematic"). The comparisons are presented in terms of simulated experimental measurements of a single pendulum - a prototypical physical system for studying measurement and analysis techniques. Our results highlight some pitfalls that may occur when using these UQ methods. For example, when the variation of noise in the training set is small, all methods predicted the same relative uncertainty independently of the inputs. This issue is particularly hard to avoid in BNN. On the other hand, when the test set contains samples far from the training distribution, we found that no methods sufficiently increased the uncertainties associated to their predictions. This problem was particularly clear for CD. In light of these results, we make some recommendations for usage and interpretation of UQ methods.

本文研究比较了在一个物理系统的背景下，深度学习算法的不确定性量化方法，包括贝叶斯神经网络，Concrete Dropout和Deep Ensembles，并探讨了它们的优缺点，结果为使用和解释不确定性量化方法提出了一些建议。

深度不确定性: 比较深度学习算法中的不确定性量化方法