Uncertainty estimation is crucial for understanding the reliability of deep learning (DL) predictions, and critical for deploying DL in the clinic. Differences between training and production datasets can lead to incorrect predictions with underestimated uncertainty. To investigate this pitfall, we benchmarked one pointwise and three approximate Bayesian DL models for predicting cancer of unknown primary, using three RNA-seq datasets with 10,968 samples across 57 cancer types. Our results highlight that simple and scalable Bayesian DL significantly improves the generalisation of uncertainty estimation. Moreover, we designed a prototypical metric-the area between development and production curve (ADP), which evaluates the accuracy loss when deploying models from development to production. Using ADP, we demonstrate that Bayesian DL improves accuracy under data distributional shifts when utilising 'uncertainty thresholding'. In summary, Bayesian DL is a promising approach for generalising uncertainty, improving performance, transparency, and safety of DL models for deployment in the real world.
© 2023. The Author(s).