Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userQuantifying Uncertainty in Discrete-Continuous and Skewed Data with Bayesian Deep Learning
69
0
0.0
(
0
)
Added by
Thomas Vandal
Publication date
2018
fields
Informatics Engineering
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
Deep Learning (DL) methods have been transforming computer vision with innovative adaptations to other domains including climate change. For DL to pervade Science and Engineering (S&E) applications where risk management is a core component, well-characterized uncertainty estimates must accompany predictions. However, S&E observations and model-simulations often follow heavily skewed distributions and are not well modeled with DL approaches, since they usually optimize a Gaussian, or Euclidean, likelihood loss. Recent developments in Bayesian Deep Learning (BDL), which attempts to capture uncertainties from noisy observations, aleatoric, and from unknown model parameters, epistemic, provide us a foundation. Here we present a discrete-continuous BDL model with Gaussian and lognormal likelihoods for uncertainty quantification (UQ). We demonstrate the approach by developing UQ estimates on `DeepSD, a super-resolution based DL model for Statistical Downscaling (SD) in climate applied to precipitation, which follows an extremely skewed distribution. We find that the discrete-continuous models outperform a basic Gaussian distribution in terms of predictive accuracy and uncertainty calibration. Furthermore, we find that the lognormal distribution, which can handle skewed distributions, produces quality uncertainty estimates at the extremes. Such results may be important across S&E, as well as other domains such as finance and economics, where extremes are often of significant interest. Furthermore, to our knowledge, this is the first UQ model in SD where both aleatoric and epistemic uncertainties are characterized.
rate research
Read More
Reinforcement learning agents are faced with two types of uncertainty. Epistemic uncertainty stems from limited data and is useful for exploration, whereas aleatoric uncertainty arises from stochastic environments and must be accounted for in risk-sensitive applications. We highlight the challenges involved in simultaneously estimating both of them, and propose a framework for disentangling and estimating these uncertainties on learned Q-values. We derive unbiased estimators of these uncertainties and introduce an uncertainty-aware DQN algorithm, which we show exhibits safe learning behavior and outperforms other DQN variants on the MinAtar testbed.
Deep neural networks are increasingly being used for the analysis of medical images. However, most works neglect the uncertainty in the models prediction. We propose an uncertainty-aware deep kernel learning model which permits the estimation of the uncertainty in the prediction by a pipeline of a Convolutional Neural Network and a sparse Gaussian Process. Furthermore, we adapt different pre-training methods to investigate their impacts on the proposed model. We apply our approach to Bone Age Prediction and Lesion Localization. In most cases, the proposed model shows better performance compared to common architectures. More importantly, our model expresses systematically higher confidence in more accurate predictions and less confidence in less accurate ones. Our model can also be used to detect challenging and controversial test samples. Compared to related methods such as Monte-Carlo Dropout, our approach derives the uncertainty information in a purely analytical fashion and is thus computationally more efficient.
Deep learning has achieved impressive performance on many tasks in recent years. However, it has been found that it is still not enough for deep neural networks to provide only point estimates. For high-risk tasks, we need to assess the reliability of the model predictions. This requires us to quantify the uncertainty of model prediction and construct prediction intervals. In this paper, We explore the uncertainty in deep learning to construct the prediction intervals. In general, We comprehensively consider two categories of uncertainties: aleatory uncertainty and epistemic uncertainty. We design a special loss function, which enables us to learn uncertainty without uncertainty label. We only need to supervise the learning of regression task. We learn the aleatory uncertainty implicitly from the loss function. And that epistemic uncertainty is accounted for in ensembled form. Our method correlates the construction of prediction intervals with the uncertainty estimation. Impressive results on some publicly available datasets show that the performance of our method is competitive with other state-of-the-art methods.
The current Air Traffic Management (ATM) system worldwide has reached its limits in terms of predictability, efficiency and cost effectiveness. Different initiatives worldwide propose trajectory-oriented transformations that require high fidelity aircraft trajectory planning and prediction capabilities, supporting the trajectory life cycle at all stages efficiently. Recently proposed data-driven trajectory prediction approaches provide promising results. In this paper we approach the data-driven trajectory prediction problem as an imitation learning task, where we aim to imitate experts shaping the trajectory. Towards this goal we present a comprehensive framework comprising the Generative Adversarial Imitation Learning state of the art method, in a pipeline with trajectory clustering and classification methods. This approach, compared to other approaches, can provide accurate predictions for the whole trajectory (i.e. with a prediction horizon until reaching the destination) both at the pre-tactical (i.e. starting at the departure airport at a specific time instant) and at the tactical (i.e. from any state while flying) stages, compared to state of the art approaches.
Deep neural networks (DNNs) have achieved state-of-the-art performances in many important domains, including medical diagnosis, security, and autonomous driving. In these domains where safety is highly critical, an erroneous decision can result in serious consequences. While a perfect prediction accuracy is not always achievable, recent work on Bayesian deep networks shows that it is possible to know when DNNs are more likely to make mistakes. Knowing what DNNs do not know is desirable to increase the safety of deep learning technology in sensitive applications. Bayesian neural networks attempt to address this challenge. However, traditional approaches are computationally intractable and do not scale well to large, complex neural network architectures. In this paper, we develop a theoretical framework to approximate Bayesian inference for DNNs by imposing a Bernoulli distribution on the model weights. This method, called MC-DropConnect, gives us a tool to represent the model uncertainty with little change in the overall model structure or computational cost. We extensively validate the proposed algorithm on multiple network architectures and datasets for classification and semantic segmentation tasks. We also propose new metrics to quantify the uncertainty estimates. This enables an objective comparison between MC-DropConnect and prior approaches. Our empirical results demonstrate that the proposed framework yields significant improvement in both prediction accuracy and uncertainty estimation quality compared to the state of the art.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
