No Arabic abstract
A key factor for ensuring safety in Autonomous Vehicles (AVs) is to avoid any abnormal behaviors under undesirable and unpredicted circumstances. As AVs increasingly rely on Deep Neural Networks (DNNs) to perform safety-critical tasks, different methods for uncertainty quantification have recently been proposed to measure the inevitable source of errors in data and models. However, uncertainty quantification in DNNs is still a challenging task. These methods require a higher computational load, a higher memory footprint, and introduce extra latency, which can be prohibitive in safety-critical applications. In this paper, we provide a brief and comparative survey of methods for uncertainty quantification in DNNs along with existing metrics to evaluate uncertainty predictions. We are particularly interested in understanding the advantages and downsides of each method for specific AV tasks and types of uncertainty sources.
We consider the problem of uncertainty estimation in the context of (non-Bayesian) deep neural classification. In this context, all known methods are based on extracting uncertainty signals from a trained network optimized to solve the classification problem at hand. We demonstrate that such techniques tend to introduce biased estimates for instances whose predictions are supposed to be highly confident. We argue that this deficiency is an artifact of the dynamics of training with SGD-like optimizers, and it has some properties similar to overfitting. Based on this observation, we develop an uncertainty estimation algorithm that selectively estimates the uncertainty of highly confident points, using earlier snapshots of the trained model, before their estimates are jittered (and way before they are ready for actual classification). We present extensive experiments indicating that the proposed algorithm provides uncertainty estimates that are consistently better than all known methods.
One major impediment to the wider use of deep learning for clinical decision making is the difficulty of assigning a level of confidence to model predictions. Currently, deep Bayesian neural networks and sparse Gaussian processes are the main two scalable uncertainty estimation methods. However, deep Bayesian neural network suffers from lack of expressiveness, and more expressive models such as deep kernel learning, which is an extension of sparse Gaussian process, captures only the uncertainty from the higher level latent space. Therefore, the deep learning model under it lacks interpretability and ignores uncertainty from the raw data. In this paper, we merge features of the deep Bayesian learning framework with deep kernel learning to leverage the strengths of both methods for more comprehensive uncertainty estimation. Through a series of experiments on predicting the first incidence of heart failure, diabetes and depression applied to large-scale electronic medical records, we demonstrate that our method is better at capturing uncertainty than both Gaussian processes and deep Bayesian neural networks in terms of indicating data insufficiency and distinguishing true positive and false positive predictions, with a comparable generalisation performance. Furthermore, by assessing the accuracy and area under the receiver operating characteristic curve over the predictive probability, we show that our method is less susceptible to making overconfident predictions, especially for the minority class in imbalanced datasets. Finally, we demonstrate how uncertainty information derived by the model can inform risk factor analysis towards model interpretability.
Bayesian neural networks (BNN) and deep ensembles are principled approaches to estimate the predictive uncertainty of a deep learning model. However their practicality in real-time, industrial-scale applications are limited due to their heavy memory and inference cost. This motivates us to study principled approaches to high-quality uncertainty estimation that require only a single deep neural network (DNN). By formalizing the uncertainty quantification as a minimax learning problem, we first identify input distance awareness, i.e., the models ability to quantify the distance of a testing example from the training data in the input space, as a necessary condition for a DNN to achieve high-quality (i.e., minimax optimal) uncertainty estimation. We then propose Spectral-normalized Neural Gaussian Process (SNGP), a simple method that improves the distance-awareness ability of modern DNNs, by adding a weight normalization step during training and replacing the output layer with a Gaussian process. On a suite of vision and language understanding tasks and on modern architectures (Wide-ResNet and BERT), SNGP is competitive with deep ensembles in prediction, calibration and out-of-domain detection, and outperforms the other single-model approaches.
Ensemble learning is a standard approach to building machine learning systems that capture complex phenomena in real-world data. An important aspect of these systems is the complete and valid quantification of model uncertainty. We introduce a Bayesian nonparametric ensemble (BNE) approach that augments an existing ensemble model to account for different sources of model uncertainty. BNE augments a models prediction and distribution functions using Bayesian nonparametric machinery. It has a theoretical guarantee in that it robustly estimates the uncertainty patterns in the data distribution, and can decompose its overall predictive uncertainty into distinct components that are due to different sources of noise and error. We show that our method achieves accurate uncertainty estimates under complex observational noise, and illustrate its real-world utility in terms of uncertainty decomposition and model bias detection for an ensemble in predict air pollution exposures in Eastern Massachusetts, USA.
Uncertainty quantification (UQ) plays a pivotal role in reduction of uncertainties during both optimization and decision making processes. It can be applied to solve a variety of real-world applications in science and engineering. Bayesian approximation and ensemble learning techniques are two most widely-used UQ methods in the literature. In this regard, researchers have proposed different UQ methods and examined their performance in a variety of applications such as computer vision (e.g., self-driving cars and object detection), image processing (e.g., image restoration), medical image analysis (e.g., medical image classification and segmentation), natural language processing (e.g., text classification, social media texts and recidivism risk-scoring), bioinformatics, etc. This study reviews recent advances in UQ methods used in deep learning. Moreover, we also investigate the application of these methods in reinforcement learning (RL). Then, we outline a few important applications of UQ methods. Finally, we briefly highlight the fundamental research challenges faced by UQ methods and discuss the future research directions in this field.