Do you want to publish a course? Click here

Locally Valid and Discriminative Predictive Intervals for Deep Learning Models

111   0   0.0 ( 0 )
 Added by Zhen Lin
 Publication date 2021
and research's language is English




Ask ChatGPT about the research

Crucial for building trust in deep learning models for critical real-world applications is efficient and theoretically sound uncertainty quantification, a task that continues to be challenging. Useful uncertainty information is expected to have two key properties: It should be valid (guaranteeing coverage) and discriminative (more uncertain when the expected risk is high). Moreover, when combined with deep learning (DL) methods, it should be scalable and affect the DL model performance minimally. Most existing Bayesian methods lack frequentist coverage guarantees and usually affect model performance. The few available frequentist methods are rarely discriminative and/or violate coverage guarantees due to unrealistic assumptions. Moreover, many methods are expensive or require substantial modifications to the base neural network. Building upon recent advances in conformal prediction [13, 31] and leveraging the classical idea of kernel regression, we propose Locally Valid and Discriminative predictive intervals (LVD), a simple, efficient, and lightweight method to construct discriminative predictive intervals (PIs) for almost any DL model. With no assumptions on the data distribution, such PIs also offer finite-sample local coverage guarantees (contrasted to the simpler marginal coverage). We empirically verify, using diverse datasets, that besides being the only locally valid method, LVD also exceeds or matches the performance (including coverage rate and prediction accuracy) of existing uncertainty quantification methods, while offering additional benefits in scalability and flexibility.



rate research

Read More

Learning predictive models from interaction with the world allows an agent, such as a robot, to learn about how the world works, and then use this learned model to plan coordinated sequences of actions to bring about desired outcomes. However, learning a model that captures the dynamics of complex skills represents a major challenge: if the agent needs a good model to perform these skills, it might never be able to collect the experience on its own that is required to learn these delicate and complex behaviors. Instead, we can imagine augmenting the training set with observational data of other agents, such as humans. Such data is likely more plentiful, but represents a different embodiment. For example, videos of humans might show a robot how to use a tool, but (i) are not annotated with suitable robot actions, and (ii) contain a systematic distributional shift due to the embodiment differences between humans and robots. We address the first challenge by formulating the corresponding graphical model and treating the action as an observed variable for the interaction data and an unobserved variable for the observation data, and the second challenge by using a domain-dependent prior. In addition to interaction data, our method is able to leverage videos of passive observations in a driving dataset and a dataset of robotic manipulation videos. A robotic planning agent equipped with our method can learn to use tools in a tabletop robotic manipulation setting by observing humans without ever seeing a robotic video of tool use.
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.
Recently, considerable effort has been devoted to deep domain adaptation in computer vision and machine learning communities. However, most of existing work only concentrates on learning shared feature representation by minimizing the distribution discrepancy across different domains. Due to the fact that all the domain alignment approaches can only reduce, but not remove the domain shift. Target domain samples distributed near the edge of the clusters, or far from their corresponding class centers are easily to be misclassified by the hyperplane learned from the source domain. To alleviate this issue, we propose to joint domain alignment and discriminative feature learning, which could benefit both domain alignment and final classification. Specifically, an instance-based discriminative feature learning method and a center-based discriminative feature learning method are proposed, both of which guarantee the domain invariant features with better intra-class compactness and inter-class separability. Extensive experiments show that learning the discriminative features in the shared feature space can significantly boost the performance of deep domain adaptation methods.
175 - Yuan Shi , Yung-Kyun Noh , Fei Sha 2011
Metrics specifying distances between data points can be learned in a discriminative manner or from generative models. In this paper, we show how to unify generative and discriminative learning of metrics via a kernel learning framework. Specifically, we learn local metrics optimized from parametric generative models. These are then used as base kernels to construct a global kernel that minimizes a discriminative training criterion. We consider both linear and nonlinear combinations of local metric kernels. Our empirical results show that these combinations significantly improve performance on classification tasks. The proposed learning algorithm is also very efficient, achieving order of magnitude speedup in training time compared to previous discriminative baseline methods.
The quality of data representation in deep learning methods is directly related to the prior model imposed on the representations; however, generally used fixed priors are not capable of adjusting to the context in the data. To address this issue, we propose deep predictive coding networks, a hierarchical generative model that empirically alters priors on the latent representations in a dynamic and context-sensitive manner. This model captures the temporal dependencies in time-varying signals and uses top-down information to modulate the representation in lower layers. The centerpiece of our model is a novel procedure to infer sparse states of a dynamic model which is used for feature extraction. We also extend this feature extraction block to introduce a pooling function that captures locally invariant representations. When applied on a natural video data, we show that our method is able to learn high-level visual features. We also demonstrate the role of the top-down connections by showing the robustness of the proposed model to structured noise.

suggested questions

comments
Fetching comments Fetching comments
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا