اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدUnlabelled Data Improves Bayesian Uncertainty Calibration under Covariate Shift
85
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Modern neural networks have proven to be powerful function approximators, providing state-of-the-art performance in a multitude of applications. They however fall short in their ability to quantify confidence in their predictions - this is crucial in high-stakes applications that involve critical decision-making. Bayesian neural networks (BNNs) aim at solving this problem by placing a prior distribution over the networks parameters, thereby inducing a posterior distribution that encapsulates predictive uncertainty. While existing variants of BNNs based on Monte Carlo dropout produce reliable (albeit approximate) uncertainty estimates over in-distribution data, they tend to exhibit over-confidence in predictions made on target data whose feature distribution differs from the training data, i.e., the covariate shift setup. In this paper, we develop an approximate Bayesian inference scheme based on posterior regularisation, wherein unlabelled target data are used as pseudo-labels of model confidence that are used to regularise the models loss on labelled source data. We show that this approach significantly improves the accuracy of uncertainty quantification on covariate-shifted data sets, with minimal modification to the underlying model architecture. We demonstrate the utility of our method in the context of transferring prognostic models of prostate cancer across globally diverse populations.
قيم البحث
اقرأ أيضاً
Approximate Bayesian inference for neural networks is considered a robust alternative to standard training, often providing good performance on out-of-distribution data. However, Bayesian neural networks (BNNs) with high-fidelity approximate inferenc
e via full-batch Hamiltonian Monte Carlo achieve poor generalization under covariate shift, even underperforming classical estimation. We explain this surprising result, showing how a Bayesian model average can in fact be problematic under covariate shift, particularly in cases where linear dependencies in the input features cause a lack of posterior contraction. We additionally show why the same issue does not affect many approximate inference procedures, or classical maximum a-posteriori (MAP) training. Finally, we propose novel priors that improve the robustness of BNNs to many sources of covariate shift.
Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {em uncertainty}. Quantifying uncertaint
y is especially critical in real-world settings, which often involve input distributions that are shifted from the training distribution due to a variety of factors including sample bias and non-stationarity. In such settings, well calibrated uncertainty estimates convey information about when a models output should (or should not) be trusted. Many probabilistic deep learning methods, including Bayesian-and non-Bayesian methods, have been proposed in the literature for quantifying predictive uncertainty, but to our knowledge there has not previously been a rigorous large-scale empirical comparison of these methods under dataset shift. We present a large-scale benchmark of existing state-of-the-art methods on classification problems and investigate the effect of dataset shift on accuracy and calibration. We find that traditional post-hoc calibration does indeed fall short, as do several other previous methods. However, some methods that marginalize over models give surprisingly strong results across a broad spectrum of tasks.
Trustworthy deployment of ML models requires a proper measure of uncertainty, especially in safety-critical applications. We focus on uncertainty quantification (UQ) for classification problems via two avenues -- prediction sets using conformal predi
ction and calibration of probabilistic predictors by post-hoc binning -- since these possess distribution-free guarantees for i.i.d. data. Two common ways of generalizing beyond the i.i.d. setting include handling covariate and label shift. Within the context of distribution-free UQ, the former has already received attention, but not the latter. It is known that label shift hurts prediction, and we first argue that it also hurts UQ, by showing degradation in coverage and calibration. Piggybacking on recent progress in addressing label shift (for better prediction), we examine the right way to achieve UQ by reweighting the aforementioned conformal and calibration procedures whenever some unlabeled data from the target distribution is available. We examine these techniques theoretically in a distribution-free framework and demonstrate their excellent practical performance.
Uncertainty estimates help to identify ambiguous, novel, or anomalous inputs, but the reliable quantification of uncertainty has proven to be challenging for modern deep networks. In order to improve uncertainty estimation, we propose On-Manifold Adv
ersarial Data Augmentation or OMADA, which specifically attempts to generate the most challenging examples by following an on-manifold adversarial attack path in the latent space of an autoencoder-based generative model that closely approximates decision boundaries between two or more classes. On a variety of datasets as well as on multiple diverse network architectures, OMADA consistently yields more accurate and better calibrated classifiers than baseline models, and outperforms competing approaches such as Mixup, as well as achieving similar performance to (at times better than) post-processing calibration methods such as temperature scaling. Variants of OMADA can employ different sampling schemes for ambiguous on-manifold examples based on the entropy of their estimated soft labels, which exhibit specific strengths for generalization, calibration of predicted uncertainty, or detection of out-of-distribution inputs.
We study the problem of learning fair prediction models for unseen test sets distributed differently from the train set. Stability against changes in data distribution is an important mandate for responsible deployment of models. The domain adaptatio
n literature addresses this concern, albeit with the notion of stability limited to that of prediction accuracy. We identify sufficient conditions under which stable models, both in terms of prediction accuracy and fairness, can be learned. Using the causal graph describing the data and the anticipated shifts, we specify an approach based on feature selection that exploits conditional independencies in the data to estimate accuracy and fairness metrics for the test set. We show that for specific fairness definitions, the resulting model satisfies a form of worst-case optimality. In context of a healthcare task, we illustrate the advantages of the approach in making more equitable decisions.
الأسئلة المقترحة
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
