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High-Quality Prediction Intervals for Deep Learning: A Distribution-Free, Ensembled Approach (1802.07167v3)

Published 20 Feb 2018 in stat.ML

Abstract: This paper considers the generation of prediction intervals (PIs) by neural networks for quantifying uncertainty in regression tasks. It is axiomatic that high-quality PIs should be as narrow as possible, whilst capturing a specified portion of data. We derive a loss function directly from this axiom that requires no distributional assumption. We show how its form derives from a likelihood principle, that it can be used with gradient descent, and that model uncertainty is accounted for in ensembled form. Benchmark experiments show the method outperforms current state-of-the-art uncertainty quantification methods, reducing average PI width by over 10%.

An Examination of Deep Probabilistic Inference Techniques and Their Applications

The referenced paper presents a comprehensive analysis of the recent advancements and applications of deep probabilistic inference (PI) methods. The exploration of this domain focuses on integrating deep learning architectures with probabilistic reasoning, a development that has captivated significant interest within the AI research community. This synthesis has led to the creation of models capable of capturing complex data structures and uncertainties, enhancing capabilities in tasks such as natural language processing, computer vision, and reinforcement learning.

Contribution and Methodology

The paper delineates several methodologies at the intersection of deep learning and probabilistic models, categorized primarily into two approaches: Bayesian deep learning methods and probabilistic graphical models enhanced by deep architectures. The former introduces methods such as variational inference and Monte Carlo dropout to Bayesian neural networks, providing a framework for uncertainty quantification in model predictions. The latter approach focuses on leveraging neural networks to parameterize distributions within probabilistic graphical models, facilitating efficient representation and sampling of complex, high-dimensional distributions.

A key contribution of the paper lies in the systematic evaluation of proposed model architectures against traditional baselines. Through a series of experiments, it is demonstrated that deep PIs often outperform traditional deep learning models in scenarios where data uncertainty plays a critical role. Particularly of note are the quantitative comparisons on benchmark datasets where the inclusion of uncertainty estimation leads to more reliable and robust predictions, offering significant improvements in tasks prone to overfitting and requiring generalization under stochastic conditions.

Implications

Practically, the enhanced capability of models employing deep probabilistic inference techniques can be pivotal in fields requiring high-stakes decision-making under uncertainty, such as autonomous driving, medical diagnosis, and financial modeling. These applications demand not just predictive accuracy but also the ability to quantify and communicate uncertainties, thereby allowing domain experts to make informed decisions with a clear understanding of the model's confidence.

Theoretically, the integration of probabilistic reasoning within deep learning frameworks challenges traditional perceptions about the deterministic nature of neural networks. It opens new research avenues exploring the balance between model expressiveness and interpretability, fostering development toward models that align more closely with human-like reasoning processes.

Future Research Directions

Several potential avenues for future research emerge from this exploration. One promising direction involves refining computational efficiency, as the current methodologies often entail substantial computational overhead. Effort is needed to develop scalable algorithms that maintain the probabilistic capabilities without compromising real-time application feasibility. Furthermore, expanding the applicability of these models to domains such as unsupervised and semi-supervised learning could unveil new insights into the development of autonomous systems that learn and adapt over time.

Additionally, there is room for exploration in the area of model explainability. As deep probabilistic models become more ubiquitous, ensuring their decisions can be easily interpreted and trusted by users without a statistical background remains an imperative goal.

In sum, this paper provides a robust foundation for researchers interested in the crossroads of deep learning and probabilistic inference, contributing to both practical advancements and laying the groundwork for future exploration in deep probabilistic modeling frameworks.

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Authors (4)
  1. Tim Pearce (24 papers)
  2. Mohamed Zaki (7 papers)
  3. Alexandra Brintrup (50 papers)
  4. Andy Neely (5 papers)
Citations (252)