论文标题
使用解耦预测间隔网络的准确预测和不确定性估计
Accurate Prediction and Uncertainty Estimation using Decoupled Prediction Interval Networks
论文作者
论文摘要
我们提出了一个能够可靠地估算基于回归预测的不确定性而无需牺牲准确性的网络体系结构。当前的最新不确定性算法要么无法实现与均方误差优化相当的预测准确性,要么低估了网络预测的差异。我们提出了一个脱钩的网络体系结构,能够同时完成这两个架构。我们通过将预测间隔(PI)估计的学习分解为两个阶段培训过程来实现这一目标。我们使用自定义损耗函数来学习PI范围,围绕优化的平均估计,并且在PI范围内的一部分目标标签所需的覆盖范围。我们将所提出的方法与合成数据集和UCI基准上的当前最新不确定性定量算法进行了比较,将预测中的误差降低了23至34%,同时将95%的预测间隔覆盖率(PICP)保持在9 UCI基准测试标准数据集中的9个。我们还通过评估主动学习评估我们的预测不确定性质量,并证明UCI基准的误差降低了17%至36%。
We propose a network architecture capable of reliably estimating uncertainty of regression based predictions without sacrificing accuracy. The current state-of-the-art uncertainty algorithms either fall short of achieving prediction accuracy comparable to the mean square error optimization or underestimate the variance of network predictions. We propose a decoupled network architecture that is capable of accomplishing both at the same time. We achieve this by breaking down the learning of prediction and prediction interval (PI) estimations into a two-stage training process. We use a custom loss function for learning a PI range around optimized mean estimation with a desired coverage of a proportion of the target labels within the PI range. We compare the proposed method with current state-of-the-art uncertainty quantification algorithms on synthetic datasets and UCI benchmarks, reducing the error in the predictions by 23 to 34% while maintaining 95% Prediction Interval Coverage Probability (PICP) for 7 out of 9 UCI benchmark datasets. We also examine the quality of our predictive uncertainty by evaluating on Active Learning and demonstrating 17 to 36% error reduction on UCI benchmarks.