Probabilistic models often use neural networks to control their predictive uncertainty. However, when making out-of-distribution (OOD)} predictions, the often-uncontrollable extrapolation properties of neural networks yield poor uncertainty predictions. Such models then don't know what they don't know, which directly limits their robustness w.r.t unexpected inputs. To counter this, we propose to explicitly train the uncertainty predictor where we are not given data to make it reliable. As one cannot train without data, we provide mechanisms for generating pseudo-inputs in informative low-density regions of the input space, and show how to leverage these in a practical Bayesian framework that casts a prior distribution over the model uncertainty. With a holistic evaluation, we demonstrate that this yields robust and interpretable predictions of uncertainty while retaining state-of-the-art performance on diverse tasks such as regression and generative modelling
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Epistemic uncertainty is the part of out-of-sample prediction error due to the lack of knowledge of the learner. Whereas previous work was focusing on model variance, we propose a principled approach for directly estimating epistemic uncertainty by learning to predict generalization error and subtracting an estimate of aleatoric uncertainty, i.e., intrinsic unpredictability. This estimator of epistemic uncertainty includes the effect of model bias (or misspecification) and is useful in interactive learning environments arising in active learning or reinforcement learning. In addition to discussing these properties of Direct Epistemic Uncertainty Prediction (DEUP), we illustrate its advantage against existing methods for uncertainty estimation on downstream tasks including sequential model optimization and reinforcement learning. We also evaluate the quality of uncertainty estimates from DEUP for probabilistic classification of images and for estimating uncertainty about synergistic drug combinations.
Computer models are widely used in decision support for energy systems operation, planning and policy. A system of models is often employed, where model inputs themselves arise from other computer models, with each model being developed by different teams of experts. Gaussian Process emulators can be used to approximate the behaviour of complex, computationally intensive models and used to generate predictions together with a measure of uncertainty about the predicted model output. This paper presents a computationally efficient framework for propagating uncertainty within a network of models with high-dimensional outputs used for energy planning. We present a case study from a UK county council considering low carbon technologies to transform its infrastructure to reach a net-zero carbon target. The system model considered for this case study is simple, however the framework can be applied to larger networks of more complex models.
A rising number of botnet families have been successfully detected using deep learning architectures. While the variety of attacks increases, these architectures should become more robust against attacks. They have been proven to be very sensitive to small but well constructed perturbations in the input. Botnet detection requires extremely low false-positive rates (FPR), which are not commonly attainable in contemporary deep learning. Attackers try to increase the FPRs by making poisoned samples. The majority of recent research has focused on the use of model loss functions to build adversarial examples and robust models. In this paper, two LSTM-based classification algorithms for botnet classification with an accuracy higher than 98\% are presented. Then, the adversarial attack is proposed, which reduces the accuracy to about30\%. Then, by examining the methods for computing the uncertainty, the defense method is proposed to increase the accuracy to about 70\%. By using the deep ensemble and stochastic weight averaging quantification methods it has been investigated the uncertainty of the accuracy in the proposed methods.
Linear mixed models (LMMs) are instrumental for regression analysis with structured dependence, such as grouped, clustered, or multilevel data. However, selection among the covariates--while accounting for this structured dependence--remains a challenge. We introduce a Bayesian decision analysis for subset selection with LMMs. Using a Mahalanobis loss function that incorporates the structured dependence, we derive optimal linear coefficients for (i) any given subset of variables and (ii) all subsets of variables that satisfy a cardinality constraint. Crucially, these estimates inherit shrinkage or regularization and uncertainty quantification from the underlying Bayesian model, and apply for any well-specified Bayesian LMM. More broadly, our decision analysis strategy deemphasizes the role of a single "best" subset, which is often unstable and limited in its information content, and instead favors a collection of near-optimal subsets. This collection is summarized by key member subsets and variable-specific importance metrics. Customized subset search and out-of-sample approximation algorithms are provided for more scalable computing. These tools are applied to simulated data and a longitudinal physical activity dataset, and demonstrate excellent prediction, estimation, and selection ability.
In this study, we examine a clustering problem in which the covariates of each individual element in a dataset are associated with an uncertainty specific to that element. More specifically, we consider a clustering approach in which a pre-processing applying a non-linear transformation to the covariates is used to capture the hidden data structure. To this end, we approximate the sets representing the propagated uncertainty for the pre-processed features empirically. To exploit the empirical uncertainty sets, we propose a greedy and optimistic clustering (GOC) algorithm that finds better feature candidates over such sets, yielding more condensed clusters. As an important application, we apply the GOC algorithm to synthetic datasets of the orbital properties of stars generated through our numerical simulation mimicking the formation process of the Milky Way. The GOC algorithm demonstrates an improved performance in finding sibling stars originating from the same dwarf galaxy. These realistic datasets have also been made publicly available.
One of the most important problems in system identification and statistics is how to estimate the unknown parameters of a given model. Optimization methods and specialized procedures, such as Empirical Minimization (EM) can be used in case the likelihood function can be computed. For situations where one can only simulate from a parametric model, but the likelihood is difficult or impossible to evaluate, a technique known as the Two-Stage (TS) Approach can be applied to obtain reliable parametric estimates. Unfortunately, there is currently a lack of theoretical justification for TS. In this paper, we propose a statistical decision-theoretical derivation of TS, which leads to Bayesian and Minimax estimators. We also show how to apply the TS approach on models for independent and identically distributed samples, by computing quantiles of the data as a first step, and using a linear function as the second stage. The proposed method is illustrated via numerical simulations.
In typical multi-talker speech recognition systems, a neural network-based acoustic model predicts senone state posteriors for each speaker. These are later used by a single-talker decoder which is applied on each speaker-specific output stream separately. In this work, we argue that such a scheme is sub-optimal and propose a principled solution that decodes all speakers jointly. We modify the acoustic model to predict joint state posteriors for all speakers, enabling the network to express uncertainty about the attribution of parts of the speech signal to the speakers. We employ a joint decoder that can make use of this uncertainty together with higher-level language information. For this, we revisit decoding algorithms used in factorial generative models in early multi-talker speech recognition systems. In contrast with these early works, we replace the GMM acoustic model with DNN, which provides greater modeling power and simplifies part of the inference. We demonstrate the advantage of joint decoding in proof of concept experiments on a mixed-TIDIGITS dataset.
Adversarial training (i.e., training on adversarially perturbed input data) is a well-studied method for making neural networks robust to potential adversarial attacks during inference. However, the improved robustness does not come for free but rather is accompanied by a decrease in overall model accuracy and performance. Recent work has shown that, in practical robot learning applications, the effects of adversarial training do not pose a fair trade-off but inflict a net loss when measured in holistic robot performance. This work revisits the robustness-accuracy trade-off in robot learning by systematically analyzing if recent advances in robust training methods and theory in conjunction with adversarial robot learning can make adversarial training suitable for real-world robot applications. We evaluate a wide variety of robot learning tasks ranging from autonomous driving in a high-fidelity environment amenable to sim-to-real deployment, to mobile robot gesture recognition. Our results demonstrate that, while these techniques make incremental improvements on the trade-off on a relative scale, the negative side-effects caused by adversarial training still outweigh the improvements by an order of magnitude. We conclude that more substantial advances in robust learning methods are necessary before they can benefit robot learning tasks in practice.
Classic machine learning methods are built on the $i.i.d.$ assumption that training and testing data are independent and identically distributed. However, in real scenarios, the $i.i.d.$ assumption can hardly be satisfied, rendering the sharp drop of classic machine learning algorithms' performances under distributional shifts, which indicates the significance of investigating the Out-of-Distribution generalization problem. Out-of-Distribution (OOD) generalization problem addresses the challenging setting where the testing distribution is unknown and different from the training. This paper serves as the first effort to systematically and comprehensively discuss the OOD generalization problem, from the definition, methodology, evaluation to the implications and future directions. Firstly, we provide the formal definition of the OOD generalization problem. Secondly, existing methods are categorized into three parts based on their positions in the whole learning pipeline, namely unsupervised representation learning, supervised model learning and optimization, and typical methods for each category are discussed in detail. We then demonstrate the theoretical connections of different categories, and introduce the commonly used datasets and evaluation metrics. Finally, we summarize the whole literature and raise some future directions for OOD generalization problem. The summary of OOD generalization methods reviewed in this survey can be found at //out-of-distribution-generalization.com.
Due to their increasing spread, confidence in neural network predictions became more and more important. However, basic neural networks do not deliver certainty estimates or suffer from over or under confidence. Many researchers have been working on understanding and quantifying uncertainty in a neural network's prediction. As a result, different types and sources of uncertainty have been identified and a variety of approaches to measure and quantify uncertainty in neural networks have been proposed. This work gives a comprehensive overview of uncertainty estimation in neural networks, reviews recent advances in the field, highlights current challenges, and identifies potential research opportunities. It is intended to give anyone interested in uncertainty estimation in neural networks a broad overview and introduction, without presupposing prior knowledge in this field. A comprehensive introduction to the most crucial sources of uncertainty is given and their separation into reducible model uncertainty and not reducible data uncertainty is presented. The modeling of these uncertainties based on deterministic neural networks, Bayesian neural networks, ensemble of neural networks, and test-time data augmentation approaches is introduced and different branches of these fields as well as the latest developments are discussed. For a practical application, we discuss different measures of uncertainty, approaches for the calibration of neural networks and give an overview of existing baselines and implementations. Different examples from the wide spectrum of challenges in different fields give an idea of the needs and challenges regarding uncertainties in practical applications. Additionally, the practical limitations of current methods for mission- and safety-critical real world applications are discussed and an outlook on the next steps towards a broader usage of such methods is given.
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