Researchers have proposed several approaches for neural network (NN) based uncertainty quantification (UQ). However, most of the approaches are developed considering strong assumptions. Uncertainty quantification algorithms often perform poorly in an input domain and the reason for poor performance remains unknown. Therefore, we present a neural network training method that considers similar samples with sensitivity awareness in this paper. In the proposed NN training method for UQ, first, we train a shallow NN for the point prediction. Then, we compute the absolute differences between prediction and targets and train another NN for predicting those absolute differences or absolute errors. Domains with high average absolute errors represent a high uncertainty. In the next step, we select each sample in the training set one by one and compute both prediction and error sensitivities. Then we select similar samples with sensitivity consideration and save indexes of similar samples. The ranges of an input parameter become narrower when the output is highly sensitive to that parameter. After that, we construct initial uncertainty bounds (UB) by considering the distribution of sensitivity aware similar samples. Prediction intervals (PIs) from initial uncertainty bounds are larger and cover more samples than required. Therefore, we train bound correction NN. As following all the steps for finding UB for each sample requires a lot of computation and memory access, we train a UB computation NN. The UB computation NN takes an input sample and provides an uncertainty bound. The UB computation NN is the final product of the proposed approach. Scripts of the proposed method are available in the following GitHub repository: github.com/dipuk0506/UQ
Prevalent deterministic deep-learning models suffer from significant over-confidence under distribution shifts. Probabilistic approaches can reduce this problem but struggle with computational efficiency. In this paper, we propose Density-Softmax, a fast and lightweight deterministic method to improve calibrated uncertainty estimation via a combination of density function with the softmax layer. By using the latent representation's likelihood value, our approach produces more uncertain predictions when test samples are distant from the training samples. Theoretically, we show that Density-Softmax can produce high-quality uncertainty estimation with neural networks, as it is the solution of minimax uncertainty risk and is distance-aware, thus reducing the over-confidence of the standard softmax. Empirically, our method enjoys similar computational efficiency as a single forward pass deterministic with standard softmax on the shifted toy, vision, and language datasets across modern deep-learning architectures. Notably, Density-Softmax uses 4 times fewer parameters than Deep Ensembles and 6 times lower latency than Rank-1 Bayesian Neural Network, while obtaining competitive predictive performance and lower calibration errors under distribution shifts.
We present a novel learning-based method that achieves state-of-the-art performance on several heart rate estimation benchmarks extracted from photoplethysmography signals (PPG). We consider the evolution of the heart rate in the context of a discrete-time stochastic process that we represent as a hidden Markov model. We derive a distribution over possible heart rate values for a given PPG signal window through a trained neural network. Using belief propagation, we incorporate the statistical distribution of heart rate changes to refine these estimates in a temporal context. From this, we obtain a quantized probability distribution over the range of possible heart rate values that captures a meaningful and well-calibrated estimate of the inherent predictive uncertainty. We show the robustness of our method on eight public datasets with three different cross-validation experiments.
To train machine learning algorithms to predict emotional expressions in terms of arousal and valence, annotated datasets are needed. However, as different people perceive others' emotional expressions differently, their annotations are subjective. To account for this, annotations are typically collected from multiple annotators and averaged to obtain ground-truth labels. However, when exclusively trained on this averaged ground-truth, the model is agnostic to the inherent subjectivity in emotional expressions. In this work, we therefore propose an end-to-end Bayesian neural network capable of being trained on a distribution of annotations to also capture the subjectivity-based label uncertainty. Instead of a Gaussian, we model the annotation distribution using Student's t-distribution, which also accounts for the number of annotations available. We derive the corresponding Kullback-Leibler divergence loss and use it to train an estimator for the annotation distribution, from which the mean and uncertainty can be inferred. We validate the proposed method using two in-the-wild datasets. We show that the proposed t-distribution based approach achieves state-of-the-art uncertainty modeling results in speech emotion recognition, and also consistent results in cross-corpora evaluations. Furthermore, analyses reveal that the advantage of a t-distribution over a Gaussian grows with increasing inter-annotator correlation and a decreasing number of annotations available.
This paper introduces a novel method for the automatic detection and handling of nonlinearities in a generic transformation. A nonlinearity index that exploits second order Taylor expansions and polynomial bounding techniques is first introduced to rigorously estimate the Jacobian variation of a nonlinear transformation. This index is then embedded into a low-order automatic domain splitting algorithm that accurately describes the mapping of an initial uncertainty set through a generic nonlinear transformation by splitting the domain whenever some imposed linearity constraints are non met. The algorithm is illustrated in the critical case of orbital uncertainty propagation, and it is coupled with a tailored merging algorithm that limits the growth of the domains in time by recombining them when nonlinearities decrease. The low-order automatic domain splitting algorithm is then combined with Gaussian mixtures models to accurately describe the propagation of a probability density function. A detailed analysis of the proposed method is presented, and the impact of the different available degrees of freedom on the accuracy and performance of the method is studied.
Traditional supervised learning aims to learn an unknown mapping by fitting a function to a set of input-output pairs with a fixed dimension. The fitted function is then defined on inputs of the same dimension. However, in many settings, the unknown mapping takes inputs in any dimension; examples include graph parameters defined on graphs of any size and physics quantities defined on an arbitrary number of particles. We leverage a newly-discovered phenomenon in algebraic topology, called representation stability, to define equivariant neural networks that can be trained with data in a fixed dimension and then extended to accept inputs in any dimension. Our approach is user-friendly, requiring only the network architecture and the groups for equivariance, and can be combined with any training procedure. We provide a simple open-source implementation of our methods and offer preliminary numerical experiments.
Uncertainty quantification (UQ) is important for reliability assessment and enhancement of machine learning models. In deep learning, uncertainties arise not only from data, but also from the training procedure that often injects substantial noises and biases. These hinder the attainment of statistical guarantees and, moreover, impose computational challenges on UQ due to the need for repeated network retraining. Building upon the recent neural tangent kernel theory, we create statistically guaranteed schemes to principally \emph{quantify}, and \emph{remove}, the procedural uncertainty of over-parameterized neural networks with very low computation effort. In particular, our approach, based on what we call a procedural-noise-correcting (PNC) predictor, removes the procedural uncertainty by using only \emph{one} auxiliary network that is trained on a suitably labeled data set, instead of many retrained networks employed in deep ensembles. Moreover, by combining our PNC predictor with suitable light-computation resampling methods, we build several approaches to construct asymptotically exact-coverage confidence intervals using as low as four trained networks without additional overheads.
Segmentation of curvilinear structures such as vasculature and road networks is challenging due to relatively weak signals and complex geometry/topology. To facilitate and accelerate large scale annotation, one has to adopt semi-automatic approaches such as proofreading by experts. In this work, we focus on uncertainty estimation for such tasks, so that highly uncertain, and thus error-prone structures can be identified for human annotators to verify. Unlike most existing works, which provide pixel-wise uncertainty maps, we stipulate it is crucial to estimate uncertainty in the units of topological structures, e.g., small pieces of connections and branches. To achieve this, we leverage tools from topological data analysis, specifically discrete Morse theory (DMT), to first capture the structures, and then reason about their uncertainties. To model the uncertainty, we (1) propose a joint prediction model that estimates the uncertainty of a structure while taking the neighboring structures into consideration (inter-structural uncertainty); (2) propose a novel Probabilistic DMT to model the inherent uncertainty within each structure (intra-structural uncertainty) by sampling its representations via a perturb-and-walk scheme. On various 2D and 3D datasets, our method produces better structure-wise uncertainty maps compared to existing works.
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.
Message passing Graph Neural Networks (GNNs) provide a powerful modeling framework for relational data. However, the expressive power of existing GNNs is upper-bounded by the 1-Weisfeiler-Lehman (1-WL) graph isomorphism test, which means GNNs that are not able to predict node clustering coefficients and shortest path distances, and cannot differentiate between different d-regular graphs. Here we develop a class of message passing GNNs, named Identity-aware Graph Neural Networks (ID-GNNs), with greater expressive power than the 1-WL test. ID-GNN offers a minimal but powerful solution to limitations of existing GNNs. ID-GNN extends existing GNN architectures by inductively considering nodes' identities during message passing. To embed a given node, ID-GNN first extracts the ego network centered at the node, then conducts rounds of heterogeneous message passing, where different sets of parameters are applied to the center node than to other surrounding nodes in the ego network. We further propose a simplified but faster version of ID-GNN that injects node identity information as augmented node features. Altogether, both versions of ID-GNN represent general extensions of message passing GNNs, where experiments show that transforming existing GNNs to ID-GNNs yields on average 40% accuracy improvement on challenging node, edge, and graph property prediction tasks; 3% accuracy improvement on node and graph classification benchmarks; and 15% ROC AUC improvement on real-world link prediction tasks. Additionally, ID-GNNs demonstrate improved or comparable performance over other task-specific graph networks.
Embedding models for deterministic Knowledge Graphs (KG) have been extensively studied, with the purpose of capturing latent semantic relations between entities and incorporating the structured knowledge into machine learning. However, there are many KGs that model uncertain knowledge, which typically model the inherent uncertainty of relations facts with a confidence score, and embedding such uncertain knowledge represents an unresolved challenge. The capturing of uncertain knowledge will benefit many knowledge-driven applications such as question answering and semantic search by providing more natural characterization of the knowledge. In this paper, we propose a novel uncertain KG embedding model UKGE, which aims to preserve both structural and uncertainty information of relation facts in the embedding space. Unlike previous models that characterize relation facts with binary classification techniques, UKGE learns embeddings according to the confidence scores of uncertain relation facts. To further enhance the precision of UKGE, we also introduce probabilistic soft logic to infer confidence scores for unseen relation facts during training. We propose and evaluate two variants of UKGE based on different learning objectives. Experiments are conducted on three real-world uncertain KGs via three tasks, i.e. confidence prediction, relation fact ranking, and relation fact classification. UKGE shows effectiveness in capturing uncertain knowledge by achieving promising results on these tasks, and consistently outperforms baselines on these tasks.