An official website of the United States government
Abstract Robust quantification of predictive uncertainty is a critical addition needed for machine learning applied to weather and climate problems to improve the understanding of what is driving prediction sensitivity. Ensembles of machine learning models provide predictive uncertainty estimates in a conceptually simple way but require multiple models for training and prediction, increasing computational cost and latency. Parametric deep learning can estimate uncertainty with one model by predicting the parameters of a probability distribution but does not account for epistemic uncertainty. Evidential deep learning, a technique that extends parametric deep learning to higher-order distributions, can account for both aleatoric and epistemic uncertainties with one model. This study compares the uncertainty derived from evidential neural networks to that obtained from ensembles. Through applications of the classification of winter precipitation type and regression of surface-layer fluxes, we show evidential deep learning models attaining predictive accuracy rivaling standard methods while robustly quantifying both sources of uncertainty. We evaluate the uncertainty in terms of how well the predictions are calibrated and how well the uncertainty correlates with prediction error. Analyses of uncertainty in the context of the inputs reveal sensitivities to underlying meteorological processes, facilitating interpretation of the models. The conceptual simplicity, interpretability, and computational efficiency of evidential neural networks make them highly extensible, offering a promising approach for reliable and practical uncertainty quantification in Earth system science modeling. To encourage broader adoption of evidential deep learning, we have developed a new Python package, Machine Integration and Learning for Earth Systems (MILES) group Generalized Uncertainty for Earth System Science (GUESS) (MILES-GUESS) (https://github.com/ai2es/miles-guess), that enables users to train and evaluate both evidential and ensemble deep learning. Significance StatementThis study demonstrates a new technique, evidential deep learning, for robust and computationally efficient uncertainty quantification in modeling the Earth system. The method integrates probabilistic principles into deep neural networks, enabling the estimation of both aleatoric uncertainty from noisy data and epistemic uncertainty from model limitations using a single model. Our analyses reveal how decomposing these uncertainties provides valuable insights into reliability, accuracy, and model shortcomings. We show that the approach can rival standard methods in classification and regression tasks within atmospheric science while offering practical advantages such as computational efficiency. With further advances, evidential networks have the potential to enhance risk assessment and decision-making across meteorology by improving uncertainty quantification, a longstanding challenge. This work establishes a strong foundation and motivation for the broader adoption of evidential learning, where properly quantifying uncertainties is critical yet lacking.
more »
« less
Calibration after bootstrap for accurate uncertainty quantification in regression models
Abstract Obtaining accurate estimates of machine learning model uncertainties on newly predicted data is essential for understanding the accuracy of the model and whether its predictions can be trusted. A common approach to such uncertainty quantification is to estimate the variance from an ensemble of models, which are often generated by the generally applicable bootstrap method. In this work, we demonstrate that the direct bootstrap ensemble standard deviation is not an accurate estimate of uncertainty but that it can be simply calibrated to dramatically improve its accuracy. We demonstrate the effectiveness of this calibration method for both synthetic data and numerous physical datasets from the field of Materials Science and Engineering. The approach is motivated by applications in physical and biological science but is quite general and should be applicable for uncertainty quantification in a wide range of machine learning regression models.
more »
« less
- Award ID(s):
- 1931298
- PAR ID:
- 10367457
- Publisher / Repository:
- Nature Publishing Group
- Date Published:
- Journal Name:
- npj Computational Materials
- Volume:
- 8
- Issue:
- 1
- ISSN:
- 2057-3960
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Brehm, Christoph; Pandya, Shishir (Ed.)Computational fluid dynamics (CFD) and its uncertainty quantification are computationally expensive. We use Gaussian Process (GP) methods to demonstrate that machine learning can build efficient and accurate surrogate models to replace CFD simulations with significantly reduced computational cost without compromising the physical accuracy. We also demonstrate that both epistemic uncertainty (machine learning model uncertainty) and aleatory uncertainty (randomness in the inputs of CFD) can be accommodated when the machine learning model is used to reveal fluid dynamics. The demonstration is performed by applying simulation of Hagen-Poiseuille and Womersley flows that involve spatial and spatial-tempo responses, respectively. Training points are generated by using the analytical solutions with evenly discretized spatial or spatial-temporal variables. Then GP surrogate models are built using supervised machine learning regression. The error of the GP model is quantified by the estimated epistemic uncertainty. The results are compared with those from GPU-accelerated volumetric lattice Boltzmann simulations. The results indicate that surrogate models can produce accurate fluid dynamics (without CFD simulations) with quantified uncertainty when both epistemic and aleatory uncertainties exist.more » « less
-
Abstract One compelling vision of the future of materials discovery and design involves the use of machine learning (ML) models to predict materials properties and then rapidly find materials tailored for specific applications. However, realizing this vision requires both providing detailed uncertainty quantification (model prediction errors and domain of applicability) and making models readily usable. At present, it is common practice in the community to assess ML model performance only in terms of prediction accuracy (e.g. mean absolute error), while neglecting detailed uncertainty quantification and robust model accessibility and usability. Here, we demonstrate a practical method for realizing both uncertainty and accessibility features with a large set of models. We develop random forest ML models for 33 materials properties spanning an array of data sources (computational and experimental) and property types (electrical, mechanical, thermodynamic, etc). All models have calibrated ensemble error bars to quantify prediction uncertainty and domain of applicability guidance enabled by kernel-density-estimate-based feature distance measures. All data and models are publicly hosted on the Garden-AI infrastructure, which provides an easy-to-use, persistent interface for model dissemination that permits models to be invoked with only a few lines of Python code. We demonstrate the power of this approach by using our models to conduct a fully ML-based materials discovery exercise to search for new stable, highly active perovskite oxide catalyst materials.more » « less
-
Ranzato, M.; Beygelzimer, A.; Dauphin, Y.; Liang, P. S.; Wortman Vaughan, J. (Ed.)Bootstrapping has been a primary tool for ensemble and uncertainty quantification in machine learning and statistics. However, due to its nature of multiple training and resampling, bootstrapping deep neural networks is computationally burdensome; hence it has difficulties in practical application to the uncertainty estimation and related tasks. To overcome this computational bottleneck, we propose a novel approach called Neural Bootstrapper (NeuBoots), which learns to generate bootstrapped neural networks through single model training. NeuBoots injects the bootstrap weights into the high-level feature layers of the backbone network and outputs the bootstrapped predictions of the target, without additional parameters and the repetitive computations from scratch. We apply NeuBoots to various machine learning tasks related to uncertainty quantification, including prediction calibrations in image classification and semantic segmentation, active learning, and detection of out-of-distribution samples. Our empirical results show that NeuBoots outperforms other bagging based methods under a much lower computational cost without losing the validity of bootstrapping.more » « less
-
Estimating and disentangling epistemic uncertainty, uncertainty that is reducible with more training data, and aleatoric uncertainty, uncertainty that is inherent to the task at hand, is critically important when applying machine learning to highstakes applications such as medical imaging and weather forecasting. Conditional diffusion models’ breakthrough ability to accurately and efficiently sample from the posterior distribution of a dataset now makes uncertainty estimation conceptually straightforward: One need only train and sample from a large ensemble of diffusion models. Unfortunately, training such an ensemble becomes computationally intractable as the complexity of the model architecture grows. In this work we introduce a new approach to ensembling, hyper-diffusion models (HyperDM), which allows one to accurately estimate both epistemic and aleatoric uncertainty with a single model. Unlike existing single-model uncertainty methods like Monte-Carlo dropout and Bayesian neural networks, HyperDM offers prediction accuracy on par with, and in some cases superior to, multi-model ensembles. Furthermore, our proposed approach scales to modern network architectures such as Attention U-Net and yields more accurate uncertainty estimates compared to existing methods. We validate our method on two distinct real-world tasks: x-ray computed tomography reconstruction and weather temperature forecasting. Source code is publicly available at https://github.com/matthewachan/hyperdm.more » « less
