skip to main content


Title: Dual Accuracy-Quality-Driven Neural Network for Prediction Interval Generation
Accurate uncertainty quantification is necessary to enhance the reliability of deep learning (DL) models in realworld applications. In the case of regression tasks, prediction intervals (PIs) should be provided along with the deterministic predictions of DL models. Such PIs are useful or “high-quality (HQ)” as long as they are sufficiently narrow and capture most of the probability density. In this article, we present a method to learn PIs for regression-based neural networks (NNs) automatically in addition to the conventional target predictions. In particular, we train two companion NNs: one that uses one output, the target estimate, and another that uses two outputs, the upper and lower bounds of the corresponding PI. Our main contribution is the design of a novel loss function for the PI-generation network that takes into account the output of the target-estimation network and has two optimization objectives: minimizing the mean PI width and ensuring the PI integrity using constraints that maximize the PI probability coverage implicitly. Furthermore, we introduce a self-adaptive coefficient that balances both objectives within the loss function, which alleviates the task of fine-tuning. Experiments using a synthetic dataset, eight benchmark datasets, and a real-world crop yield prediction dataset showed that our method was able to maintain a nominal probability coverage and produce significantly narrower PIs without detriment to its target estimation accuracy when compared to those PIs generated by three state-of-the-art neuralnetwork-based methods. In other words, our method was shown to produce higher quality PIs.  more » « less
Award ID(s):
1664858 2242802
NSF-PAR ID:
10493692
Author(s) / Creator(s):
;
Publisher / Repository:
IEEE
Date Published:
Journal Name:
IEEE Transactions on Neural Networks and Learning Systems
ISSN:
2162-237X
Page Range / eLocation ID:
1 to 11
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. null (Ed.)
    Given its demonstrated ability in analyzing and revealing patterns underlying data, Deep Learning (DL) has been increasingly investigated to complement physics-based models in various aspects of smart manufacturing, such as machine condition monitoring and fault diagnosis, complex manufacturing process modeling, and quality inspection. However, successful implementation of DL techniques relies greatly on the amount, variety, and veracity of data for robust network training. Also, the distributions of data used for network training and application should be identical to avoid the internal covariance shift problem that reduces the network performance applicability. As a promising solution to address these challenges, Transfer Learning (TL) enables DL networks trained on a source domain and task to be applied to a separate target domain and task. This paper presents a domain adversarial TL approach, based upon the concepts of generative adversarial networks. In this method, the optimizer seeks to minimize the loss (i.e., regression or classification accuracy) across the labeled training examples from the source domain while maximizing the loss of the domain classifier across the source and target data sets (i.e., maximizing the similarity of source and target features). The developed domain adversarial TL method has been implemented on a 1-D CNN backbone network and evaluated for prediction of tool wear propagation, using NASA's milling dataset. Performance has been compared to other TL techniques, and the results indicate that domain adversarial TL can successfully allow DL models trained on certain scenarios to be applied to new target tasks. 
    more » « less
  2. Abstract

    Machine learning (ML) has been applied to space weather problems with increasing frequency in recent years, driven by an influx of in-situ measurements and a desire to improve modeling and forecasting capabilities throughout the field. Space weather originates from solar perturbations and is comprised of the resulting complex variations they cause within the numerous systems between the Sun and Earth. These systems are often tightly coupled and not well understood. This creates a need for skillful models with knowledge about the confidence of their predictions. One example of such a dynamical system highly impacted by space weather is the thermosphere, the neutral region of Earth’s upper atmosphere. Our inability to forecast it has severe repercussions in the context of satellite drag and computation of probability of collision between two space objects in low Earth orbit (LEO) for decision making in space operations. Even with (assumed) perfect forecast of model drivers, our incomplete knowledge of the system results in often inaccurate thermospheric neutral mass density predictions. Continuing efforts are being made to improve model accuracy, but density models rarely provide estimates of confidence in predictions. In this work, we propose two techniques to develop nonlinear ML regression models to predict thermospheric density while providing robust and reliable uncertainty estimates: Monte Carlo (MC) dropout and direct prediction of the probability distribution, both using the negative logarithm of predictive density (NLPD) loss function. We show the performance capabilities for models trained on both local and global datasets. We show that the NLPD loss provides similar results for both techniques but the direct probability distribution prediction method has a much lower computational cost. For the global model regressed on the Space Environment Technologies High Accuracy Satellite Drag Model (HASDM) density database, we achieve errors of approximately 11% on independent test data with well-calibrated uncertainty estimates. Using an in-situ CHAllenging Minisatellite Payload (CHAMP) density dataset, models developed using both techniques provide test error on the order of 13%. The CHAMP models—on validation and test data—are within 2% of perfect calibration for the twenty prediction intervals tested. We show that this model can also be used to obtain global density predictions with uncertainties at a given epoch.

     
    more » « less
  3. Abstract

    In the last decade, much work in atmospheric science has focused on spatial verification (SV) methods for gridded prediction, which overcome serious disadvantages of pixelwise verification. However, neural networks (NN) in atmospheric science are almost always trained to optimize pixelwise loss functions, even when ultimately assessed with SV methods. This establishes a disconnect between model verification during versus after training. To address this issue, we develop spatially enhanced loss functions (SELF) and demonstrate their use for a real-world problem: predicting the occurrence of thunderstorms (henceforth, “convection”) with NNs. In each SELF we use either a neighborhood filter, which highlights convection at scales larger than a threshold, or a spectral filter (employing Fourier or wavelet decomposition), which is more flexible and highlights convection at scales between two thresholds. We use these filters to spatially enhance common verification scores, such as the Brier score. We train each NN with a different SELF and compare their performance at many scales of convection, from discrete storm cells to tropical cyclones. Among our many findings are that (i) for a low or high risk threshold, the ideal SELF focuses on small or large scales, respectively; (ii) models trained with a pixelwise loss function perform surprisingly well; and (iii) nevertheless, models trained with a spectral filter produce much better-calibrated probabilities than a pixelwise model. We provide a general guide to using SELFs, including technical challenges and the final Python code, as well as demonstrating their use for the convection problem. To our knowledge this is the most in-depth guide to SELFs in the geosciences.

    Significance Statement

    Gridded predictions, in which a quantity is predicted at every pixel in space, should be verified with spatially aware methods rather than pixel by pixel. Neural networks (NN), which are often used for gridded prediction, are trained to minimize an error value called the loss function. NN loss functions in atmospheric science are almost always pixelwise, which causes the predictions to miss rare events and contain unrealistic spatial patterns. We use spatial filters to enhance NN loss functions, and we test our novel spatially enhanced loss functions (SELF) on thunderstorm prediction. We find that different SELFs work better for different scales (i.e., different-sized thunderstorm complexes) and that spectral filters, one of the two filter types, produce unexpectedly well calibrated thunderstorm probabilities.

     
    more » « less
  4. Lai, Yuan (Ed.)
    Mistrust is a major barrier to implementing deep learning in healthcare settings. Entrustment could be earned by conveying model certainty, or the probability that a given model output is accurate, but the use of uncertainty estimation for deep learning entrustment is largely unexplored, and there is no consensus regarding optimal methods for quantifying uncertainty. Our purpose is to critically evaluate methods for quantifying uncertainty in deep learning for healthcare applications and propose a conceptual framework for specifying certainty of deep learning predictions. We searched Embase, MEDLINE, and PubMed databases for articles relevant to study objectives, complying with PRISMA guidelines, rated study quality using validated tools, and extracted data according to modified CHARMS criteria. Among 30 included studies, 24 described medical imaging applications. All imaging model architectures used convolutional neural networks or a variation thereof. The predominant method for quantifying uncertainty was Monte Carlo dropout, producing predictions from multiple networks for which different neurons have dropped out and measuring variance across the distribution of resulting predictions. Conformal prediction offered similar strong performance in estimating uncertainty, along with ease of interpretation and application not only to deep learning but also to other machine learning approaches. Among the six articles describing non-imaging applications, model architectures and uncertainty estimation methods were heterogeneous, but predictive performance was generally strong, and uncertainty estimation was effective in comparing modeling methods. Overall, the use of model learning curves to quantify epistemic uncertainty (attributable to model parameters) was sparse. Heterogeneity in reporting methods precluded the performance of a meta-analysis. Uncertainty estimation methods have the potential to identify rare but important misclassifications made by deep learning models and compare modeling methods, which could build patient and clinician trust in deep learning applications in healthcare. Efficient maturation of this field will require standardized guidelines for reporting performance and uncertainty metrics. 
    more » « less
  5. Abstract A simple method for adding uncertainty to neural network regression tasks in earth science via estimation of a general probability distribution is described. Specifically, we highlight the sinh-arcsinh-normal distributions as particularly well suited for neural network uncertainty estimation. The methodology supports estimation of heteroscedastic, asymmetric uncertainties by a simple modification of the network output and loss function. Method performance is demonstrated by predicting tropical cyclone intensity forecast uncertainty and by comparing two other common methods for neural network uncertainty quantification (i.e., Bayesian neural networks and Monte Carlo dropout). The simple approach described here is intuitive and applicable when no prior exists and one just wishes to parameterize the output and its uncertainty according to some previously defined family of distributions. The authors believe it will become a powerful, go-to method moving forward. 
    more » « less