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arXiv 2302.00872cs.LG
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直接优化归纳共形回归的可靠预测区间用于深度学习

Reliable Prediction Intervals with Directly Optimized Inductive Conformal Regression for Deep Learning

University of Nottingham Ningbo China(宁波诺丁汉大学)

Haocheng Lei, Anthony Bellotti

摘要:

通过生成预测区间(PI)来量化深度学习回归中每个预测的不确定性,可以有效控制错误预测的风险。高质量的PI需要尽可能窄,同时覆盖预设比例的真实标签。目前,许多提高PI质量的方法可以有效地减少PI的宽度,但它们不能确保捕获足够的真实标签。归纳共形预测器(ICP)是一种算法,可以生成有效的PI,理论上保证覆盖预定比例的数据。然而,典型地,不直接优化ICP以产生最小PI宽度。然而,在这项研究中,我们使用直接优化的归纳共形回归(DOICR),只需要PI的平均宽度作为损失函数,并通过优化的计划,在PI中捕获足够的真实标签的有效性条件下,提高PI的质量。基准实验表明,DOICR优于当前最先进的算法,用于使用表格和图像数据的底层深度神经网络结构的回归问题。

英文摘要:

By generating prediction intervals (PIs) to quantify the uncertainty of each prediction in deep learning regression, the risk of wrong predictions can be effectively controlled. High-quality PIs need to be as narrow as possible, whilst covering a preset proportion of real labels. At present, many approaches to improve the quality of PIs can effectively reduce the width of PIs, but they do not ensure that enough real labels are captured. Inductive Conformal Predictor (ICP) is an algorithm that can generate effective PIs which is theoretically guaranteed to cover a preset proportion of data. However, typically ICP is not directly optimized to yield minimal PI width. However, in this study, we use Directly Optimized Inductive Conformal Regression (DOICR) that takes only the average width of PIs as the loss function and increases the quality of PIs through an optimized scheme under the validity condition that sufficient real labels are captured in the PIs. Benchmark experiments show that DOICR outperforms current state-of-the-art algorithms for regression problems using underlying Deep Neural Network structures for both tabular and image data.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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