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arXiv 2302.09656cs.LGstat.ML

Credal 贝叶斯深度学习

Credal Bayesian Deep Learning

The University of Manchester(曼彻斯特大学);University of British Columbia(不列颠哥伦比亚大学);University of Pennsylvania(宾夕法尼亚大学);Rensselaer Polytechnic Institute(伦斯勒理工学院)

Michele Caprio, Souradeep Dutta, Kuk Jin Jang, Vivian Lin, Radoslav Ivanov, Oleg Sokolsky, Insup Lee

AI总结:

本文提出 Credal 贝叶斯深度学习(CBDL),利用有限生成 credal 集合以有限元素训练无限 BNN 集成,从而更好地区分和量化偶然与认知不确定性,并在自动驾驶运动预测和人工胰腺控制中优于 BNN 集成基线。

摘要:

不确定性量化和对分布偏移的鲁棒性是机器学习和人工智能中的重要目标。尽管贝叶斯神经网络(BNNs)允许评估预测中的不确定性,但不同来源的预测不确定性无法被恰当地区分。我们提出了 Credal 贝叶斯深度学习(CBDL)。从启发式角度看,CBDL 允许仅使用有限多个元素来训练一个(不可数)无限的 BNN 集成。这得益于先验和似然有限生成 credal 集合(FGCSs),这是来自不精确概率文献的一个概念。直观上,有限个先验-似然对的凸组合能够表示无限多个这样的对。训练后,CBDL 在神经网络参数上输出一组后验。在推理时,这样的后验集合被用来导出一组预测分布,进而用于区分(预测性)偶然不确定性和认知不确定性,并对它们进行量化。该预测集合还产生(i)一组享有理想概率保证的输出,或(ii)被认为是最佳的单一输出,即具有最高预测下概率的输出——这是另一个不精确概率概念。CBDL 比单一 BNN 对先验和似然误设以及分布偏移更具鲁棒性。我们表明,CBDL 在量化和解耦不同类型的(预测性)不确定性方面优于单一 BNN 和 BNN 集成。此外,我们将 CBDL 应用于两个案例研究,以展示其下游任务能力:其一用于自动驾驶场景中的运动预测,其二用于为人工胰腺控制建模血糖和胰岛素动力学。我们表明,与 BNN 集成基线相比,CBDL 表现更好。

英文摘要:

Uncertainty quantification and robustness to distribution shifts are important goals in machine learning and artificial intelligence. Although Bayesian Neural Networks (BNNs) allow for uncertainty in the predictions to be assessed, different sources of predictive uncertainty cannot be distinguished properly. We present Credal Bayesian Deep Learning (CBDL). Heuristically, CBDL allows to train an (uncountably) infinite ensemble of BNNs, using only finitely many elements. This is possible thanks to prior and likelihood finitely generated credal sets (FGCSs), a concept from the imprecise probability literature. Intuitively, convex combinations of a finite collection of prior-likelihood pairs are able to represent infinitely many such pairs. After training, CBDL outputs a set of posteriors on the parameters of the neural network. At inference time, such posterior set is used to derive a set of predictive distributions that is in turn utilized to distinguish between (predictive) aleatoric and epistemic uncertainties, and to quantify them. The predictive set also produces either (i) a collection of outputs enjoying desirable probabilistic guarantees, or (ii) the single output that is deemed the best, that is, the one having the highest predictive lower probability -- another imprecise-probabilistic concept. CBDL is more robust than single BNNs to prior and likelihood misspecification, and to distribution shift. We show that CBDL is better at quantifying and disentangling different types of (predictive) uncertainties than single BNNs and ensemble of BNNs. In addition, we apply CBDL to two case studies to demonstrate its downstream tasks capabilities: one, for motion prediction in autonomous driving scenarios, and two, to model blood glucose and insulin dynamics for artificial pancreas control. We show that CBDL performs better when compared to an ensemble of BNNs baseline.

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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