Toward a Kernel-Based Uncertainty Decomposition Framework for Data and Models.

Autor: Singh R; Computational NeuroEngineering Laboratory, Department of Electrical and Computer Engineering, University of Florida, Gainesville, FL 32611, U.S.A. rish283@ufl.edu., Principe JC; Computational NeuroEngineering Laboratory, Department of Electrical and Computer Engineering, University of Florida, Gainesville, FL 32611, U.S.A. principe@cnel.ufl.edu.
Jazyk: angličtina
Zdroj: Neural computation [Neural Comput] 2021 Apr 13; Vol. 33 (5), pp. 1164-1198.
DOI: 10.1162/neco_a_01372
Abstrakt: This letter introduces a new framework for quantifying predictive uncertainty for both data and models that relies on projecting the data into a gaussian reproducing kernel Hilbert space (RKHS) and transforming the data probability density function (PDF) in a way that quantifies the flow of its gradient as a topological potential field (quantified at all points in the sample space). This enables the decomposition of the PDF gradient flow by formulating it as a moment decomposition problem using operators from quantum physics, specifically Schrödinger's formulation. We experimentally show that the higher-order moments systematically cluster the different tail regions of the PDF, thereby providing unprecedented discriminative resolution of data regions having high epistemic uncertainty. In essence, this approach decomposes local realizations of the data PDF in terms of uncertainty moments. We apply this framework as a surrogate tool for predictive uncertainty quantification of point-prediction neural network models, overcoming various limitations of conventional Bayesian-based uncertainty quantification methods. Experimental comparisons with some established methods illustrate performance advantages that our framework exhibits.
(© 2021 Massachusetts Institute of Technology.)
Databáze: MEDLINE
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