The Aleatoric Uncertainty Estimation Using a Separate Formulation with
Virtual Residuals
- URL: http://arxiv.org/abs/2011.01655v1
- Date: Tue, 3 Nov 2020 12:11:27 GMT
- Title: The Aleatoric Uncertainty Estimation Using a Separate Formulation with
Virtual Residuals
- Authors: Takumi Kawashima and Qing Yu and Akari Asai and Daiki Ikami and
Kiyoharu Aizawa
- Abstract summary: Existing methods can quantify the error in the target estimation, but they tend to underestimate it.
We propose a new separable formulation for the estimation of a signal and of its uncertainty, avoiding the effect of overfitting.
We demonstrate that the proposed method outperforms a state-of-the-art technique for signal and uncertainty estimation.
- Score: 51.71066839337174
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We propose a new optimization framework for aleatoric uncertainty estimation
in regression problems. Existing methods can quantify the error in the target
estimation, but they tend to underestimate it. To obtain the predictive
uncertainty inherent in an observation, we propose a new separable formulation
for the estimation of a signal and of its uncertainty, avoiding the effect of
overfitting. By decoupling target estimation and uncertainty estimation, we
also control the balance between signal estimation and uncertainty estimation.
We conduct three types of experiments: regression with simulation data, age
estimation, and depth estimation. We demonstrate that the proposed method
outperforms a state-of-the-art technique for signal and uncertainty estimation.
Related papers
- Conformalized Multimodal Uncertainty Regression and Reasoning [0.9205582989348333]
This paper introduces a lightweight uncertainty estimator capable of predicting multimodal (disjoint) uncertainty bounds.
We specifically discuss its application for visual odometry (VO), where environmental features such as flying domain symmetries can result in multimodal uncertainties.
arXiv Detail & Related papers (2023-09-20T02:40:59Z) - Quantification of Predictive Uncertainty via Inference-Time Sampling [57.749601811982096]
We propose a post-hoc sampling strategy for estimating predictive uncertainty accounting for data ambiguity.
The method can generate different plausible outputs for a given input and does not assume parametric forms of predictive distributions.
arXiv Detail & Related papers (2023-08-03T12:43:21Z) - Confidence-aware 3D Gaze Estimation and Evaluation Metric [15.852320764240995]
We introduce a confidence-aware model that predicts uncertainties together with gaze angle estimations.
We also introduce a novel effectiveness evaluation method based on the causality between eye feature degradation and the rise in inference uncertainty.
arXiv Detail & Related papers (2023-03-17T15:44:44Z) - Uncertainty Quantification for Traffic Forecasting: A Unified Approach [21.556559649467328]
Uncertainty is an essential consideration for time series forecasting tasks.
In this work, we focus on quantifying the uncertainty of traffic forecasting.
We develop Deep S-Temporal Uncertainty Quantification (STUQ), which can estimate both aleatoric and relational uncertainty.
arXiv Detail & Related papers (2022-08-11T15:21:53Z) - Dense Uncertainty Estimation via an Ensemble-based Conditional Latent
Variable Model [68.34559610536614]
We argue that the aleatoric uncertainty is an inherent attribute of the data and can only be correctly estimated with an unbiased oracle model.
We propose a new sampling and selection strategy at train time to approximate the oracle model for aleatoric uncertainty estimation.
Our results show that our solution achieves both accurate deterministic results and reliable uncertainty estimation.
arXiv Detail & Related papers (2021-11-22T08:54:10Z) - Dense Uncertainty Estimation [62.23555922631451]
In this paper, we investigate neural networks and uncertainty estimation techniques to achieve both accurate deterministic prediction and reliable uncertainty estimation.
We work on two types of uncertainty estimations solutions, namely ensemble based methods and generative model based methods, and explain their pros and cons while using them in fully/semi/weakly-supervised framework.
arXiv Detail & Related papers (2021-10-13T01:23:48Z) - Adversarial Attack for Uncertainty Estimation: Identifying Critical
Regions in Neural Networks [0.0]
We propose a novel method to capture data points near decision boundary in neural network that are often referred to a specific type of uncertainty.
Uncertainty estimates are derived from the input perturbations, unlike previous studies that provide perturbations on the model's parameters.
We show that the proposed method has revealed a significant outperformance over other methods and provided less risk to capture model uncertainty in machine learning.
arXiv Detail & Related papers (2021-07-15T21:30:26Z) - DEUP: Direct Epistemic Uncertainty Prediction [56.087230230128185]
Epistemic uncertainty is part of out-of-sample prediction error due to the lack of knowledge of the learner.
We propose a principled approach for directly estimating epistemic uncertainty by learning to predict generalization error and subtracting an estimate of aleatoric uncertainty.
arXiv Detail & Related papers (2021-02-16T23:50:35Z) - Learning to Predict Error for MRI Reconstruction [67.76632988696943]
We demonstrate that predictive uncertainty estimated by the current methods does not highly correlate with prediction error.
We propose a novel method that estimates the target labels and magnitude of the prediction error in two steps.
arXiv Detail & Related papers (2020-02-13T15:55:32Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.