Uncertainty Voting Ensemble for Imbalanced Deep Regression
- URL: http://arxiv.org/abs/2305.15178v4
- Date: Fri, 25 Oct 2024 20:54:15 GMT
- Title: Uncertainty Voting Ensemble for Imbalanced Deep Regression
- Authors: Yuchang Jiang, Vivien Sainte Fare Garnot, Konrad Schindler, Jan Dirk Wegner,
- Abstract summary: In this paper, we introduce UVOTE, a method for learning from imbalanced data.
We replace traditional regression losses with negative log-likelihood, which also predicts sample-wise aleatoric uncertainty.
We show that UVOTE consistently outperforms the prior art, while at the same time producing better-calibrated uncertainty estimates.
- Score: 20.176217123752465
- License:
- Abstract: Data imbalance is ubiquitous when applying machine learning to real-world problems, particularly regression problems. If training data are imbalanced, the learning is dominated by the densely covered regions of the target distribution and the learned regressor tends to exhibit poor performance in sparsely covered regions. Beyond standard measures like oversampling or reweighting, there are two main approaches to handling learning from imbalanced data. For regression, recent work leverages the continuity of the distribution, while for classification, the trend has been to use ensemble methods, allowing some members to specialize in predictions for sparser regions. In our method, named UVOTE, we integrate recent advances in probabilistic deep learning with an ensemble approach for imbalanced regression. We replace traditional regression losses with negative log-likelihood, which also predicts sample-wise aleatoric uncertainty. Our experiments show that this loss function handles imbalance better. Additionally, we use the predicted aleatoric uncertainty values to fuse the predictions of different expert models in the ensemble, eliminating the need for a separate aggregation module. We compare our method with existing alternatives on multiple public benchmarks and show that UVOTE consistently outperforms the prior art, while at the same time producing better-calibrated uncertainty estimates. Our code is available at https://github.com/SherryJYC/UVOTE.
Related papers
- Beyond the Norms: Detecting Prediction Errors in Regression Models [26.178065248948773]
This paper tackles the challenge of detecting unreliable behavior in regression algorithms.
We introduce the notion of unreliability in regression, when the output of the regressor exceeds a specified discrepancy (or error)
We show empirical improvements in error detection for multiple regression tasks, consistently outperforming popular baseline approaches.
arXiv Detail & Related papers (2024-06-11T05:51:44Z) - Relaxed Quantile Regression: Prediction Intervals for Asymmetric Noise [51.87307904567702]
Quantile regression is a leading approach for obtaining such intervals via the empirical estimation of quantiles in the distribution of outputs.
We propose Relaxed Quantile Regression (RQR), a direct alternative to quantile regression based interval construction that removes this arbitrary constraint.
We demonstrate that this added flexibility results in intervals with an improvement in desirable qualities.
arXiv Detail & Related papers (2024-06-05T13:36:38Z) - Variational Deep Survival Machines: Survival Regression with Censored Outcomes [11.82370259688716]
Survival regression aims to predict the time when an event of interest will take place, typically a death or a failure.
We present a novel method to predict the survival time by better clustering the survival data and combine primitive distributions.
arXiv Detail & Related papers (2024-04-24T02:16:00Z) - Generalized Regression with Conditional GANs [2.4171019220503402]
We propose to learn a prediction function whose outputs, when paired with the corresponding inputs, are indistinguishable from feature-label pairs in the training dataset.
We show that this approach to regression makes fewer assumptions on the distribution of the data we are fitting to and, therefore, has better representation capabilities.
arXiv Detail & Related papers (2024-04-21T01:27:47Z) - Probabilistic Contrastive Learning for Long-Tailed Visual Recognition [78.70453964041718]
Longtailed distributions frequently emerge in real-world data, where a large number of minority categories contain a limited number of samples.
Recent investigations have revealed that supervised contrastive learning exhibits promising potential in alleviating the data imbalance.
We propose a novel probabilistic contrastive (ProCo) learning algorithm that estimates the data distribution of the samples from each class in the feature space.
arXiv Detail & Related papers (2024-03-11T13:44:49Z) - Engression: Extrapolation through the Lens of Distributional Regression [2.519266955671697]
We propose a neural network-based distributional regression methodology called engression'
An engression model is generative in the sense that we can sample from the fitted conditional distribution and is also suitable for high-dimensional outcomes.
We show that engression can successfully perform extrapolation under some assumptions such as monotonicity, whereas traditional regression approaches such as least-squares or quantile regression fall short under the same assumptions.
arXiv Detail & Related papers (2023-07-03T08:19:00Z) - Distributional Reinforcement Learning with Dual Expectile-Quantile Regression [51.87411935256015]
quantile regression approach to distributional RL provides flexible and effective way of learning arbitrary return distributions.
We show that distributional guarantees vanish, and we empirically observe that the estimated distribution rapidly collapses to its mean estimation.
Motivated by the efficiency of $L$-based learning, we propose to jointly learn expectiles and quantiles of the return distribution in a way that allows efficient learning while keeping an estimate of the full distribution of returns.
arXiv Detail & Related papers (2023-05-26T12:30:05Z) - Variation-Incentive Loss Re-weighting for Regression Analysis on Biased
Data [8.115323786541078]
We aim to improve the accuracy of the regression analysis by addressing the data skewness/bias during model training.
We propose a Variation-Incentive Loss re-weighting method (VILoss) to optimize the gradient descent-based model training for regression analysis.
arXiv Detail & Related papers (2021-09-14T10:22:21Z) - Regression Bugs Are In Your Model! Measuring, Reducing and Analyzing
Regressions In NLP Model Updates [68.09049111171862]
This work focuses on quantifying, reducing and analyzing regression errors in the NLP model updates.
We formulate the regression-free model updates into a constrained optimization problem.
We empirically analyze how model ensemble reduces regression.
arXiv Detail & Related papers (2021-05-07T03:33:00Z) - Learning Probabilistic Ordinal Embeddings for Uncertainty-Aware
Regression [91.3373131262391]
Uncertainty is the only certainty there is.
Traditionally, the direct regression formulation is considered and the uncertainty is modeled by modifying the output space to a certain family of probabilistic distributions.
How to model the uncertainty within the present-day technologies for regression remains an open issue.
arXiv Detail & Related papers (2021-03-25T06:56:09Z) - Evaluating Prediction-Time Batch Normalization for Robustness under
Covariate Shift [81.74795324629712]
We call prediction-time batch normalization, which significantly improves model accuracy and calibration under covariate shift.
We show that prediction-time batch normalization provides complementary benefits to existing state-of-the-art approaches for improving robustness.
The method has mixed results when used alongside pre-training, and does not seem to perform as well under more natural types of dataset shift.
arXiv Detail & Related papers (2020-06-19T05:08:43Z)
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.