An Uncertainty-Aware ED-LSTM for Probabilistic Suffix Prediction
- URL: http://arxiv.org/abs/2505.21339v2
- Date: Fri, 06 Jun 2025 09:03:44 GMT
- Title: An Uncertainty-Aware ED-LSTM for Probabilistic Suffix Prediction
- Authors: Henryk Mustroph, Michel Kunkler, Stefanie Rinderle-Ma,
- Abstract summary: Suffix prediction of business processes forecasts the remaining sequence of events until process completion.<n>We propose probabilistic suffix prediction, a novel approach that approximates a probability distribution of suffixes.<n>The proposed approach is based on an Uncertainty-Aware-Decoder LSTM (U-ED-LSTM) and a Monte Carlo (MC) suffix sampling algorithm.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Suffix prediction of business processes forecasts the remaining sequence of events until process completion. Current approaches focus on predicting the most likely suffix, representing a single scenario. However, when the future course of a process is subject to uncertainty and high variability, the expressiveness of such a single scenario can be limited, since other possible scenarios, which together may have a higher overall probability, are overlooked. To address this limitation, we propose probabilistic suffix prediction, a novel approach that approximates a probability distribution of suffixes. The proposed approach is based on an Uncertainty-Aware Encoder-Decoder LSTM (U-ED-LSTM) and a Monte Carlo (MC) suffix sampling algorithm. We capture epistemic uncertainties via MC dropout and aleatoric uncertainties as learned loss attenuation. This technical report presents a comprehensive evaluation of the probabilistic suffix prediction approach's predictive performance and calibration under three different hyperparameter settings, using four real-life and one artificial event log. The results show that: i) probabilistic suffix prediction can outperform most likely suffix prediction, the U-ED-LSTM has reasonable predictive performance, and ii) the model's predictions are well calibrated.
Related papers
- Optimal Conformal Prediction under Epistemic Uncertainty [61.46247583794497]
Conformal prediction (CP) is a popular framework for representing uncertainty.<n>We introduce Bernoulli prediction sets (BPS) which produce the smallest prediction sets that ensure conditional coverage.<n>When given first-order predictions, BPS reduces to the well-known adaptive prediction sets (APS)
arXiv Detail & Related papers (2025-05-25T08:32:44Z) - Always Tell Me The Odds: Fine-grained Conditional Probability Estimation [37.950889606305836]
We present a state-of-the-art model for fine-grained probability estimation of propositions conditioned on context.<n>We show that our approach consistently outperforms existing fine-tuned and prompting-based methods by a large margin.
arXiv Detail & Related papers (2025-05-02T21:33:18Z) - SMURF-THP: Score Matching-based UnceRtainty quantiFication for
Transformer Hawkes Process [76.98721879039559]
We propose SMURF-THP, a score-based method for learning Transformer Hawkes process and quantifying prediction uncertainty.
Specifically, SMURF-THP learns the score function of events' arrival time based on a score-matching objective.
We conduct extensive experiments in both event type prediction and uncertainty quantification of arrival time.
arXiv Detail & Related papers (2023-10-25T03:33:45Z) - Score Matching-based Pseudolikelihood Estimation of Neural Marked
Spatio-Temporal Point Process with Uncertainty Quantification [59.81904428056924]
We introduce SMASH: a Score MAtching estimator for learning markedPs with uncertainty quantification.
Specifically, our framework adopts a normalization-free objective by estimating the pseudolikelihood of markedPs through score-matching.
The superior performance of our proposed framework is demonstrated through extensive experiments in both event prediction and uncertainty quantification.
arXiv Detail & Related papers (2023-10-25T02:37:51Z) - Conformal Prediction for Deep Classifier via Label Ranking [29.784336674173616]
Conformal prediction is a statistical framework that generates prediction sets with a desired coverage guarantee.
We propose a novel algorithm named $textitSorted Adaptive Prediction Sets$ (SAPS)
SAPS discards all the probability values except for the maximum softmax probability.
arXiv Detail & Related papers (2023-10-10T08:54:14Z) - Ensemble Neural Networks for Remaining Useful Life (RUL) Prediction [0.39287497907611874]
A core part of maintenance planning is a monitoring system that provides a good prognosis on health and degradation.
Here, we propose ensemble neural networks for probabilistic RUL predictions which considers both uncertainties and decouples these two uncertainties.
This method is tested on NASA's turbofan jet engine CMAPSS data-set.
arXiv Detail & Related papers (2023-09-21T19:38:44Z) - 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) - Variational Inference with Coverage Guarantees in Simulation-Based Inference [18.818573945984873]
We propose Conformalized Amortized Neural Variational Inference (CANVI)
CANVI constructs conformalized predictors based on each candidate, compares the predictors using a metric known as predictive efficiency, and returns the most efficient predictor.
We prove lower bounds on the predictive efficiency of the regions produced by CANVI and explore how the quality of a posterior approximation relates to the predictive efficiency of prediction regions based on that approximation.
arXiv Detail & Related papers (2023-05-23T17:24:04Z) - Creating Probabilistic Forecasts from Arbitrary Deterministic Forecasts
using Conditional Invertible Neural Networks [0.19573380763700712]
We use a conditional Invertible Neural Network (cINN) to learn the underlying distribution of the data and then combine the uncertainty from this distribution with an arbitrary deterministic forecast.
Our approach enables the simple creation of probabilistic forecasts without complicated statistical loss functions or further assumptions.
arXiv Detail & Related papers (2023-02-03T15:11:39Z) - Conformal Prediction Intervals for Remaining Useful Lifetime Estimation [5.171601921549565]
We investigate the conformal prediction (CP) framework that represents uncertainty by predicting sets of possible values for the target variable.
CP formally guarantees that the actual value (true RUL) is covered by the predicted set with a degree of certainty that can be prespecified.
We study three CP algorithms to conformalize any single-point RUL predictor and turn it into a valid interval predictor.
arXiv Detail & Related papers (2022-12-30T09:34:29Z) - Uncertainty estimation of pedestrian future trajectory using Bayesian
approximation [137.00426219455116]
Under dynamic traffic scenarios, planning based on deterministic predictions is not trustworthy.
The authors propose to quantify uncertainty during forecasting using approximation which deterministic approaches fail to capture.
The effect of dropout weights and long-term prediction on future state uncertainty has been studied.
arXiv Detail & Related papers (2022-05-04T04:23:38Z) - Taming Overconfident Prediction on Unlabeled Data from Hindsight [50.9088560433925]
Minimizing prediction uncertainty on unlabeled data is a key factor to achieve good performance in semi-supervised learning.
This paper proposes a dual mechanism, named ADaptive Sharpening (ADS), which first applies a soft-threshold to adaptively mask out determinate and negligible predictions.
ADS significantly improves the state-of-the-art SSL methods by making it a plug-in.
arXiv Detail & Related papers (2021-12-15T15:17:02Z) - Propagating State Uncertainty Through Trajectory Forecasting [34.53847097769489]
Trajectory forecasting is surrounded by uncertainty as its inputs are produced by (noisy) upstream perception.
Most trajectory forecasting methods do not account for upstream uncertainty, instead taking only the most-likely values.
We present a novel method for incorporating perceptual state uncertainty in trajectory forecasting, a key component of which is a new statistical distance-based loss function.
arXiv Detail & Related papers (2021-10-07T08:51:16Z) - Probabilistic Gradient Boosting Machines for Large-Scale Probabilistic
Regression [51.770998056563094]
Probabilistic Gradient Boosting Machines (PGBM) is a method to create probabilistic predictions with a single ensemble of decision trees.
We empirically demonstrate the advantages of PGBM compared to existing state-of-the-art methods.
arXiv Detail & Related papers (2021-06-03T08:32:13Z) - 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)
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.