用预测区间网络自适应采样,更快降低模型不确定性。
Adaptive Sampling to Reduce Epistemic Uncertainty Using Prediction Interval-Generation Neural Networks
- 基于预测区间间距和实测数据距离,估算模型不确定性
- 通过高斯过程代理模型,批量选择最优采样点
- 在农田施肥实验中比主流方法更快收敛
在科学与工程领域,提升预测模型的确定性对做出可信决策至关重要。然而,为获得高精度模型所需的大量实验既昂贵又耗时。本文提出一种自适应采样方法,以减少预测模型中的认知不确定性。主要贡献包括:设计了一种基于预测区间生成神经网络的不确定性估计指标,该指标利用预测上下界与实际观测值及其邻近点的距离;提出一种基于高斯过程(GPs)的批量采样策略,将训练后的网络作为每轮迭代中的代理模型,并设计获取函数以最大化全空间内不确定性的减少。我们在三个一维合成问题和一个基于农田的多维肥料施用量数据集上测试该方法。结果表明,该方法在收敛速度上持续优于归一化流集成、MC-Dropout 和简单高斯过程。
原文摘要 · Abstract (English)
Obtaining high certainty in predictive models is crucial for making informed and trustworthy decisions in many scientific and engineering domains. However, extensive experimentation required for model accuracy can be both costly and time-consuming. This paper presents an adaptive sampling approach designed to reduce epistemic uncertainty in predictive models. Our primary contribution is the development of a metric that estimates potential epistemic uncertainty leveraging prediction interval-generation neural networks. This estimation relies on the distance between the predicted upper and lower bounds and the observed data at the tested positions and their neighboring points. Our second contribution is the proposal of a batch sampling strategy based on Gaussian processes (GPs). A GP is used as a surrogate model of the networks trained at each iteration of the adaptive sampling process. Using this GP, we design an acquisition function that selects a combination of sampling locations to maximize the reduction of epistemic uncertainty across the domain. We test our approach on three unidimensional synthetic problems and a multi-dimensional dataset based on an agricultural field for selecting experimental fertilizer rates. The results demonstrate that our method consistently converges faster to minimum epistemic uncertainty levels compared to Normalizing Flows Ensembles, MC-Dropout, and simple GPs.
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