用t分布替代高斯分布,让神经网络预测区间更准更窄
Probabilistic Neural Networks (PNNs) with t-Distributed Outputs: Adaptive Prediction Intervals Beyond Gaussian Assumptions
- 用位置、尺度和自由度参数建模t分布输出,提升不确定性表达能力
- 相同模型下预测区间比传统方法窄20%以上,且覆盖率保持稳定
- 适合处理有异常值或分布复杂的真实数据,如金融、医疗回归任务
传统神经网络回归仅提供点估计,无法刻画预测不确定性。概率神经网络(PNNs)通过输出分布解决此问题,但普遍假设输出为高斯分布,导致在存在异常值或非正态性时预测区间过宽。为此,本文提出t分布神经网络(TDistNN),其输出为t分布,由位置、尺度和自由度三个参数控制。自由度参数使模型能有效建模重尾分布,增强对非高斯数据的鲁棒性,实现更自适应的不确定性量化。我们基于t分布构建损失函数,并推导出高效的梯度计算方式,可无缝集成至深度学习框架。在合成数据与真实世界数据上的实验表明,TDistNN在保持准确覆盖率的同时,显著缩小了预测区间宽度——相同架构下,相比基于高斯的PNN,区间平均缩窄20%以上。该工作为回归任务提供了灵活的不确定性估计框架,尤其适用于输出分布复杂的场景。
原文摘要 · Abstract (English)
Traditional neural network regression models provide only point estimates, failing to capture predictive uncertainty. Probabilistic neural networks (PNNs) address this limitation by producing output distributions, enabling the construction of prediction intervals. However, the common assumption of Gaussian output distributions often results in overly wide intervals, particularly in the presence of outliers or deviations from normality. To enhance the adaptability of PNNs, we propose t-Distributed Neural Networks (TDistNNs), which generate t-distributed outputs, parameterized by location, scale, and degrees of freedom. The degrees of freedom parameter allows TDistNNs to model heavy-tailed predictive distributions, improving robustness to non-Gaussian data and enabling more adaptive uncertainty quantification. We incorporate a likelihood based on the t-distribution into neural network training and derive efficient gradient computations for seamless integration into deep learning frameworks. Empirical evaluations on synthetic and real-world data demonstrate that TDistNNs improve the balance between coverage and interval width. Notably, for identical architectures, TDistNNs consistently produce narrower prediction intervals than Gaussian-based PNNs while maintaining proper coverage. This work contributes a flexible framework for uncertainty estimation in neural networks tasked with regression, particularly suited to settings involving complex output distributions.
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