让流程预测能给出多种可能结果,更真实反映不确定性。
An Uncertainty-Aware ED-LSTM for Probabilistic Suffix Prediction
- 用带不确定性感知的LSTM+蒙特卡洛采样,生成概率化流程尾部
- 在5个数据集上表现优于单一最可能结果预测,且预测可信度高
- 适合需要风险评估的业务流程管理系统
业务流程的后缀预测旨在预估流程完成前的剩余事件序列。现有方法通常只预测最可能的后缀,仅呈现单一情景。当流程未来存在高不确定性和变异性时,这种单一预测表达力有限,忽略了其他虽概率较低但整体可能性更高的情景。为此,本文提出概率化后缀预测,通过不确定性感知的编码器-解码器LSTM(U-ED-LSTM)与蒙特卡洛(MC)后缀采样算法,近似后缀的概率分布。利用MC丢弃捕获认知不确定性,以学习的损失衰减表示随机不确定性。本技术报告在三个超参数设置下,基于四个真实事件日志和一个人工事件日志,全面评估了该方法的预测性能与校准性。结果表明:i)概率化后缀预测优于最可能后缀预测,且U-ED-LSTM具备合理预测能力;ii)模型预测具有良好校准性。
原文摘要 · Abstract (English)
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.
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