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אקדמי בכיר

Integrated prediction intervals and specific value predictions for regression problems using neural networks

Eli Simhayev, Gilad Katz,Lior Rokach

Improving the robustness of neural nets in regression tasks is key to their application in multiple domains. Deep learning-based approaches aim to achieve this goal either by improving their prediction of specific values (i.e., point prediction), or by producing prediction intervals (PIs) that quantify uncertainty. We present IPIV, a deep neural network for producing both a PI and a value prediction. Our loss function expresses the value prediction as a function of the upper and lower bounds, thus ensuring that it falls within the interval without increasing model complexity. Moreover, our approach makes no assumptions regarding data distribution within the PI, making its value prediction more effective for various real-world problems. Experiments and ablation tests on known benchmarks show that our approach produces tighter uncertainty bounds than the current state-of-the-art approaches for producing PIs, while maintaining comparable performance to the state-of-the-art approach for value-prediction. Additionally, we go beyond previous work and include large image datasets in our evaluation, where IPIV is combined with modern neural nets.

שפת פרסום אנגלית
כתב עת Knowledge-Based Systems
כרך 247
סטטוס פרסום פורסם - 08.07.2022
108685

Keywords

Deep learning
Prediction intervals
Regression

ASJC Scopus subject areas

Software
Management Information Systems
Information Systems and Management
Artificial Intelligence
גישה למסמך
10.1016/j.knosys.2022.108685
קבצים וקישורים אחרים
Link to publication in Scopus