论文标题
预测不确定性的贝叶斯神经网络与前柱校准
Bayesian Neural Network Versus Ex-Post Calibration For Prediction Uncertainty
论文作者
论文摘要
在许多现实世界和高影响力决策设置中，从分类过程中说明预测不确定性的神经网络的概率预测至关重要。但是，实际上，大多数数据集经过非稳定神经网络的培训，默认情况下，这些神经网络不会捕获这种固有的不确定性。这个众所周知的问题导致了事后校准程序的发展，例如PLATT缩放（Logistic），等渗和β校准，这将得分转化为校准良好的经验概率。校准方法的合理替代方法是使用贝叶斯神经网络，该网络直接建模预测分布。尽管它们已应用于图像和文本数据集，但在表格和小型数据制度中的采用有限。在本文中，我们证明，与校准神经网络相比，贝叶斯神经网络会产生竞争性能，并在各种数据集中进行实验。
Probabilistic predictions from neural networks which account for predictive uncertainty during classification is crucial in many real-world and high-impact decision making settings. However, in practice most datasets are trained on non-probabilistic neural networks which by default do not capture this inherent uncertainty. This well-known problem has led to the development of post-hoc calibration procedures, such as Platt scaling (logistic), isotonic and beta calibration, which transforms the scores into well calibrated empirical probabilities. A plausible alternative to the calibration approach is to use Bayesian neural networks, which directly models a predictive distribution. Although they have been applied to images and text datasets, they have seen limited adoption in the tabular and small data regime. In this paper, we demonstrate that Bayesian neural networks yields competitive performance when compared to calibrated neural networks and conduct experiments across a wide array of datasets.
