bayesian ensembling
Homogenising SoHO/EIT and SDO/AIA 171\AA$~$ Images: A Deep Learning Approach
Chatterjee, Subhamoy, Muñoz-Jaramillo, Andrés, Dayeh, Maher, Bain, Hazel M., Moreland, Kimberly
Extreme Ultraviolet images of the Sun are becoming an integral part of space weather prediction tasks. However, having different surveys requires the development of instrument-specific prediction algorithms. As an alternative, it is possible to combine multiple surveys to create a homogeneous dataset. In this study, we utilize the temporal overlap of SoHO/EIT and SDO/AIA 171~\AA ~surveys to train an ensemble of deep learning models for creating a single homogeneous survey of EUV images for 2 solar cycles. Prior applications of deep learning have focused on validating the homogeneity of the output while overlooking the systematic estimation of uncertainty. We use an approach called `Approximate Bayesian Ensembling' to generate an ensemble of models whose uncertainty mimics that of a fully Bayesian neural network at a fraction of the cost. We find that ensemble uncertainty goes down as the training set size increases. Additionally, we show that the model ensemble adds immense value to the prediction by showing higher uncertainty in test data that are not well represented in the training data.
Uncertainty in Neural Networks: Approximately Bayesian Ensembling
Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters and data. Ensembling NNs provides an easily implementable, scalable method for uncertainty quantification, however, it has been criticised for not being Bayesian. This work proposes one modification to the usual process that we argue does result in approximate Bayesian inference; regularising parameters about values drawn from a distribution which can be set equal to the prior. A theoretical analysis of the procedure in a simplified setting suggests the recovered posterior is centred correctly but tends to have an underestimated marginal variance, and overestimated correlation. However, two conditions can lead to exact recovery. We argue that these conditions are partially present in NNs. Empirical evaluations demonstrate it has an advantage over standard ensembling, and is competitive with variational methods.