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 heteroscedastic model


Uncertainty-aware Surrogate Models for Airfoil Flow Simulations with Denoising Diffusion Probabilistic Models

arXiv.org Artificial Intelligence

Leveraging neural networks as surrogate models for turbulence simulation is a topic of growing interest. At the same time, embodying the inherent uncertainty of simulations in the predictions of surrogate models remains very challenging. The present study makes a first attempt to use denoising diffusion probabilistic models (DDPMs) to train an uncertainty-aware surrogate model for turbulence simulations. Due to its prevalence, the simulation of flows around airfoils with various shapes, Reynolds numbers, and angles of attack is chosen as the learning objective. Our results show that DDPMs can successfully capture the whole distribution of solutions and, as a consequence, accurately estimate the uncertainty of the simulations. The performance of DDPMs is also compared with varying baselines in the form of Bayesian neural networks and heteroscedastic models. Experiments demonstrate that DDPMs outperform the other methods regarding a variety of accuracy metrics. Besides, it offers the advantage of providing access to the complete distributions of uncertainties rather than providing a set of parameters. As such, it can yield realistic and detailed samples from the distribution of solutions. All source codes and datasets utilized in this study are publicly available.


Faithful Heteroscedastic Regression with Neural Networks

arXiv.org Artificial Intelligence

Heteroscedastic regression models a Gaussian variable's mean and variance as a function of covariates. Parametric methods that employ neural networks for these parameter maps can capture complex relationships in the data. Yet, optimizing network parameters via log likelihood gradients can yield suboptimal mean and uncalibrated variance estimates. Current solutions side-step this optimization problem with surrogate objectives or Bayesian treatments. Instead, we make two simple modifications to optimization. Notably, their combination produces a heteroscedastic model with mean estimates that are provably as accurate as those from its homoscedastic counterpart (i.e.~fitting the mean under squared error loss). For a wide variety of network and task complexities, we find that mean estimates from existing heteroscedastic solutions can be significantly less accurate than those from an equivalently expressive mean-only model. Our approach provably retains the accuracy of an equally flexible mean-only model while also offering best-in-class variance calibration. Lastly, we show how to leverage our method to recover the underlying heteroscedastic noise variance.


Correlated Input-Dependent Label Noise in Large-Scale Image Classification

arXiv.org Machine Learning

Large scale image classification datasets often contain noisy labels. We take a principled probabilistic approach to modelling input-dependent, also known as heteroscedastic, label noise in these datasets. We place a multivariate Normal distributed latent variable on the final hidden layer of a neural network classifier. The covariance matrix of this latent variable, models the aleatoric uncertainty due to label noise. We demonstrate that the learned covariance structure captures known sources of label noise between semantically similar and co-occurring classes. Compared to standard neural network training and other baselines, we show significantly improved accuracy on Imagenet ILSVRC 2012 79.3% (+2.6%), Imagenet-21k 47.0% (+1.1%) and JFT 64.7% (+1.6%). We set a new state-of-the-art result on WebVision 1.0 with 76.6% top-1 accuracy. These datasets range from over 1M to over 300M training examples and from 1k classes to more than 21k classes. Our method is simple to use, and we provide an implementation that is a drop-in replacement for the final fully-connected layer in a deep classifier.


Analysis of Softmax Approximation for Deep Classifiers under Input-Dependent Label Noise

arXiv.org Machine Learning

Modelling uncertainty arising from input-dependent label noise is an increasingly important problem. A state-of-the-art approach for classification [Kendall and Gal, 2017] places a normal distribution over the softmax logits, where the mean and variance of this distribution are learned functions of the inputs. This approach achieves impressive empirical performance but lacks theoretical justification. We show that this model is a special case of a well known and theoretically understood model studied in econometrics. Under this view the softmax over the logit distribution is a smooth approximation to an argmax, where the approximation is exact in the zero temperature limit. We further illustrate that the softmax temperature controls a bias-variance trade-off and the optimal point on this trade-off is not always found at 1.0. By tuning the softmax temperature, we achieve improved performance on well known image classification benchmarks with controlled label noise. For image segmentation, where input-dependent label noise naturally arises, we show that tuning the temperature increases the mean IoU on the PASCAL VOC and Cityscapes datasets by more than 1% over the state-of-the-art model and a strong baseline that does not model this noise source.


Few-shot brain segmentation from weakly labeled data with deep heteroscedastic multi-task networks

arXiv.org Machine Learning

In applications of supervised learning applied to medical image segmentation, the need for large amounts of labeled data typically goes unquestioned. In particular, in the case of brain anatomy segmentation, hundreds or thousands of weakly-labeled volumes are often used as training data. In this paper, we first observe that for many brain structures, a small number of training examples, (n=9), weakly labeled using Freesurfer 6.0, plus simple data augmentation, suffice as training data to achieve high performance, achieving an overall mean Dice coefficient of $0.84 \pm 0.12$ compared to Freesurfer over 28 brain structures in T1-weighted images of $\approx 4000$ 9-10 year-olds from the Adolescent Brain Cognitive Development study. We then examine two varieties of heteroscedastic network as a method for improving classification results. An existing proposal by Kendall and Gal, which uses Monte-Carlo inference to learn to predict the variance of each prediction, yields an overall mean Dice of $0.85 \pm 0.14$ and showed statistically significant improvements over 25 brain structures. Meanwhile a novel heteroscedastic network which directly learns the probability that an example has been mislabeled yielded an overall mean Dice of $0.87 \pm 0.11$ and showed statistically significant improvements over all but one of the brain structures considered. The loss function associated to this network can be interpreted as performing a form of learned label smoothing, where labels are only smoothed where they are judged to be uncertain.