prediction variability
Applying SVGD to Bayesian Neural Networks for Cyclical Time-Series Prediction and Inference
Hu, Xinyu, Szerlip, Paul, Karaletsos, Theofanis, Singh, Rohit
A regression-based BNN model is proposed to predict spatiotemporal quantities like hourly rider demand with calibrated uncertainties. The main contributions of this paper are (i) A feed-forward deterministic neural network (DetNN) architecture that predicts cyclical time series data with sensitivity to anomalous forecasting events; (ii) A Bayesian framework applying SVGD to train large neural networks for such tasks, capable of producing time series predictions as well as measures of uncertainty surrounding the predictions. Experiments show that the proposed BNN reduces average estimation error by 10% across 8 U.S. cities compared to a fine-tuned multilayer perceptron (MLP), and 4% better than the same network architecture trained without SVGD.
- North America > United States > California > San Francisco County > San Francisco (0.15)
- North America > United States > New York > New York County > New York City (0.04)
- North America > United States > Illinois > Cook County > Chicago (0.04)
- (3 more...)
- Information Technology > Artificial Intelligence > Machine Learning > Statistical Learning (1.00)
- Information Technology > Artificial Intelligence > Representation & Reasoning > Uncertainty > Bayesian Inference (0.90)
- Information Technology > Artificial Intelligence > Machine Learning > Learning Graphical Models > Directed Networks > Bayesian Learning (0.68)
- Information Technology > Artificial Intelligence > Machine Learning > Neural Networks > Perceptrons (0.54)