Attention mechanism is effective in both focusing the deep learning models on relevant features and interpreting them. However, attentions may be unreliable since the networks that generate them are often trained in a weakly-supervised manner. To overcome this limitation, we introduce the notion of input-dependent uncertainty to the attention mechanism, such that it generates attention for each feature with varying degrees of noise based on the given input, to learn larger variance on instances it is uncertain about. We learn this Uncertainty-aware Attention (UA) mechanism using variational inference, and validate it on various risk prediction tasks from electronic health records on which our model significantly outperforms existing attention models. The analysis of the learned attentions shows that our model generates attentions that comply with clinicians' interpretation, and provide richer interpretation via learned variance. Further evaluation of both the accuracy of the uncertainty calibration and the prediction performance with I don't know'' decision show that UA yields networks with high reliability as well.

The work proposed to apply dropout and l2 weight decay [7] on the model, and add input dependent noise on stochastic attention model. The evaluation compared the results on electronic health record datasets with conventional approaches that use soft attention and stochastic hard attention (which use input-independent noise). The work also evaluated the quality of feature selection by the attention mechanism through comparing it with human selected features, and shown improvement compared to the soft attention. The authors show that the resulting uncertainty prediction allows their models to filter out more false negative. Being able to provide uncertainty of model prediction is a critical criterion for medical domain, and the proposed approach provide reasonable improvement over existing approaches.

Attention mechanism is effective in both focusing the deep learning models on relevant features and interpreting them. However, attentions may be unreliable since the networks that generate them are often trained in a weakly-supervised manner. To overcome this limitation, we introduce the notion of input-dependent uncertainty to the attention mechanism, such that it generates attention for each feature with varying degrees of noise based on the given input, to learn larger variance on instances it is uncertain about. We learn this Uncertainty-aware Attention (UA) mechanism using variational inference, and validate it on various risk prediction tasks from electronic health records on which our model significantly outperforms existing attention models. The analysis of the learned attentions shows that our model generates attentions that comply with clinicians' interpretation, and provide richer interpretation via learned variance.