Uncertainty Quantification in Pairwise Difference Learning for Classification
Organizations: IDIADA Fahrzeugtechnik GmbH, Munich, Germany. · Dr. Ing. h.c. F. Porsche AG, Stuttgart, Germany. · Institute of Informatics, University of Munich (LMU), Germany. · Munich Center for Machine Learning (MCML), Munich, Germany. ·
Abstract
Instead of learning a mapping from instances to outcomes in the standard way, the key idea of pairwise difference learning (PDL) is to learn a function that takes two instances as input and predicts the difference between the respective outcomes. Given a function of this kind, predictions for a query instance are derived from every training example and then averaged. We propose a version of PDL for the task of classification and propose a suitable meta-learning technique for this purpose. Moreover, we address the problem of uncertainty quantification, i.e., of representing and quantifying the uncertainty of a PDL classifier's predictions in a faithful manner. Building on recent work on the decomposition of total uncertainty into aleatoric and epistemic components, we propose different ways of extending corresponding measures to the setting of PDL, depending on how and to what extent uncertainty is represented by the underlying base learner. In large-scale empirical studies, we analyze both the predictive accuracy and the uncertainty awareness of our PDL classifier.
Figures & tables
| Base learner | Averaging | Integrating |
|---|---|---|
| Deterministic | First-order predictor | (Second-order predictor) |
| Probabilistic | First-order predictor | Second-order predictor |
| Bayesian | Second-order predictor | (Third-order predictor) |
| Significant wins | Wins | Average Test Macro F1 | ||||||
|---|---|---|---|---|---|---|---|---|
| Classifier | base | PDC | base | PDC | base | sem | PDC | sem |
| DecisionTree | 2 | 50 | 22 | 76 | 0.7694 | 0.0037 | 0.7982 | 0.0034 |
| ExtraTree | 1 | 61 | 9 | 90 | 0.7434 | 0.0037 | 0.7987 | 0.0035 |
| Bagging | 3 | 26 | 27 | 70 | 0.7906 | 0.0035 | 0.8062 | 0.0034 |
| RandomForest | 5 | 27 | 22 | 73 | 0.7933 | 0.0035 | 0.8073 | 0.0034 |
| ExtraTrees | 6 | 24 | 21 | 77 | 0.7951 | 0.0036 | 0.8113 | 0.0035 |
Appendix figures & tables12 assets
Supplementary material from the paper’s appendix.
Appendix
| Estimator | Unique contribution | Wins |
|---|---|---|
| ExtraTree | 0 | 0 |
| RandomForest | 0.00002 | 1 |
| Bagging | 0.00004 | 2 |
| DecisionTree | 0.00020 | 10 |
| ExtraTrees | 0.00041 | 9 |
| PDC | 0.01312 | 75 |
| # CV | Baseline Macro F1 | PDC Macro F1 | Test | Test | |||
|---|---|---|---|---|---|---|---|
| Estimator | runs | Train | Test | Train | Test | p-value | |
| DecisionTree | 14 | 0.950 | 0.884 | 0.955 | 0.895 | 0.011 | |
| ExtraTree | 11 | 0.915 | 0.844 | 0.924 | 0.861 | 0.017 | |
| ExtraTrees | 26 | 0.985 | 0.828 | 0.991 | 0.853 | 0.025 | |
| RandomForest | 18 | 0.992 | 0.855 | 0.997 | 0.881 | 0.026 | |
| Bagging | 20 | 0.998 | 0.835 | 0.999 | 0.859 | 0.024 | |
Uncertainty Quantification
Uncertainty quantification estimates how reliable predictions and scientific inferences are, and how uncertainty propagates into decisions.
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