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HybridFlow: Quantification of Aleatoric and Epistemic Uncertainty with a Single Hybrid Model

Created by
  • Haebom

Author

Peter Van Katwyk, Karianne J. Bergen

Outline

HybridFlow is a modular hybrid architecture that integrates aleatoric and epistemic uncertainty. It estimates aleatoric uncertainty using a conditional masked autoregressive regularization flow, and models epistemic uncertainty through flexible probabilistic predictors. HybridFlow outperforms existing uncertainty quantification frameworks on a variety of regression tasks, including depth estimation, regression benchmarks, and ice sheet emulation scientific research. Furthermore, we demonstrate that the uncertainty quantified by HybridFlow is compensated and matches model error better than existing methods for quantifying aleatoric and epistemic uncertainty.

Takeaways, Limitations

Integrating aleatoric and epistemic uncertainties within a single framework improves model robustness.
It can be easily applied to existing architectures by integrating with various probabilistic model classes.
It shows excellent performance in various regression tasks such as depth estimation, regression benchmarks, and scientific research.
The uncertainty quantified by HybridFlow is compensated for and better matches the model error.
Solving the problem of modeling aleatoric and epistemic uncertainty, a key challenge in Bayesian deep learning.
The specific Limitations is not presented in the paper.
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