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Evaluating model calibration in classification
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control.
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control.
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control.
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2019 (English)In: 22nd International Conference on Artificial Intelligence and Statistics, 2019, p. 3459-3467Conference paper, Published paper (Refereed)
Place, publisher, year, edition, pages
2019. p. 3459-3467
Series
Proceedings of Machine Learning Research, ISSN 2640-3498 ; 89
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-397519ISI: 000509687903053OAI: oai:DiVA.org:uu-397519DiVA, id: diva2:1371935
Conference
AISTATS 2019, April 16–18, Naha, Japan
Available from: 2019-04-25 Created: 2019-11-21 Last updated: 2020-03-25Bibliographically approved
In thesis
1. Deep learning applied to system identification: A probabilistic approach
Open this publication in new window or tab >>Deep learning applied to system identification: A probabilistic approach
2019 (English)Licentiate thesis, comprehensive summary (Other academic)
Abstract [en]

Machine learning has been applied to sequential data for a long time in the field of system identification. As deep learning grew under the late 00's machine learning was again applied to sequential data but from a new angle, not utilizing much of the knowledge from system identification. Likewise, the field of system identification has yet to adopt many of the recent advancements in deep learning. This thesis is a response to that. It introduces the field of deep learning in a probabilistic machine learning setting for problems known from system identification.

Our goal for sequential modeling within the scope of this thesis is to obtain a model with good predictive and/or generative capabilities. The motivation behind this is that such a model can then be used in other areas, such as control or reinforcement learning. The model could also be used as a stepping stone for machine learning problems or for pure recreational purposes.

Paper I and Paper II focus on how to apply deep learning to common system identification problems. Paper I introduces a novel way of regularizing the impulse response estimator for a system. In contrast to previous methods using Gaussian processes for this regularization we propose to parameterize the regularization with a neural network and train this using a large dataset. Paper II introduces deep learning and many of its core concepts for a system identification audience. In the paper we also evaluate several contemporary deep learning models on standard system identification benchmarks. Paper III is the odd fish in the collection in that it focuses on the mathematical formulation and evaluation of calibration in classification especially for deep neural network. The paper proposes a new formalized notation for calibration and some novel ideas for evaluation of calibration. It also provides some experimental results on calibration evaluation.

Place, publisher, year, edition, pages
Uppsala University, 2019
Series
Information technology licentiate theses: Licentiate theses from the Department of Information Technology, ISSN 1404-5117 ; 2019-007
National Category
Signal Processing Probability Theory and Statistics
Research subject
Electrical Engineering with specialization in Signal Processing
Identifiers
urn:nbn:se:uu:diva-397563 (URN)
Supervisors
Available from: 2019-11-18 Created: 2019-11-21 Last updated: 2019-11-21Bibliographically approved

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Vaicenavicius, JuozasAndersson, CarlSchön, Thomas B.

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