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Uncertainty Estimation with Recursive Feature Machines
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, Artificial Intelligence.ORCID iD: 0000-0003-4397-9952
(Department of Computer Science and Engineering, UC San Diego)
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, Artificial Intelligence.ORCID iD: 0000-0001-5183-234X
(Halicioglu Data Science Institute, UC San Diego)
2024 (English)Conference paper, Published paper (Refereed)
Abstract [en]

In conventional regression analysis, predictions are typically represented as point estimates derived from covariates. The Gaussian Process (GP) offer a kernel-based framework that predicts and additionally quantifies associated uncertainties. However, kernel-based methods often underperform ensemble-based decision tree approaches in regression tasks involving tabular and categorical data. Recently, Recursive Feature Machines (RFMs) were proposed as a novel feature-learning kernel which strengthens the capabilities of kernel machines. In this study, we harness the power RFMs in a probabilistic GP-based approach to enhance uncertainty estimation through feature extraction within kernel methods. We employ this learned kernel for in-depth uncertainty analysis. On tabular datasets, our RFM-based method surpasses other leading uncertainty estimation techniques, including NGBoost and CatBoost-ensemble. Additionally, when assessing out-of-distribution performance, we found that boosting-based methods are surpassed by our RFM-based approach.

Place, publisher, year, edition, pages
2024.
National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:uu:diva-526129OAI: oai:DiVA.org:uu-526129DiVA, id: diva2:1848873
Conference
The 40th Conference on Uncertainty in Artificial Intelligence
Available from: 2024-04-04 Created: 2024-04-04 Last updated: 2024-08-28Bibliographically approved
In thesis
1. On Deep Learning for Low-Dimensional Representations
Open this publication in new window or tab >>On Deep Learning for Low-Dimensional Representations
2024 (English)Doctoral thesis, comprehensive summary (Other academic)
Abstract [en]

In science and engineering, we are often concerned with creating mathematical models from data. These models are abstractions of observed real-world processes where the goal is often to understand these processes or to use the models to predict future instances of the observed process. Natural processes often exhibit low-dimensional structures which we can embed into the model. In mechanistic models, we directly include this structure into the model through mathematical equations often inspired by physical constraints. In contrast, within machine learning and particularly in deep learning we often deal with high-dimensional data such as images and learn a model without imposing a low-dimensional structure. Instead, we learn some kind of representations that are useful for the task at hand. While representation learning arguably enables the power of deep neural networks, it is less clear how to understand real-world processes from these models or whether we can benefit from including a low-dimensional structure in the model.

Learning from data with intrinsic low-dimensional structure and how to replicate this structure in machine learning models is studied within this dissertation. While we put specific emphasis on deep neural networks, we also consider kernel machines in the context of Gaussian processes, as well as linear models, for example by studying the generalisation of models with an explicit low-dimensional structure. First, we argue that many real-world observations have an intrinsic low-dimensional structure. We can find evidence of this structure for example through low-rank approximations of many real-world data sets. Then, we face two open-ended research questions. First, we study the behaviour of machine learning models when they are trained on data with low-dimensional structures. Here we investigate fundamental aspects of learning low-dimensional representations and how well models with explicit low-dimensional structures perform. Second, we focus on applications in the modelling of dynamical systems and the medical domain. We investigate how we can benefit from low-dimensional representations for these applications and explore the potential of low-dimensional model structures for predictive tasks. Finally, we give a brief outlook on how we go beyond learning low-dimensional structures and identify the underlying mechanisms that generate the data to better model and understand these processes.

This dissertation provides an overview of learning low-dimensional structures in machine learning models. It covers a wide range of topics from representation learning over the study of generalisation in overparameterized models to applications with time series and medical applications. However, each contribution opens up a range of questions to study in the future. Therefore this dissertation serves as a starting point to further explore learning of low-dimensional structure and representations.

Place, publisher, year, edition, pages
Uppsala: Acta Universitatis Upsaliensis, 2024. p. 110
Series
Digital Comprehensive Summaries of Uppsala Dissertations from the Faculty of Science and Technology, ISSN 1651-6214 ; 2392
Keywords
Machine Learning, Deep Learning, Gaussian Process, Low-Dimensional Representations, Representation Learning, Dynamical Systems, Electrocardiogram
National Category
Computer Sciences
Identifiers
urn:nbn:se:uu:diva-526130 (URN)978-91-513-2102-8 (ISBN)
Public defence
2024-06-14, room 80121, Ångströmlaboratoriet, Lägerhyddsvägen 1, Uppsala, 09:15 (English)
Opponent
Supervisors
Available from: 2024-05-02 Created: 2024-04-07 Last updated: 2024-05-02

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Gedon, DanielSchön, Thomas B.

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