Improving MC-Dropout Uncertainty Estimates with Calibration Error-based Optimization

Uncertainty quantification of machine learning and deep learning methods plays an important role in enhancing trust to the obtained result. In recent years, a numerous number of uncertainty quantification methods have been introduced. Monte Carlo dropout (MC-Dropout) is one of the most well-known techniques to quantify uncertainty in deep learning methods. In this study, we propose two new loss functions by combining cross entropy with Expected Calibration Error (ECE) and Predictive Entropy (PE). The obtained results clearly show that the new proposed loss functions lead to having a calibrated MC-Dropout method. Our results confirmed the great impact of the new hybrid loss functions for minimising the overlap between the distributions of uncertainty estimates for correct and incorrect predictions without sacrificing the model's overall performance.

Uncertainty-Aware Credit Card Fraud Detection Using Deep Learning

Countless research works of deep neural networks (DNNs) in the task of credit card fraud detection have focused on improving the accuracy of point predictions and mitigating unwanted biases by building different network architectures or learning models. Quantifying uncertainty accompanied by point estimation is essential because it mitigates model unfairness and permits practitioners to develop trustworthy systems which abstain from suboptimal decisions due to low confidence. Explicitly, assessing uncertainties associated with DNNs predictions is critical in real-world card fraud detection settings for characteristic reasons, including (a) fraudsters constantly change their strategies, and accordingly, DNNs encounter observations that are not generated by the same process as the training distribution, (b) owing to the time-consuming process, very few transactions are timely checked by professional experts to update DNNs. Therefore, this study proposes three uncertainty quantification (UQ) techniques named Monte Carlo dropout, ensemble, and ensemble Monte Carlo dropout for card fraud detection applied on transaction data. Moreover, to evaluate the predictive uncertainty estimates, UQ confusion matrix and several performance metrics are utilized. Through experimental results, we show that the ensemble is more effective in capturing uncertainty corresponding to generated predictions. Additionally, we demonstrate that the proposed UQ methods provide extra insight to the point predictions, leading to elevate the fraud prevention process.

An Uncertainty-Aware Deep Learning Framework for Defect Detection in Casting Products

Defects are unavoidable in casting production owing to the complexity of the casting process. While conventional human-visual inspection of casting products is slow and unproductive in mass productions, an automatic and reliable defect detection not just enhances the quality control process but positively improves productivity. However, casting defect detection is a challenging task due to diversity and variation in defects' appearance. Convolutional neural networks (CNNs) have been widely applied in both image classification and defect detection tasks. Howbeit, CNNs with frequentist inference require a massive amount of data to train on and still fall short in reporting beneficial estimates of their predictive uncertainty. Accordingly, leveraging the transfer learning paradigm, we first apply four powerful CNN-based models (VGG16, ResNet50, DenseNet121, and InceptionResNetV2) on a small dataset to extract meaningful features. Extracted features are then processed by various machine learning algorithms to perform the classification task. Simulation results demonstrate that linear support vector machine (SVM) and multi-layer perceptron (MLP) show the finest performance in defect detection of casting images. Secondly, to achieve a reliable classification and to measure epistemic uncertainty, we employ an uncertainty quantification (UQ) technique (ensemble of MLP models) using features extracted from four pre-trained CNNs. UQ confusion matrix and uncertainty accuracy metric are also utilized to evaluate the predictive uncertainty estimates. Comprehensive comparisons reveal that UQ method based on VGG16 outperforms others to fetch uncertainty. We believe an uncertainty-aware automatic defect detection solution will reinforce casting productions quality assurance.

Confidence Aware Neural Networks for Skin Cancer Detection

Deep learning (DL) models have received particular attention in medical imaging due to their promising pattern recognition capabilities. However, Deep Neural Networks (DNNs) require a huge amount of data, and because of the lack of sufficient data in this field, transfer learning can be a great solution. DNNs used for disease diagnosis meticulously concentrate on improving the accuracy of predictions without providing a figure about their confidence of predictions. Knowing how much a DNN model is confident in a computer-aided diagnosis model is necessary for gaining clinicians' confidence and trust in DL-based solutions. To address this issue, this work presents three different methods for quantifying uncertainties for skin cancer detection from images. It also comprehensively evaluates and compares performance of these DNNs using novel uncertainty-related metrics. The obtained results reveal that the predictive uncertainty estimation methods are capable of flagging risky and erroneous predictions with a high uncertainty estimate. We also demonstrate that ensemble approaches are more reliable in capturing uncertainties through inference.