How disentangled are your classification uncertainties?

Uncertainty Quantification in Machine Learning has progressed to predicting the source of uncertainty in a prediction: Uncertainty from stochasticity in the data (aleatoric), or uncertainty from limitations of the model (epistemic). Generally, each uncertainty is evaluated in isolation, but this obscures the fact that they are often not truly disentangled. This work proposes a set of experiments to evaluate disentanglement of aleatoric and epistemic uncertainty, and uses these methods to compare two competing formulations for disentanglement (the Information Theoretic approach, and the Gaussian Logits approach). The results suggest that the Information Theoretic approach gives better disentanglement, but that either predicted source of uncertainty is still largely contaminated by the other for both methods. We conclude that with the current methods for disentangling, aleatoric and epistemic uncertainty are not reliably separated, and we provide a clear set of experimental criteria that good uncertainty disentanglement should follow.

Unified Uncertainties: Combining Input, Data and Model Uncertainty into a Single Formulation

Modelling uncertainty in Machine Learning models is essential for achieving safe and reliable predictions. Most research on uncertainty focuses on output uncertainty (predictions), but minimal attention is paid to uncertainty at inputs. We propose a method for propagating uncertainty in the inputs through a Neural Network that is simultaneously able to estimate input, data, and model uncertainty. Our results show that this propagation of input uncertainty results in a more stable decision boundary even under large amounts of input noise than comparatively simple Monte Carlo sampling. Additionally, we discuss and demonstrate that input uncertainty, when propagated through the model, results in model uncertainty at the outputs. The explicit incorporation of input uncertainty may be beneficial in situations where the amount of input uncertainty is known, though good datasets for this are still needed.

Transferring BCI models from calibration to control: Observing shifts in EEG features

Public Motor Imagery-based brain-computer interface (BCI) datasets are being used to develop increasingly good classifiers. However, they usually follow discrete paradigms where participants perform Motor Imagery at regularly timed intervals. It is often unclear what changes may happen in the EEG patterns when users attempt to perform a control task with such a BCI. This may lead to generalisation errors. We demonstrate a new paradigm containing a standard calibration session and a novel BCI control session based on EMG. This allows us to observe similarities in sensorimotor rhythms, and observe the additional preparation effects introduced by the control paradigm. In the Movement Related Cortical Potentials we found large differences between the calibration and control sessions. We demonstrate a CSP-based Machine Learning model trained on the calibration data that can make surprisingly good predictions on the BCI-controlled driving data.

Uncertainty Quantification for cross-subject Motor Imagery classification

Uncertainty Quantification aims to determine when the prediction from a Machine Learning model is likely to be wrong. Computer Vision research has explored methods for determining epistemic uncertainty (also known as model uncertainty), which should correspond with generalisation error. These methods theoretically allow to predict misclassifications due to inter-subject variability. We applied a variety of Uncertainty Quantification methods to predict misclassifications for a Motor Imagery Brain Computer Interface. Deep Ensembles performed best, both in terms of classification performance and cross-subject Uncertainty Quantification performance. However, we found that standard CNNs with Softmax output performed better than some of the more advanced methods.