Abstract:Recent methods in quantile regression have adopted a classification perspective to handle challenges posed by heteroscedastic, multimodal, or skewed data by quantizing outputs into fixed bins. Although these regression-as-classification frameworks can capture high-density prediction regions and bypass convex quantile constraints, they are restricted by quantization errors and the curse of dimensionality due to a constant number of bins per dimension. To address these limitations, we introduce a conformalized high-density quantile regression approach with a dynamically adaptive set of prototypes. Our method optimizes the set of prototypes by adaptively adding, deleting, and relocating quantization bins throughout the training process. Moreover, our conformal scheme provides valid coverage guarantees, focusing on regions with the highest probability density. Experiments across diverse datasets and dimensionalities confirm that our method consistently achieves high-quality prediction regions with enhanced coverage and robustness, all while utilizing fewer prototypes and memory, ensuring scalability to higher dimensions. The code is available at https://github.com/batuceng/max_quantile .
Abstract:In this paper, we tackle the task of generating Prediction Intervals (PIs) in high-risk scenarios by proposing enhancements for learning Interval Type-2 (IT2) Fuzzy Logic Systems (FLSs) to address their learning challenges. In this context, we first provide extra design flexibility to the Karnik-Mendel (KM) and Nie-Tan (NT) center of sets calculation methods to increase their flexibility for generating PIs. These enhancements increase the flexibility of KM in the defuzzification stage while the NT in the fuzzification stage. To address the large-scale learning challenge, we transform the IT2-FLS's constraint learning problem into an unconstrained form via parameterization tricks, enabling the direct application of deep learning optimizers. To address the curse of dimensionality issue, we expand the High-Dimensional Takagi-Sugeno-Kang (HTSK) method proposed for type-1 FLS to IT2-FLSs, resulting in the HTSK2 approach. Additionally, we introduce a framework to learn the enhanced IT2-FLS with a dual focus, aiming for high precision and PI generation. Through exhaustive statistical results, we reveal that HTSK2 effectively addresses the dimensionality challenge, while the enhanced KM and NT methods improved learning and enhanced uncertainty quantification performances of IT2-FLSs.
Abstract:General Type-2 (GT2) Fuzzy Logic Systems (FLSs) are perfect candidates to quantify uncertainty, which is crucial for informed decisions in high-risk tasks, as they are powerful tools in representing uncertainty. In this paper, we travel back in time to provide a new look at GT2-FLSs by adopting Zadeh's (Z) GT2 Fuzzy Set (FS) definition, intending to learn GT2-FLSs that are capable of achieving reliable High-Quality Prediction Intervals (HQ-PI) alongside precision. By integrating Z-GT2-FS with the \(\alpha\)-plane representation, we show that the design flexibility of GT2-FLS is increased as it takes away the dependency of the secondary membership function from the primary membership function. After detailing the construction of Z-GT2-FLSs, we provide solutions to challenges while learning from high-dimensional data: the curse of dimensionality, and integrating Deep Learning (DL) optimizers. We develop a DL framework for learning dual-focused Z-GT2-FLSs with high performances. Our study includes statistical analyses, highlighting that the Z-GT2-FLS not only exhibits high-precision performance but also produces HQ-PIs in comparison to its GT2 and IT2 fuzzy counterparts which have more learnable parameters. The results show that the Z-GT2-FLS has a huge potential in uncertainty quantification.
Abstract:Type-1 and Interval Type-2 (IT2) Fuzzy Logic Systems (FLS) excel in handling uncertainty alongside their parsimonious rule-based structure. Yet, in learning large-scale data challenges arise, such as the curse of dimensionality and training complexity of FLSs. The complexity is due mainly to the constraints to be satisfied as the learnable parameters define FSs and the complexity of the center of the sets calculation method, especially of IT2-FLSs. This paper explicitly focuses on the learning problem of FLSs and presents a computationally efficient learning method embedded within the realm of Deep Learning (DL). The proposed method tackles the learning challenges of FLSs by presenting computationally efficient implementations of FLSs, thereby minimizing training time while leveraging mini-batched DL optimizers and automatic differentiation provided within the DL frameworks. We illustrate the efficiency of the DL framework for FLSs on benchmark datasets.
Abstract:Automated lane change is one of the most challenging task to be solved of highly automated vehicles due to its safety-critical, uncertain and multi-agent nature. This paper presents the novel deployment of the state of art Q learning method, namely Rainbow DQN, that uses a new safety driven rewarding scheme to tackle the issues in an dynamic and uncertain simulation environment. We present various comparative results to show that our novel approach of having reward feedback from the safety layer dramatically increases both the agent's performance and sample efficiency. Furthermore, through the novel deployment of Rainbow DQN, it is shown that more intuition about the agent's actions is extracted by examining the distributions of generated Q values of the agents. The proposed algorithm shows superior performance to the baseline algorithm in the challenging scenarios with only 200000 training steps (i.e. equivalent to 55 hours driving).