Model uncertainty quantification with dynamic parameters
AssigneeThe Toronto-Dominion Bank
InventorsValentin Victor Villecroze, Gabriel Loaiza Ganem, Maksims Volkovs
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AssigneeThe Toronto-Dominion Bank
InventorsValentin Victor Villecroze, Gabriel Loaiza Ganem, Maksims Volkovs
Estimating the term…
An uncertainty model is used to quantify uncertainty about model predictions using a model architecture including a layer with static parameters and a layer with dynamic parameters. The dynamic parameters are determined by sampling from a probability distribution and applying an invertible model, such as a normalizing flow. As such, the output of the invertible model generates a set of parameter values together for the dynamic model layer. Different samples of the probability distribution applied to the invertible model yield different sets of dynamic parameter values. By generating model outputs with different sets of dynamic model parameter values, the uncertainty of the trained model can be quantified and used to determine the extent to which model evaluation could vary for different trained parameter values.
A system comprising:
A method, comprising:
A non-transitory computer-readable medium, the non-transitory computer-readable medium comprising instructions executable by a processor for:
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