Urban flows prediction from spatial-temporal data using machine learning: A survey <s> Data uncertainty <s> This paper evaluates the four leading techniques proposed in the literature for construction of prediction intervals (PIs) for neural network point forecasts. The delta, Bayesian, bootstrap, and mean-variance estimation (MVE) methods are reviewed and their performance for generating high-quality PIs is compared. PI-based measures are proposed and applied for the objective and quantitative assessment of each method's performance. A selection of 12 synthetic and real-world case studies is used to examine each method's performance for PI construction. The comparison is performed on the basis of the quality of generated PIs, the repeatability of the results, the computational requirements and the PIs variability with regard to the data uncertainty. The obtained results in this paper indicate that: 1) the delta and Bayesian methods are the best in terms of quality and repeatability, and 2) the MVE and bootstrap methods are the best in terms of low computational load and the width variability of PIs. This paper also introduces the concept of combinations of PIs, and proposes a new method for generating combined PIs using the traditional PIs. Genetic algorithm is applied for adjusting the combiner parameters through minimization of a PI-based cost function subject to two sets of restrictions. It is shown that the quality of PIs produced by the combiners is dramatically better than the quality of PIs obtained from each individual method. <s> BIB001 </s> Urban flows prediction from spatial-temporal data using machine learning: A survey <s> Data uncertainty <s> While perception tasks such as visual object recognition and text understanding play an important role in human intelligence, the subsequent tasks that involve inference, reasoning and planning require an even higher level of intelligence. The past few years have seen major advances in many perception tasks using deep learning models. For higher-level inference, however, probabilistic graphical models with their Bayesian nature are still more powerful and flexible. To achieve integrated intelligence that involves both perception and inference, it is naturally desirable to tightly integrate deep learning and Bayesian models within a principled probabilistic framework, which we call Bayesian deep learning. In this unified framework, the perception of text or images using deep learning can boost the performance of higher-level inference and in return, the feedback from the inference process is able to enhance the perception of text or images. This paper proposes a general framework for Bayesian deep learning and reviews its recent applications on recommender systems, topic models, and control. In this paper, we also discuss the relationship and differences between Bayesian deep learning and other related topics like Bayesian treatment of neural networks. <s> BIB002 </s> Urban flows prediction from spatial-temporal data using machine learning: A survey <s> Data uncertainty <s> Deep neural networks (NNs) are powerful black box predictors that have recently achieved impressive performance on a wide spectrum of tasks. Quantifying predictive uncertainty in NNs is a challenging and yet unsolved problem. Bayesian NNs, which learn a distribution over weights, are currently the state-of-the-art for estimating predictive uncertainty; however these require significant modifications to the training procedure and are computationally expensive compared to standard (non-Bayesian) NNs. We propose an alternative to Bayesian NNs that is simple to implement, readily parallelizable, requires very little hyperparameter tuning, and yields high quality predictive uncertainty estimates. Through a series of experiments on classification and regression benchmarks, we demonstrate that our method produces well-calibrated uncertainty estimates which are as good or better than approximate Bayesian NNs. To assess robustness to dataset shift, we evaluate the predictive uncertainty on test examples from known and unknown distributions, and show that our method is able to express higher uncertainty on out-of-distribution examples. We demonstrate the scalability of our method by evaluating predictive uncertainty estimates on ImageNet. <s> BIB003 </s> Urban flows prediction from spatial-temporal data using machine learning: A survey <s> Data uncertainty <s> We present a novel approach to probabilistic time series forecasting that combines state space models with deep learning. By parametrizing a per-time-series linear state space model with a jointly-learned recurrent neural network, our method retains desired properties of state space models such as data efficiency and interpretability, while making use of the ability to learn complex patterns from raw data offered by deep learning approaches. Our method scales gracefully from regimes where little training data is available to regimes where data from millions of time series can be leveraged to learn accurate models. We provide qualitative as well as quantitative results with the proposed method, showing that it compares favorably to the state-of-the-art. <s> BIB004 </s> Urban flows prediction from spatial-temporal data using machine learning: A survey <s> Data uncertainty <s> Medicine, even from the earliest days of artificial intelligence (AI) research, has been one of the most inspiring and promising domains for the application of AI-based approaches. Equally, it has been one of the more challenging areas to see an effective adoption. There are many reasons for this, primarily the reluctance to delegate decision making to machine intelligence in cases where patient safety is at stake. To address some of these challenges, medical AI, especially in its modern data-rich deep learning guise, needs to develop a principled and formal uncertainty quantification (UQ) discipline, just as we have seen in fields such as nuclear stockpile stewardship and risk management. The data-rich world of AI-based learning and the frequent absence of a well-understood underlying theory poses its own unique challenges to straightforward adoption of UQ. These challenges, while not trivial, also present significant new research opportunities for the development of new theoretical approaches, and for the practical applications of UQ in the area of machine-assisted medical decision making. Understanding prediction system structure and defensibly quantifying uncertainty is possible, and, if done, can significantly benefit both research and practical applications of AI in this critical domain. <s> BIB005
In the actual deployment of machine learning algorithm, in order to better explain the model and effectively deal with the risk caused by data uncertainty, researchers proposed to adopt uncertainty quantification to alleviate the problem of data uncertainty BIB001 BIB005 . Bayesian Deep Learning BIB002 is a kind of uncertainty quantification technique which can learn the weight distribution of networks. Quantifying predictive uncertainty in neural networks, which as a challenging problem, Lakshminarayanan et al. BIB003 proposed a model which puts uncertainty into the loss function and is directly optimized through BP algorithm. Rangapuram et al. BIB004 combined state space models with deep learning for probabilistic time series forecasting, this method keeps properties of state space models such as data interpretability. Recently, more and more uncertainty quantification research works emerge in the traffic forecast field, it could be hoped to be a novel direction for traffic forecast research.