Calculating Prediction Uncertainty using Posterior Ensembles Generated from Proxy Models

2014 ◽  
Author(s):  
S. Fillacier ◽  
A.E. Fincham ◽  
R.P. Hammersley ◽  
J.R. Heritage ◽  
I. Kolbikova ◽  
...  
Keyword(s):  
Prediction Uncertainty ◽  
Proxy Models

Calculating Prediction Uncertainty using Posterior Ensembles Generated from Proxy Models (Russian)

2014 ◽  
Author(s):  
S. Fillacier ◽  
A.E. Fincham ◽  
R.P. Hammersley ◽  
J.R. Heritage ◽  
I. Kolbikova ◽  
...  
Keyword(s):  
Prediction Uncertainty ◽  
Proxy Models

scholarly journals Quantifying the uncertainty of deep learning-based computer-aided diagnosis for patient safety

2019 ◽  
Vol 5 (1) ◽  
pp. 223-226
Author(s):  
Max-Heinrich Laves ◽  
Sontje Ihler ◽  
Tobias Ortmaier ◽  
Lüder A. Kahrs
Keyword(s):  
Monte Carlo ◽  
Patient Safety ◽  
Deep Learning ◽  
Epistemic Uncertainty ◽  
Computer Aided Diagnosis ◽  
Uncertainty Estimation ◽  
Test Time ◽  
Prediction Uncertainty ◽  
Computer Aided ◽  
Aided Diagnosis

AbstractIn this work, we discuss epistemic uncertainty estimation obtained by Bayesian inference in diagnostic classifiers and show that the prediction uncertainty highly correlates with goodness of prediction. We train the ResNet-18 image classifier on a dataset of 84,484 optical coherence tomography scans showing four different retinal conditions. Dropout is added before every building block of ResNet, creating an approximation to a Bayesian classifier. Monte Carlo sampling is applied with dropout at test time for uncertainty estimation. In Monte Carlo experiments, multiple forward passes are performed to get a distribution of the class labels. The variance and the entropy of the distribution is used as metrics for uncertainty. Our results show strong correlation with ρ = 0.99 between prediction uncertainty and prediction error. Mean uncertainty of incorrectly diagnosed cases was significantly higher than mean uncertainty of correctly diagnosed cases. Modeling of the prediction uncertainty in computer-aided diagnosis with deep learning yields more reliable results and is therefore expected to increase patient safety. This will help to transfer such systems into clinical routine and to increase the acceptance of machine learning in diagnosis from the standpoint of physicians and patients.

scholarly journals Practical CO2—WAG Field Operational Designs Using Hybrid Numerical-Machine-Learning Approaches

Energies ◽  
2021 ◽  
Vol 14 (4) ◽  
pp. 1055
Author(s):  
Qian Sun ◽  
William Ampomah ◽  
Junyu You ◽  
Martha Cather ◽  
Robert Balch
Keyword(s):  
Machine Learning ◽  
Oil Recovery ◽  
History Matching ◽  
Optimization Problems ◽  
Learning Technologies ◽  
Petroleum Engineering ◽  
Support Vector ◽  
Learning Approaches ◽  
Field Development ◽  
Proxy Models

Machine-learning technologies have exhibited robust competences in solving many petroleum engineering problems. The accurate predictivity and fast computational speed enable a large volume of time-consuming engineering processes such as history-matching and field development optimization. The Southwest Regional Partnership on Carbon Sequestration (SWP) project desires rigorous history-matching and multi-objective optimization processes, which fits the superiorities of the machine-learning approaches. Although the machine-learning proxy models are trained and validated before imposing to solve practical problems, the error margin would essentially introduce uncertainties to the results. In this paper, a hybrid numerical machine-learning workflow solving various optimization problems is presented. By coupling the expert machine-learning proxies with a global optimizer, the workflow successfully solves the history-matching and CO2 water alternative gas (WAG) design problem with low computational overheads. The history-matching work considers the heterogeneities of multiphase relative characteristics, and the CO2-WAG injection design takes multiple techno-economic objective functions into accounts. This work trained an expert response surface, a support vector machine, and a multi-layer neural network as proxy models to effectively learn the high-dimensional nonlinear data structure. The proposed workflow suggests revisiting the high-fidelity numerical simulator for validation purposes. The experience gained from this work would provide valuable guiding insights to similar CO2 enhanced oil recovery (EOR) projects.

scholarly journals Gaussian Processes Proxy Model with Latent Variable Models and Variogram-Based Sensitivity Analysis for Assisted History Matching

Energies ◽  
2020 ◽  
Vol 13 (17) ◽  
pp. 4290
Author(s):  
Dongmei Zhang ◽  
Yuyang Zhang ◽  
Bohou Jiang ◽  
Xinwei Jiang ◽  
Zhijiang Kang
Keyword(s):  
Sensitivity Analysis ◽  
Gaussian Processes ◽  
Latent Variable ◽  
History Matching ◽  
Latent Variable Models ◽  
High Dimensional ◽  
Model Parameters ◽  
Variable Model ◽  
Assisted History Matching ◽  
Proxy Models

Reservoir history matching is a well-known inverse problem for production prediction where enormous uncertain reservoir parameters of a reservoir numerical model are optimized by minimizing the misfit between the simulated and history production data. Gaussian Process (GP) has shown promising performance for assisted history matching due to the efficient nonparametric and nonlinear model with few model parameters to be tuned automatically. Recently introduced Gaussian Processes proxy models and Variogram Analysis of Response Surface-based sensitivity analysis (GP-VARS) uses forward and inverse Gaussian Processes (GP) based proxy models with the VARS-based sensitivity analysis to optimize the high-dimensional reservoir parameters. However, the inverse GP solution (GPIS) in GP-VARS are unsatisfactory especially for enormous reservoir parameters where the mapping from low-dimensional misfits to high-dimensional uncertain reservoir parameters could be poorly modeled by GP. To improve the performance of GP-VARS, in this paper we propose the Gaussian Processes proxy models with Latent Variable Models and VARS-based sensitivity analysis (GPLVM-VARS) where Gaussian Processes Latent Variable Model (GPLVM)-based inverse solution (GPLVMIS) instead of GP-based GPIS is provided with the inputs and outputs of GPIS reversed. The experimental results demonstrate the effectiveness of the proposed GPLVM-VARS in terms of accuracy and complexity. The source code of the proposed GPLVM-VARS is available at https://github.com/XinweiJiang/GPLVM-VARS.

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