Prof. Dr.

Wrobel, Stefan

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Wasserstein Dropout

2024 , Sicking, Joachim , Akila, Maram , Pintz, Maximilian Alexander , Wirtz, Tim , Wrobel, Stefan , Fischer, Asja

Despite of its importance for safe machine learning, uncertainty quantification for neural networks is far from being solved. State-of-the-art approaches to estimate neural uncertainties are often hybrid, combining parametric models with explicit or implicit (dropout-based) ensembling. We take another pathway and propose a novel approach to uncertainty quantification for regression tasks, Wasserstein dropout, that is purely non-parametric. Technically, it captures aleatoric uncertainty by means of dropout-based sub-network distributions. This is accomplished by a new objective which minimizes the Wasserstein distance between the label distribution and the model distribution. An extensive empirical analysis shows that Wasserstein dropout outperforms state-of-the-art methods, on vanilla test data as well as under distributional shift in terms of producing more accurate and stable uncertainty estimates.

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Publication

Effcient Decentralized Deep Learning by Dynamic Model Averaging

2019 , Kamp, Michael , Adilova, Linara , Sicking, Joachim , Hüger, Fabian , Schlicht, Peter , Wirtz, Tim , Wrobel, Stefan

We propose an efficient protocol for decentralized training of deep neural networks from distributed data sources. The proposed protocol allows to handle different phases of model training equally well and to quickly adapt to concept drifts. This leads to a reduction of communication by an order of magnitude compared to periodically communicating state-of-the-art approaches. Moreover, we derive a communication bound that scales well with the hardness of the serialized learning problem. The reduction in communication comes at almost no cost, as the predictive performance remains virtually unchanged. Indeed, the proposed protocol retains loss bounds of periodically averaging schemes. An extensive empirical evaluation validates major improvement of the trade-off between model performance and communication which could be beneficial for numerous decentralized learning applications, such as autonomous driving, or voice recognition and image classification on mobile phones.

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Publication

Multi-Agent Neural Rewriter for Vehicle Routing with Limited Disclosure of Costs

2022 , Paul, Nathalie , Wirtz, Tim , Wrobel, Stefan , Kister, Alexander

We interpret solving the multi-vehicle routing problem as a team Markov game with partially observable costs. For a given set of customers to serve, the playing agents (vehicles) have the common goal to determine the team-optimal agent routes with minimal total cost. Each agent thereby observes only its own cost. Our multi-agent reinforcement learning approach, the so-called multi-agent Neural Rewriter, builds on the single-agent Neural Rewriter to solve the problem by iteratively rewriting solutions. Parallel agent action execution and partial observability require new rewriting rules for the game. We propose the introduction of a so-called pool in the system which serves as a collection point for unvisited nodes. It enables agents to act simultaneously and exchange nodes in a conflict-free manner. We realize limited disclosure of agent-specific costs by only sharing them during learning. During inference, each agents acts decentrally, solely based on its own cost. First empirical results on small problem sizes demonstrate that we reach a performance close to the employed OR-Tools benchmark which operates in the perfect cost information setting.

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Publication

A Novel Regression Loss for Non-Parametric Uncertainty Optimization

2021 , Sicking, Joachim , Akila, Maram , Pintz, Maximilian , Wirtz, Tim , Fischer, Asja , Wrobel, Stefan

Quantification of uncertainty is one of the most promising approaches to establish safe machine learning. Despite its importance, it is far from being generally solved, especially for neural networks. One of the most commonly used approaches so far is Monte Carlo dropout, which is computationally cheap and easy to apply in practice. However, it can underestimate the uncertainty. We propose a new objective, referred to as second-moment loss (SML), to address this issue. While the full network is encouraged to model the mean, the dropout networks are explicitly used to optimize the model variance. We intensively study the performance of the new objective on various UCI regression datasets. Comparing to the state-of-the-art of deep ensembles, SML leads to comparable prediction accuracies and uncertainty estimates while only requiring a single model. Under distribution shift, we observe moderate improvements. As a side result, we introduce an intuitive Wasserstein distance-based uncertainty measure that is non-saturating and thus allows to resolve quality differences between any two uncertainty estimates.

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