Smart Embedded Systems Group University of Osnabrck

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Uncertainty and Trust Estimation in
Incrementally Learning Function Approximation
Andreas Buschermhle, Jan Schoenke and Werner Brockmann
Institute of Computer Science
Smart Embedded Systems Group
Catania, July 9
th
2012
Smart Embedded Systems Group University of Osnabrck
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Overview
Motivation
Uncertainties in Learning Function Approximation
Uncertainty Estimation
Results
Conclusion and Summary
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Motivation
Upcoming tasks are of increased complexity
Operation in natural and changing environments
Not every situation can be planned in advance
Unforeseeable interaction behavior
Disturbances influence the system dynamically
Sensor faults, Actuator faults
Unobserved influences


Changing behavior
Incremental learning
Disturbances
Uncertainties
Safe operation
always crucial
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Uncertainty in Learning Function Approximation
Five sources influence incrementally learning function approximation
i. Uncertain training input data
ii. Uncertain training output data
iii. Varying target function / unobserved variables
iv. Expressiveness of the approximator
v. Sparsity of training data

At the output this results in two effects
1. No data is available to evaluate
the approximation (ignorance)

2. Multiple output values are possible,
i.e. the target output varies (conflict)
i
ii
iii
iv
v
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Related Work
Gaussian processes [Rasm2006], [Dall2009]
Local data density reflected in output variance
Separate input variance possible
Evidence theory [Deno1997], [Peti2004]
Local data density reflected in output bounds
Bound for training outputs
RBF networks [Leon1992]
Local data density by counting for each RBF
Approximation uncertainty by cross-validation
v
v
ii
v
iv
Every approach is dataset-based
Not all sources of uncertainty are covered
i
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Approach
Different measures to observe the influence
Mapped to trust signals [0,1]
= 0 no trustworthiness
= 1 full trustworthiness
Fuzzy operators for fusion of trust signals

Application to a zero-order Takagi-Sugeno fuzzy system
Local linear interpolation
Learning by normalized gradient descent
Smart Embedded Systems Group University of Osnabrck
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Approach
Local Measures:
Frequency of learning stimuli
0,1
(

))

,

Activity sum of learning stimuli

,

Mean node adaptation

,

Mean absolute node adaptation

,

Direct incremental rating of node adaptation
,

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Evaluation
Two measures to investigate the performance
Trust-weighted MSE Mean trust level


Two exemplary target functions
1
= sin()
2
=

2


Simulated disturbances for cases i-iv
i. Normally distributed noise on training input
ii. Normally distributed noise on training output
iii. Additive disturbance of 0.5
2
with unobserved input
iv. Lowered number of fuzzy rules for approximation
v. Implicitly covered in progress of learning

i
ii
iii
iv
v

))

=1

=1

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Results
no disturbances
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Results
training input noise i
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Results
training output noise

ii
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Results
unobserved variable iii
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Results
expressiveness of the approximator iv
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Results
all sources of uncertainty v i
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Conclusions
It is possible to estimate all influences of uncertainty on-line

Different measures account for different influences
Activity sum of learning stimuli (
,
) ignorance
Mean absolute adaptation (
,
) long term conflict
Direct incremental rating of adapt. (
,
) short term conflict

Combination of these through trust management

,
=
,
,

,
+
,
2

redundant
non
redundant
Good combined results for all influences of uncertainty
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Combined Uncertainty Measure
all sources of uncertainty v i
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Summary
Integral view on all sources of uncertainty in
incrementally learning function approximation


Measuring ignorance and conflict
combined through trust management

Combined trust signal represents
all uncertainties at the output
locally
incrementally
gradually
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References
[Dall2009] Dallaire, P., Besse, C., Chaib-Draa, B.: Learning Gaussian Process Models from
Uncertain Data. In: Proc. Int. Conf. on Neural Information Processing, pp. 433-440. Springer,
Bangkok (2009)
[Deno1997] Denoeux, T.: Function Approximation in the Framework of Evidence Theory: A
Connectionist Approach. In: Proc. Int. Conf. on Neural Networks, pp. 199-203. IEEE Press,
Houston (1997)
[Leon1992] Leonard, J.A., Kramer, M.A., Ungar, L.H.: Using Radial Basis Functions to
Approximate a Function and its Error Bounds. IEEE Transactions on Neural Networks, vol. 3,
no. 4, 624-627. IEEE Press (1992)
[Peti2004] Petit-Renaud, S., Denoeux, T.: Nonparametric Regression Analysis of Uncertain and
Imprecise Data Using Belief Functions. In: Int. J. of Approximate Reasoning 35, pp. 1-28.
Elsevier (2004)
[Rasm2006] Rasmussen, C.E.,Williams, C.K.I.: Gaussian Processes for Machine Learning. MIT
Press, Cambridge (2006)