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Know when you don't know
(2018)

Deep convolutional neural networks show outstanding performance in image-based phenotype classification given that all existing phenotypes are presented during the training of the network. However, in real-world high-content screening (HCS) experiments, it is often impossible to know all phenotypes in advance. Moreover, novel phenotype discovery itself can be an HCS outcome of interest. This aspect of HCS is not yet covered by classical deep learning approaches. When presenting an image with a novel phenotype to a trained network, it fails to indicate a novelty discovery but assigns the image to a wrong phenotype. To tackle this problem and address the need for novelty detection, we use a recently developed Bayesian approach for deep neural networks called Monte Carlo (MC) dropout to define different uncertainty measures for each phenotype prediction. With real HCS data, we show that these uncertainty measures allow us to identify novel or unclear phenotypes. In addition, we also found that the MC dropout method results in a significant improvement of classification accuracy. The proposed procedure used in our HCS case study can be easily transferred to any existing network architecture and will be beneficial in terms of accuracy and novelty detection.

Rheumatoid arthritis is an autoimmune disease that causes chronic inflammation of synovial joints, often resulting in irreversible structural damage. The activity of the disease is evaluated by clinical examinations, laboratory tests, and patient self-assessment. The long-term course of the disease is assessed with radiographs of hands and feet. The evaluation of the X-ray images performed by trained medical staff requires several minutes per patient. We demonstrate that deep convolutional neural networks can be leveraged for a fully automated, fast, and reproducible scoring of X-ray images of patients with rheumatoid arthritis. A comparison of the predictions of different human experts and our deep learning system shows that there is no significant difference in the performance of human experts and our deep learning model.

Short-Term Density Forecasting of Low-Voltage Load using Bernstein-Polynomial Normalizing Flows
(2023)

The transition to a fully renewable energy grid requires better forecasting of demand at the low-voltage level to increase efficiency and ensure reliable control. However, high fluctuations and increasing electrification cause huge forecast variability, not reflected in traditional point estimates. Probabilistic load forecasts take uncertainties into account and thus allow more informed decision-making for the planning and operation of low-carbon energy systems. We propose an approach for flexible conditional density forecasting of short-term load based on Bernstein polynomial normalizing flows, where a neural network controls the parameters of the flow. In an empirical study with 3639 smart meter customers, our density predictions for 24h-ahead load forecasting compare favorably against Gaussian and Gaussian mixture densities. Furthermore, they outperform a non-parametric approach based on the pinball loss, especially in low-data scenarios.

Contemporary empirical applications frequently require flexible regression models for complex response types and large tabular or non-tabular, including image or text, data. Classical regression models either break down under the computational load of processing such data or require additional manual feature extraction to make these problems tractable. Here, we present deeptrafo, a package for fitting flexible regression models for conditional distributions using a tensorflow backend with numerous additional processors, such as neural networks, penalties, and smoothing splines. Package deeptrafo implements deep conditional transformation models (DCTMs) for binary, ordinal, count, survival, continuous, and time series responses, potentially with uninformative censoring. Unlike other available methods, DCTMs do not assume a parametric family of distributions for the response. Further, the data analyst may trade off interpretability and flexibility by supplying custom neural network architectures and smoothers for each term in an intuitive formula interface. We demonstrate how to set up, fit, and work with DCTMs for several response types. We further showcase how to construct ensembles of these models, evaluate models using inbuilt cross-validation, and use other convenience functions for DCTMs in several applications. Lastly, we discuss DCTMs in light of other approaches to regression with non-tabular data.

Outcomes with a natural order commonly occur in prediction problems and often the available input data are a mixture of complex data like images and tabular predictors. Deep Learning (DL) models are state-of-the-art for image classification tasks but frequently treat ordinal outcomes as unordered and lack interpretability. In contrast, classical ordinal regression models consider the outcome’s order and yield interpretable predictor effects but are limited to tabular data. We present ordinal neural network transformation models (ontrams), which unite DL with classical ordinal regression approaches. ontrams are a special case of transformation models and trade off flexibility and interpretability by additively decomposing the transformation function into terms for image and tabular data using jointly trained neural networks. The performance of the most flexible ontram is by definition equivalent to a standard multi-class DL model trained with cross-entropy while being faster in training when facing ordinal outcomes. Lastly, we discuss how to interpret model components for both tabular and image data on two publicly available datasets.

Probabilistic Short-Term Low-Voltage Load Forecasting using Bernstein-Polynomial Normalizing Flows
(2021)

The transition to a fully renewable energy grid requires better forecasting of demand at the low-voltage level. However, high fluctuations and increasing electrification cause huge forecast errors with traditional point estimates. Probabilistic load forecasts take future uncertainties into account and thus enables various applications in low-carbon energy systems. We propose an approach for flexible conditional density forecasting of short-term load based on Bernstein-Polynomial Normalizing Flows where a neural network controls the parameters of the flow. In an empirical study with 363 smart meter customers, our density predictions compare favorably against Gaussian and Gaussian mixture densities and also outperform a non-parametric approach based on the pinball loss for 24h-ahead load forecasting for two different neural network architectures.

Deep transformation models
(2021)

We present a deep transformation model for probabilistic regression. Deep learning is known for outstandingly accurate predictions on complex data but in regression tasks it is predominantly used to just predict a single number. This ignores the non-deterministic character of most tasks. Especially if crucial decisions are based on the predictions, like in medical applications, it is essential to quantify the prediction uncertainty. The presented deep learning transformation model estimates the whole conditional probability distribution, which is the most thorough way to capture uncertainty about the outcome. We combine ideas from a statistical transformation model (most likely transformation) with recent transformation models from deep learning (normalizing flows) to predict complex outcome distributions. The core of the method is a parameterized transformation function which can be trained with the usual maximum likelihood framework using gradient descent. The method can be combined with existing deep learning architectures. For small machine learning benchmark datasets, we report state of the art performance for most dataset and partly even outperform it. Our method works for complex input data, which we demonstrate by employing a CNN architecture on image data.