We explore the notion of uncertainty in the context of modern abstractive summarization models, using the tools of Bayesian Deep Learning. Our approach approximates Bayesian inference by first extending state-of-the-art summarization models with Monte Carlo dropout and then using them to perform multiple stochastic forward passes. Based on Bayesian inference we are able to effectively quantify uncertainty at prediction time. Having a reliable uncertainty measure, we can improve the experience of the end user by filtering out generated summaries of high uncertainty. Furthermore, uncertainty estimation could be used as a criterion for selecting samples for annotation, and can be paired nicely with active learning and human-in-the-loop approaches. Finally, Bayesian inference enables us to find a Bayesian summary which performs better than a deterministic one and is more robust to uncertainty. In practice, we show that our Variational Bayesian equivalents of BART and PEGASUS can outperform their deterministic counterparts on multiple benchmark datasets.
翻译:在现代抽象总结模型的背景下,我们利用贝叶西亚深层学习工具探索不确定性的概念。我们的方法通过首先将最先进的总结模型与蒙特卡洛辍学者相提并论,然后利用这些模型进行多重随机前传。根据巴伊西亚的推断,我们能够在预测时有效地量化不确定性。有了可靠的不确定性测量,我们可以通过过滤产生的高度不确定性摘要来改进终端用户的经验。此外,不确定性估计可以用作选择标注样本的标准,并且可以与积极学习和流动人类方法相匹配。最后,巴伊西亚的推断使我们能够找到一种比确定性强的贝伊斯概要,并且更能对不确定性产生更强烈的影响。在实践中,我们证明我们的巴伊西亚等同物和PEGASUS等同物能够超越多个基准数据集的确定性对应物。