Uncertainty is the only certainty there is. Modeling data uncertainty is essential for regression, especially in unconstrained settings. Traditionally the direct regression formulation is considered and the uncertainty is modeled by modifying the output space to a certain family of probabilistic distributions. On the other hand, classification based regression and ranking based solutions are more popular in practice while the direct regression methods suffer from the limited performance. How to model the uncertainty within the present-day technologies for regression remains an open issue. In this paper, we propose to learn probabilistic ordinal embeddings which represent each data as a multivariate Gaussian distribution rather than a deterministic point in the latent space. An ordinal distribution constraint is proposed to exploit the ordinal nature of regression. Our probabilistic ordinal embeddings can be integrated into popular regression approaches and empower them with the ability of uncertainty estimation. Experimental results show that our approach achieves competitive performance. Code is available at https://github.com/Li-Wanhua/POEs.
翻译:不确定性是唯一的确定性。 模型数据不确定性对于回归至关重要, 特别是在不受限制的环境中。 传统上, 直接回归的配方是考虑直接回归的配方, 而不确定性则通过将输出空间修改为某种概率分布的组合来建模。 另一方面, 以分类为基础的回归和排名为基础的解决方案在实践中更加流行, 而直接回归方法则受到有限的绩效的影响。 如何在当今回归技术中模拟不确定性仍然是一个未决问题。 在本文中, 我们提议学习作为多变量高斯分布而不是潜在空间的确定点代表每项数据的概率性或地性嵌入。 提议使用一个正态分布限制来利用回归的正态性质。 我们的概率或非常规嵌入可以融入流行的回归方法, 并赋予它们以不确定性估计的能力。 实验结果显示, 我们的方法实现了竞争性的绩效。 代码可在 https://github.com/Li- Wanhua/POEs查阅 。