6. prosince 2021
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Accurate and trustworthy epidemic forecasting is an important problem that has impact on public health planning and disease mitigation. Most work such as deep sequential models have shown superior forecasting performance, but disregard uncertainty quantification resulting in mis-calibrated predictions. Existing work in neural models for time-series analysis also have several limitations; e.g. it is difficult to specify meaningful priors in Bayesian NN, while methods like deep ensembling are computationally expensive in practice. In this paper, we fill this important gap. We model the forecasting task as a probabilistic generative process and propose a novel deep learning framework called EpiFNP that directly models the probability density of the forecast value. Using extensive experiments in a real-time flu forecasting setting, we show that EpiFNP significantly outperforms previous state-of-the-art models in both accuracy and calibration metrics, up to 2.5x in accuracy and 2.4x in calibration. Additionally, due to properties of its generative process, EpiFNP learns the relations between the current season and similar patterns of historical seasons, enabling interpretable forecasts. Our ideas can be of independent interest for advancing principled uncertainty quantification in deep sequential models.Accurate and trustworthy epidemic forecasting is an important problem that has impact on public health planning and disease mitigation. Most work such as deep sequential models have shown superior forecasting performance, but disregard uncertainty quantification resulting in mis-calibrated predictions. Existing work in neural models for time-series analysis also have several limitations; e.g. it is difficult to specify meaningful priors in Bayesian NN, while methods like deep ensembling are comp…
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Neural Information Processing Systems (NeurIPS) is a multi-track machine learning and computational neuroscience conference that includes invited talks, demonstrations, symposia and oral and poster presentations of refereed papers. Following the conference, there are workshops which provide a less formal setting.
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