Official implementation of the paper "PIVEN: A Deep Neural Network for Prediction Intervals with Specific Value Prediction" by Eli Simhayev, Gilad Katz and Lior Rokach.
The official implementation of the paper "PIVEN: A Deep Neural Network for Prediction Intervals with Specific Value Prediction" by Eli Simhayev, Gilad Katz and Lior Rokach.
Our paper has been accepted to Knowledge Based Systems 🙂
https://doi.org/10.1016/j.knosys.2022.108685
Â
A neural network with a PIVEN output layer returns a point prediction as well as a lower and upper prediction interval (PI) for each target in a regression problem. The image below shows how the lower and upper PI change as we keep training the model:
We thank Jasper Ginn (@JasperHG90) from GoDataDriven (godatadriven/piven) for the image 🙂
A simple fast colab demo using Keras is included in PIVEN_Demo.ipynb.
├── age
│  ├── Bone age ground truth.xlsx --- RSNA Bong Age Ground-Truth
│  ├── get_age_data.sh --- Download dataset from kaggle
│  ├── main.py --- Run bone age experiment
├── imdb
│  ├── densenet.py
│  ├── generators.py
│  ├── get_imdb_data.sh --- Download dataset
│  ├── imdb_create_db.py --- Run after downloading the dataset
│  ├── main.py --- Run imdb age estimation experiment
│  ├── model.py
│  ├── subpixel.py
│  ├── tensorflow_backend.py
│  ├── train_callbacks.py
│  └── utils.py
└── uci
├── code
│  ├── DataGen.py
│  ├── DeepNetPI.py
│ ├── alpha_experiment.py --- Run alpha experiment on UCI
│  ├── main.py --- Run UCI experiments
│  ├── params_deep_ens.json --- deep ensembles hyperparameters
│  ├── params.json --- piven and qd hyperparameters
│  └── utils.py
├── get_song_dataset.sh --- Download Year Prediction MSD dataset
└── UCI_Datasets
To install requirements:
pip install -r requirements.txt
All experiments tested on Ubuntu 18.04 with Python 3.6.
Our UCI experiments were inspired by Tim Pearce's implementation of High-Quality Prediction Intervals for Deep Learning: A Distribution-Free, Ensembled Approach. Moreover, in IMDB age estimation experiment we used the preprocessing implemented in SSR-Net: A Compact Soft Stagewise Regression Network for Age Estimation.
If you use PIVEN in your research please use the following BibTeX entry:
@article{simhayev2022integrated,
title={Integrated prediction intervals and specific value predictions for regression problems using neural networks},
author={Simhayev, Eli and Katz, Gilad and Rokach, Lior},
journal={Knowledge-Based Systems},
volume={247},
pages={108685},
year={2022},
publisher={Elsevier}
}