Method for training and/or testing a neural network with missing and/or incomplete data
First Claim
1. A method for providing a measure of validity in a prediction output space of a predictive system model that provides a prediction output and operates over a prediction input space, comprising the steps of:
- receiving an input vector comprising a plurality of input values that occupy the prediction input space;
outputting a validity measure output vector that occupies an output space corresponding to the prediction output space of the predictive system model;
mapping the prediction input space to the prediction output space through a representation of the validity of the system model that is previously learned on a set of training data, the representation of the validity of this system model being a function of a distribution of the training data on the prediction input space that was input thereto during training to provide a measure of the validity of the prediction output of the prediction system model.
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Abstract
A neural network system is provided that models the system in a system model (12) with the output thereof providing a predicted output. This predicted output is modified or controlled by an output control (14). Input data is processed in a data preprocess step (10) to reconcile the data for input to the system model (12). Additionally, the error resulted from the reconciliation is input to an uncertainty model to predict the uncertainty in the predicted output. This is input to a decision processor (20) which is utilized to control the output control (14). The output control (14) is controlled to either vary the predicted output or to inhibit the predicted output whenever the output of the uncertainty model (18) exceeds a predetermined decision threshold, input by a decision threshold block (22). Additionally, a validity model (16) is also provided which represents the reliability or validity of the output as a function of the number of data points in a given data region during training of the system model (12). This predicts the confidence in the predicted output which is also input to the decision processor (20). The decision processor (20) therefore bases its decision on the predicted confidence and the predicted uncertainty. Additionally, the uncertainty output by the data preprocess block (10) can be utilized to train the system model (12).
45 Citations
5 Claims
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1. A method for providing a measure of validity in a prediction output space of a predictive system model that provides a prediction output and operates over a prediction input space, comprising the steps of:
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receiving an input vector comprising a plurality of input values that occupy the prediction input space;
outputting a validity measure output vector that occupies an output space corresponding to the prediction output space of the predictive system model;
mapping the prediction input space to the prediction output space through a representation of the validity of the system model that is previously learned on a set of training data, the representation of the validity of this system model being a function of a distribution of the training data on the prediction input space that was input thereto during training to provide a measure of the validity of the prediction output of the prediction system model. - View Dependent Claims (2, 3, 4, 5)
receiving an unprocessed data input vector having associated therewith unprocessed data, the unprocessed data input vector associated with substantially the same input space as the input vector, the unprocessed data input vector having errors associated with the associated unprocessed data in select portions of the prediction input space; and
processing the unprocesssed data in the unprocessed data vector to minimize the errors therein to provide the input vector on an output.
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3. The method of claim 2, wherein the step of receiving an unprocessed data input vector comprises receiving an unprocessed data input vector that is comprised of data having portions thereof that are unusable and the step of processing the unprocessed data comprises reconciling the unprocessed data to replace the portions thereof that are unusable with reconciled data.
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4. The method of claim 2, wherein the step of processing the unprocessed data is further operable to calculate and output the uncertainty for each value of the reconciled data output by the step of processing.
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5. The method of claim 1, wherein the predictive system model comprises a non-linear model having an input for receiving the input vector that is within the prediction input space and an output for outputting a predicted output vector within the prediction output space, the non-linear model mapping the prediction input space to the prediction output space to provide a non-linear representation of a system, and further comprising:
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storing a plurality of decision thresholds for defining predetermined threshold values for the validity measure output vector;
comparing the validity measure output vector to the stored decision thresholds; and
changing the value of the predicted output vector from the predictive system model when the value of the validity measure output vector meets a predetermined relationship with respect to the stored decision thresholds.
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Specification