Evidential Deep Learning: Enhancing Predictive Uncertainty Estimation for Earth System Science Applications
This provides a more efficient and interpretable approach for uncertainty quantification in weather and climate modeling, though it is incremental as it builds on existing parametric deep learning techniques.
The paper tackles the problem of computationally expensive uncertainty quantification in Earth system science by comparing evidential deep learning to ensemble methods, showing that evidential models achieve predictive accuracy rivaling standard methods while robustly quantifying both aleatoric and epistemic uncertainty with one model.
Robust quantification of predictive uncertainty is critical for understanding factors that drive weather and climate outcomes. Ensembles provide predictive uncertainty estimates and can be decomposed physically, but both physics and machine learning ensembles are computationally expensive. Parametric deep learning can estimate uncertainty with one model by predicting the parameters of a probability distribution but do not account for epistemic uncertainty.. Evidential deep learning, a technique that extends parametric deep learning to higher-order distributions, can account for both aleatoric and epistemic uncertainty with one model. This study compares the uncertainty derived from evidential neural networks to those obtained from ensembles. Through applications of classification of winter precipitation type and regression of surface layer fluxes, we show evidential deep learning models attaining predictive accuracy rivaling standard methods, while robustly quantifying both sources of uncertainty. We evaluate the uncertainty in terms of how well the predictions are calibrated and how well the uncertainty correlates with prediction error. Analyses of uncertainty in the context of the inputs reveal sensitivities to underlying meteorological processes, facilitating interpretation of the models. The conceptual simplicity, interpretability, and computational efficiency of evidential neural networks make them highly extensible, offering a promising approach for reliable and practical uncertainty quantification in Earth system science modeling. In order to encourage broader adoption of evidential deep learning in Earth System Science, we have developed a new Python package, MILES-GUESS (https://github.com/ai2es/miles-guess), that enables users to train and evaluate both evidential and ensemble deep learning.