Paper Info
Title
When in Doubt: Neural Non-Parametric Uncertainty Quantification for Epidemic Forecasting.
Abstract
Accurate and trustworthy epidemic forecasting is an important problem for public health planning and disease mitigation. Most existing epidemic forecasting models disregard uncertainty quantification, resulting in mis-calibrated predictions. Recent works in deep neural models for uncertainty-aware time-series forecasting also have several limitations; e.g., it is difficult to specify proper priors in Bayesian NNs, while methods like deep ensembling can be computationally expensive. In this paper, we propose to use neural functional processes to fill this gap. We model epidemic time-series with a probabilistic generative process and propose a functional neural process model called EpiFNP, which directly models the probability distribution of the forecast value in a non-parametric way. In EpiFNP, we use a dynamic stochastic correlation graph to model the correlations between sequences, and design different stochastic latent variables to capture functional uncertainty from different perspectives. Our experiments in a real-time flu forecasting setting show that EpiFNP significantly outperforms state-of-the-art models in both accuracy and calibration metrics, up to 2.5x in accuracy and 2.4x in calibration. Additionally, as EpiFNP learns the relations between the current season and similar patterns of historical seasons, it enables interpretable forecasts. Beyond epidemic forecasting, EpiFNP can be of independent interest for advancing uncertainty quantification in deep sequential models for predictive analytics.
Year
Venue
DocType
2021
Annual Conference on Neural Information Processing Systems
Conference
Citations 
PageRank 
References 
0
0.34
0
Authors
5
Name
Order
Citations
PageRank
Harshavardhan Kamarthi100.68
Lingkai Kong200.68
Alexander Rodríguez300.68
Chao Zhang400.34
Chao Zhang5939103.66