PIVEN: A Deep Neural Network for Prediction Intervals with Specific Value Prediction

Understand

Improving the robustness of neural nets in regression tasks is key to their application in multiple domains.

• Deep learning-based approaches aim to achieve this goal either by improving their prediction of specific values (i.e., point prediction), or by producing prediction intervals (PIs) that quantify uncertainty.
• We present PIVEN, a deep neural network for producing both a PI and a value prediction.
• Our loss function expresses the value prediction as a function of the upper and lower bounds, thus ensuring that it falls within the interval without increasing model complexity.