Creating and evaluating uncertainty estimates with neural networks for
environmental-science applications
Abstract
Neural networks (NNs) have become an important tool for prediction and
classification tasks in environmental science applications. Since many
such tasks inform life-and-death decision or policy making, it is
crucial to not only provide predictions but also gain an understanding
of the uncertainty of these predictions. Until recently there were very
few tools available to provide uncertainty quantification (UQ) estimates
for NN predictions, but over the last two years the computer science
field has developed numerous new methods for this purpose, and many
research groups are exploring how to put these methods into practice for
environmental science applications. In this work we provide a brief,
accessible introduction to four of these UQ methods, then focus on tools
for the next step, namely to answer the question: Once we obtain an
uncertainty estimate (using any method), how do we know whether it is
good? To answer this, we highlight four different evaluation methods
that are particularly suitable to evaluate NN uncertainty estimates for
environmental science applications. We demonstrate the UQ evaluation
methods for two real-world problems: (1) estimating vertical profiles of
atmospheric dewpoint (regression task) and (2) predicting convection
over Taiwan based on Himawari-8 satellite imagery (classification task).
We also provide accompanying Jupyter notebooks with Python code for
implementing the uncertainty estimation and UQ evaluation methods
discussed herein. This article provides the environmental-science
community with the knowledge and tools to start incorporating the large
number of emerging UQ methods into their research.