Title Epistemic and Aleatoric Uncertainty of Bayesian Neural Network Model for a Chiller
Authors 김재민(Kim, Jae Min) ; 박철수(Park, Cheol Soo)
DOI https://doi.org/10.5659/JAIK.2020.36.6.177
Page pp.177-184
ISSN 2733-6247
Keywords Bayesian Neural Network; Epistemic uncertainty; Aleatoric uncertainty; Outliers; Support Vector Data Description
Abstract Because the machine learning model is a black-box model, it is difficult to quantify the causality between inputs and outputs. In addition, the model is influenced by its inherent uncertainty in describing a system’s behavior of interest. In order for a machine learning model to be reliable, its prediction performance as well as uncertainty must be quantified together. Bayesian Neural Network (BNN) is a useful tool to describe stochastic characteristics of deep learning models by estimating distributions of the models’ weights. Model uncertainty in BNN can be classified into epistemic and aleatoric uncertainties. Epistemic uncertainty is caused by lack of data or knowledge. In contrast, aleatoric uncertainty is caused by outliers or noises inherent in training data and can be reduced by removing abnormal data from the training dataset. In this study, the BNN models were developed for a compression chiller in an existing office building with BEMS data, and then epistemic and aleatoric uncertainties were analyzed. It is found that both uncertainties are significant in the simulation model even though the model’s accuracy is satisfactory with the CVRMSE of less than 15%. It is suggested that before attempting to apply the machine learning model to real applications, the both uncertainties must be carefully analyzed. It is recommended that the both uncertainties can be reduced by adding more data as well as removing outliers.