Adaptive Bounding Box Uncertainties via Two-Step Conformal Prediction

Quantifying a model's predictive uncertainty is essential for safety-critical applications such as autonomous driving. We consider quantifying such uncertainty for multi-object detection. In particular, we leverage conformal prediction to obtain uncertainty intervals with guaranteed coverage for object bounding boxes. One challenge in doing so is that bounding box predictions are conditioned on the object's class label. Thus, we develop a novel two-step conformal approach that propagates uncertainty in predicted class labels into the uncertainty intervals for the bounding boxes. This broadens the validity of our conformal coverage guarantees to include incorrectly classified objects, ensuring their usefulness when maximal safety assurances are required. Moreover, we investigate novel ensemble and quantile regression formulations to ensure the bounding box intervals are adaptive to object size, leading to a more balanced coverage across sizes. Validating our two-step approach on real-world datasets for 2D bounding box localization, we find that desired coverage levels are satisfied with actionably tight predictive uncertainty intervals.

A powerful rank-based correction to multiple testing under positive dependency

We develop a novel multiple hypothesis testing correction with family-wise error rate (FWER) control that efficiently exploits positive dependencies between potentially correlated statistical hypothesis tests. Our proposed algorithm $\texttt{max-rank}$ is conceptually straight-forward, relying on the use of a $\max$-operator in the rank domain of computed test statistics. We compare our approach to the frequently employed Bonferroni correction, theoretically and empirically demonstrating its superiority over Bonferroni in the case of existing positive dependency, and its equivalence otherwise. Our advantage over Bonferroni increases as the number of tests rises, and we maintain high statistical power whilst ensuring FWER control. We specifically frame our algorithm in the context of parallel permutation testing, a scenario that arises in our primary application of conformal prediction, a recently popularized approach for quantifying uncertainty in complex predictive settings.

Uncertainty Quantification for Image-based Traffic Prediction across Cities

Despite the strong predictive performance of deep learning models for traffic prediction, their widespread deployment in real-world intelligent transportation systems has been restrained by a lack of interpretability. Uncertainty quantification (UQ) methods provide an approach to induce probabilistic reasoning, improve decision-making and enhance model deployment potential. To gain a comprehensive picture of the usefulness of existing UQ methods for traffic prediction and the relation between obtained uncertainties and city-wide traffic dynamics, we investigate their application to a large-scale image-based traffic dataset spanning multiple cities and time periods. We compare two epistemic and two aleatoric UQ methods on both temporal and spatio-temporal transfer tasks, and find that meaningful uncertainty estimates can be recovered. We further demonstrate how uncertainty estimates can be employed for unsupervised outlier detection on changes in city traffic dynamics. We find that our approach can capture both temporal and spatial effects on traffic behaviour in a representative case study for the city of Moscow. Our work presents a further step towards boosting uncertainty awareness in traffic prediction tasks, and aims to highlight the value contribution of UQ methods to a better understanding of city traffic dynamics.