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Neural Networks based Conformal Prediction for Pipeline Structural Response
Proceedings of the Twelfth Symposium on Conformal
and Probabilistic Prediction with Applications, PMLR 204:134-146, 2023.
Abstract
The widespread use of machine learning models has
achieved considerable success across various
domains. Nevertheless, their deployment in
safety-critical systems can result in catastrophic
consequences if uncertainties are not handled
properly. This study is concerned with the
simulation of the physical response of a subsea
pipeline when it is hooked by an anchor. Predicting
this response is crucial for risk assessment,
however, it is computationally unfeasible to run a
significant amount of input sets to compute the
probability of failure of the system. Therefore, the
use of a surrogate model becomes essential. In this
context, a surrogate model is a machine learning
model trained on data from a physicsbased
simulation. This is achieved by neural network based
surrogate models, as they are capable of modelling
complex relationships and provide greater accuracy
than other machine learning models in many use
cases. However, to ensure the safe use of these
models, it is important to understand the
uncertainty associated with their
predictions. Therefore, we apply the conformal
prediction framework to provide valid prediction
intervals and improve the uncertainty quantification
of the neural network models. In order to create
adaptive conformal prediction intervals, we employ
multilayer perceptron neural network models that
provide uncertainty estimates through both the Monte
Carlo dropout technique and treating the output as a
Gaussian distribution, with the neural network
providing estimates for both mean and variance. The
conformal prediction procedure improves the
uncertainty estimation of uncalibrated models and
guarantees new test samples are within the predicted
intervals with the corresponding selected confidence
level.