This project explores probabilistic time series forecasting using PyTorch, focusing on predicting not just single point estimates but the entire probability distribution of future values. It implements and compares various deep learning models, including DeepAR, Transformer, and N-BEATS, adapted for probabilistic outputs. The models are evaluated using metrics like quantile loss and negative log-likelihood, emphasizing the accuracy of the predicted uncertainty. The repository provides a framework for training, evaluating, and visualizing these probabilistic forecasts, enabling a more nuanced understanding of future uncertainties in time series data.
Probabilistic AI (PAI) offers a principled framework for representing and manipulating uncertainty in AI systems. It uses probability distributions to quantify uncertainty over variables, enabling reasoning about possible worlds and making decisions that account for risk. This approach facilitates robust inference, learning from limited data, and explaining model predictions. The paper argues that PAI, encompassing areas like Bayesian networks, probabilistic programming, and diffusion models, provides a unifying perspective on AI, contrasting it with purely deterministic methods. It also highlights current challenges and open problems in PAI research, including developing efficient inference algorithms, creating more expressive probabilistic models, and integrating PAI with deep learning for enhanced performance and interpretability.
HN commenters discuss the shift towards probabilistic AI, expressing excitement about its potential to address limitations of current deep learning models, like uncertainty quantification and reasoning under uncertainty. Some highlight the importance of distinguishing between Bayesian methods (which update beliefs with data) and frequentist approaches (which focus on long-run frequencies). Others caution that probabilistic AI isn't entirely new, pointing to existing work in Bayesian networks and graphical models. Several commenters express skepticism about the practical scalability of fully probabilistic models for complex real-world problems, given computational constraints. Finally, there's interest in the interplay between probabilistic programming languages and this resurgence of probabilistic AI.
Klarity is an open-source Python library designed to analyze uncertainty and entropy in large language model (LLM) outputs. It provides various metrics and visualization tools to help users understand how confident an LLM is in its generated text. This can be used to identify potential errors, biases, or areas where the model is struggling, ultimately enabling better prompt engineering and more reliable LLM application development. Klarity supports different uncertainty estimation methods and integrates with popular LLM frameworks like Hugging Face Transformers.
Hacker News users discussed Klarity's potential usefulness, but also expressed skepticism and pointed out limitations. Some questioned the practical applications, wondering if uncertainty analysis is truly valuable for most LLM use cases. Others noted that Klarity focuses primarily on token-level entropy, which may not accurately reflect higher-level semantic uncertainty. The reliance on temperature scaling as the primary uncertainty control mechanism was also criticized. Some commenters suggested alternative approaches to uncertainty quantification, such as Bayesian methods or ensembles, might be more informative. There was interest in seeing Klarity applied to different models and tasks to better understand its capabilities and limitations. Finally, the need for better visualization and integration with existing LLM workflows was highlighted.
Summary of Comments ( 5 )
https://news.ycombinator.com/item?id=43320194
Hacker News users discussed the practicality and limitations of probabilistic forecasting. Some commenters pointed out the difficulty of accurately estimating uncertainty, especially in real-world scenarios with limited data or changing dynamics. Others highlighted the importance of considering the cost of errors, as different outcomes might have varying consequences. The discussion also touched upon specific methods like quantile regression and conformal prediction, with some users expressing skepticism about their effectiveness in practice. Several commenters emphasized the need for clear communication of uncertainty to decision-makers, as probabilistic forecasts can be easily misinterpreted if not presented carefully. Finally, there was some discussion of the computational cost associated with probabilistic methods, particularly for large datasets or complex models.
The Hacker News post titled "Probabilistic Time Series Forecasting" (linking to a GitHub repository) generated several comments, engaging with various aspects of probabilistic forecasting.
One commenter highlighted the importance of distinguishing between probabilistic forecasting and prediction intervals, emphasizing that the former provides a full distribution over possible future values, while the latter only offers a range. They noted that many resources conflate these concepts. This commenter also questioned the practicality of evaluating probabilistic forecasts solely based on metrics like mean absolute error, suggesting that proper scoring rules, which consider the entire probability distribution, are more appropriate.
Another user questioned the value of probabilistic forecasts in certain business contexts, arguing that business decisions often require a single number rather than a probability distribution. They presented a scenario of needing to order inventory, where a single quantity must be chosen despite the inherent uncertainty in demand. This prompted a discussion about the role of quantiles in bridging the gap between probabilistic forecasts and concrete decisions. Other commenters illustrated how probabilistic forecasts can inform decision-making by allowing businesses to optimize decisions under uncertainty, for example, by considering the expected value of different order quantities. Specific examples mentioned included optimizing inventory levels to minimize expected costs or estimating the probability of exceeding a specific sales target.
The difficulty of evaluating probabilistic forecasts was another recurring theme. Commenters discussed various metrics and their limitations, with some advocating for proper scoring rules and others suggesting visual inspection of the predicted distributions. The challenge of communicating probabilistic forecasts to non-technical stakeholders was also raised.
Finally, several comments focused on specific tools and techniques for probabilistic time series forecasting, including Prophet, DeepAR, and various Bayesian methods. Some users shared their experiences with these tools and offered recommendations for specific libraries or resources.