Competence region estimation for black-box surrogate models
Keywords:model trust, model competency, surrogate modeling, machine learning
With advances in edge applications for industry andhealthcare, machine learning models are increasinglytrained on the edge. However, storage and memory in-frastructure at the edge are often primitive, due to costand real-estate constraints. A simple, effective methodis to learn machine learning models from quantized datastored with low arithmetic precision (1-8 bits). In thiswork, we introduce two stochastic quantization meth-ods, dithering and stochastic rounding. In dithering, ad-ditive noise from a uniform distribution is added tothe sample before quantization. In stochastic rounding,each sample is quantized to the upper level with prob-ability p and to a lower level with probability 1-p. Thekey contributions of the paper are
- For 3 standard machine learning models, Support Vec-tor Machines, Decision Trees and Linear (Logistic)Regression, we compare the performance loss for astandard static quantization and stochastic quantiza-tion for 55 classification and 30 regression datasetswith 1-8 bits quantization.
- We showcase that for 4- and 8-bit quantization overregression datasets, stochastic quantization demon-strates statistically significant improvement.
- We investigate the performance loss as a function ofdataset attributes viz. number of features, standard de-viation, skewness. This helps create a transfer functionwhich will recommend the best quantizer for a givendataset.
- We propose 2 future research areas, a) dynamic quan-tizer update where the model is trained using stream-ing data and the quantizer is updated after each batchand b) precision re-allocation under budget constraintswhere different precision is used for different features.