Partial Adversarial Training for Prediction Interval
H M Dipu Kabir, Abbas Khosravi, Mohammad Anwar Hosen, Saeid Nahavandi · 2018
Neural network (NN) based prediction or detection systems often perform excellently with easy problems without considering 1-5% difficult problems. This work proposes an adversarial NN training method for constructing the prediction interval (PI). The proposed training method considers adverse situations where traditional NN based PIs frequently fail. First, the conventional lower upper bound estimation (LUBE) method is applied in parallel for initial training of NNs with different initialization. Each NN based PI fails to cover a few samples. Input combinations of those samples are adversely changed by a small amount to generate the adverse samples. A new dataset is generated by appending adverse samples. Finally, an NN is trained with the adverse dataset. The method is applied to construct the NN for wind power prediction. According to the result analysis, the proposed method performs better in adverse situations.