OATML

Deep Learning is often criticized as black-box method which often provides accurate predictions, but limited explanation of the underlying processes and no indication when to not trust those predictions. Equipping existing deep learning models with an (approximate) notion of uncertainty can help mitigate both these issues therefore their use should be known more broadly in the community. The Bayesian deep learning community has developed model-agnostic and easyto-implement methodology to estimate both data and model uncertainty within deep learning models which is hardly applied in the remote sensing community. In this work, we adopt this methodology for deep recurrent satellite time series forecasting, and test its assumptions on data and model uncertainty. We demonstrate its effectiveness on two applications on climate change, and event change detection and outline limitations.