Bayesian Deep-Learning-Based Health Prognostics Toward Prognostics Uncertainty

Deep-learning-based health prognostics is receiving ever-increasing attention. Most existing methods leverage advanced neural networks for prognostics performance improvement, providing mainly point estimates as prognostics results without addressing prognostics uncertainty. However, uncertainty is critical for both health prognostics and subsequent decision making, especially for safety-critical applications. Inspired by the idea of Bayesian machine learning, a Bayesian deep-learning-based (BDL-based) method is proposed in this paper for health prognostics with uncertainty quantification. State-of-the-art deep learning models are extended into Bayesian neural networks (BNNs), and a variational-inference-based method is presented for the BNNs learning and inference. The proposed method is validated through a ball bearing dataset and a turbofan engine dataset. Other than point estimates, health prognostics using the BDL-based method is enhanced with uncertainty quantification. Scalability and generalization ability of state-of-the-art deep learning models can be well inherited. Stochastic regularization techniques, widely available in mainstream software libraries, can be leveraged to efficiently implement the BDL-based method for practical applications.