Deep learning (DL) methods have been widely applied to intelligent fault diagnosis of industrial processes and achieved state-of-the-art performance. However, fault diagnosis with point estimate may provide untrustworthy decisions. Recently, Bayesian inference shows to be a promising approach to trustworthy fault diagnosis by quantifying the uncertainty of the decisions with a DL model. The uncertainty information is not involved in the training process, which does not help the learning of highly uncertain samples and has little effect on improving the fault diagnosis performance. To address this challenge, we propose a Bayesian hierarchical graph neural network (BHGNN) with an uncertainty feedback mechanism, which formulates a trustworthy fault diagnosis on the Bayesian DL (BDL) framework. Specifically, BHGNN captures the epistemic uncertainty and aleatoric uncertainty via a variational dropout approach and utilizes the uncertainty information of each sample to adjust the strength of the temporal consistency (TC) constraint for robust feature learning. Meanwhile, the BHGNN method models the process data as a hierarchical graph (HG) by leveraging the interaction-aware module and physical topology knowledge of the industrial process, which integrates data with domain knowledge to learn fault representation. Moreover, the experiments on a three-phase flow facility (TFF) and secure water treatment (SWaT) show superior and competitive performance in fault diagnosis and verify the trustworthiness of the proposed method.
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