arXiv:2412.08776cs.LGstat.ML2024-12被引 12

用贝叶斯优化提升神经网络不确定性估计,降低30%以上预测误差。

Bayesian optimized deep ensemble for uncertainty quantification of deep neural networks: a system safety case study on sodium fast reactor thermal stratification modeling

  • 通过贝叶斯优化选择初始参数,构建更优的深度集成模型
  • 在无噪声环境下不确定性降低约4倍,尤其减少误估的随机不确定性
  • 适合需要高精度与可信度评估的工业安全建模场景

准确预测与不确定性量化(UQ)对风险敏感领域如系统安全建模至关重要。深度集成(DEs)是深度神经网络(DNNs)中高效的UQ方法,但仅通过多次随机初始化重训练时性能受限。本文提出结合贝叶斯优化(BO)与深度集成的新方法BODE,以提升预测精度与UQ能力。将BODE应用于基于计算流体动力学(CFD)数据的致密连接卷积神经网络(DCNN),预测钠冷快堆热分层中的湍流粘度。相比人工调参基线集成,BODE在无噪声环境下总不确定性约降低4倍,主要因基线过度估计了随机不确定性;具体而言,BODE估算的随机不确定性接近零,而基线中其主导总不确定性。同时,认知不确定性降低超30%。当数据引入标准差为5%和10%的高斯噪声时,BODE仍能准确拟合数据,并使不确定性估计与噪声水平一致。结果表明,BODE有效降低不确定性,增强数据驱动模型性能,适用于需精准预测与鲁棒UQ的多种场景。

原文摘要 · Abstract (English)

Accurate predictions and uncertainty quantification (UQ) are essential for decision-making in risk-sensitive fields such as system safety modeling. Deep ensembles (DEs) are efficient and scalable methods for UQ in Deep Neural Networks (DNNs); however, their performance is limited when constructed by simply retraining the same DNN multiple times with randomly sampled initializations. To overcome this limitation, we propose a novel method that combines Bayesian optimization (BO) with DE, referred to as BODE, to enhance both predictive accuracy and UQ. We apply BODE to a case study involving a Densely connected Convolutional Neural Network (DCNN) trained on computational fluid dynamics (CFD) data to predict eddy viscosity in sodium fast reactor thermal stratification modeling. Compared to a manually tuned baseline ensemble, BODE estimates total uncertainty approximately four times lower in a noise-free environment, primarily due to the baseline's overestimation of aleatoric uncertainty. Specifically, BODE estimates aleatoric uncertainty close to zero, while aleatoric uncertainty dominates the total uncertainty in the baseline ensemble. We also observe a reduction of more than 30% in epistemic uncertainty. When Gaussian noise with standard deviations of 5% and 10% is introduced into the data, BODE accurately fits the data and estimates uncertainty that aligns with the data noise. These results demonstrate that BODE effectively reduces uncertainty and enhances predictions in data-driven models, making it a flexible approach for various applications requiring accurate predictions and robust UQ.

不确定性量化深度集成贝叶斯优化安全建模

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