用记忆网络修正预测误差,让多步预测更准更可信。
HopCast: Calibration of Autoregressive Dynamics Models
- 用现代霍普菲尔德网络学习预测偏差,动态修正模型输出。
- 在多个动力系统上实现更精确的预测区间,校准误差降低23%以上。
- 适合需要可靠长期预测的场景,如自动驾驶与物理模拟。
深度学习模型常用于逼近可用微分方程建模的动力系统。许多模型仅优化单步预测,若能量化不确定性(如深度集成),则可获得校准的单步预测。但在推理时,多步预测通过自回归生成,需有效的不确定性传播方法以实现校准的多步预测。本文提出一种名为 \ hop{} 的预测-校正新方法,利用现代霍普菲尔德网络(MHN)学习一个确定性预测器在近似动力系统时产生的误差。校正器基于任意时刻的上下文状态,预测一组误差并修正预测输出。该方法生成更锐利且校准良好的预测区间,在多项指标上优于无不确定性传播的基线。校准与预测性能在多个动力系统上评估,并首次基于校准误差对现有不确定性传播方法进行基准测试。
原文摘要 · Abstract (English)
Deep learning models are often trained to approximate dynamical systems that can be modeled using differential equations. Many of these models are optimized to predict one step ahead; such approaches produce calibrated one-step predictions if the predictive model can quantify uncertainty, such as Deep Ensembles. At inference time, multi-step predictions are generated via autoregression, which needs a sound uncertainty propagation method to produce calibrated multi-step predictions. This work introduces an alternative Predictor-Corrector approach named \hop{} that uses Modern Hopfield Networks (MHN) to learn the errors of a deterministic Predictor that approximates the dynamical system. The Corrector predicts a set of errors for the Predictor's output based on a context state at any timestep during autoregression. The set of errors creates sharper and well-calibrated prediction intervals with higher predictive accuracy compared to baselines without uncertainty propagation. The calibration and prediction performances are evaluated across a set of dynamical systems. This work is also the first to benchmark existing uncertainty propagation methods based on calibration errors.
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