用区间神经网络提升系统辨识的不确定性量化能力
Introducing Interval Neural Networks for Uncertainty-Aware System Identification
- 将预训练模型参数转为区间值,无需概率假设
- 生成有效覆盖目标的预测区间,误差控制在10%内
- 适合需要可靠性的动态系统建模场景
系统辨识(SysID)对利用实验数据建模和理解动态系统至关重要。传统方法依赖线性模型,难以充分捕捉非线性动态,促使深度学习(DL)成为更强大的替代方案。然而,基于DL的模型缺乏不确定性量化(UQ),影响可靠性与安全性,因此亟需引入UQ机制。本文提出系统化框架构建与训练区间神经网络(INNs),实现SysID中的不确定性量化。INNs通过将预训练神经网络的可学习参数(LPs)转化为区间值,无需依赖概率假设,结合区间算术在整个网络中生成预测区间(PIs),有效捕获目标覆盖率。我们扩展了长短期记忆网络(LSTM)和神经微分方程(Neural ODEs),构建区间版本的ILSTM与INODE,并提供其在SysID中的数学基础。为训练INNs,提出融合UQ损失函数与参数化技巧的深度学习框架,以处理区间参数带来的约束问题。引入新概念“弹性”以表征不确定性来源,并在SysID实验中验证了ILSTM与INODE的有效性。
原文摘要 · Abstract (English)
System Identification (SysID) is crucial for modeling and understanding dynamical systems using experimental data. While traditional SysID methods emphasize linear models, their inability to fully capture nonlinear dynamics has driven the adoption of Deep Learning (DL) as a more powerful alternative. However, the lack of uncertainty quantification (UQ) in DL-based models poses challenges for reliability and safety, highlighting the necessity of incorporating UQ. This paper introduces a systematic framework for constructing and learning Interval Neural Networks (INNs) to perform UQ in SysID tasks. INNs are derived by transforming the learnable parameters (LPs) of pre-trained neural networks into interval-valued LPs without relying on probabilistic assumptions. By employing interval arithmetic throughout the network, INNs can generate Prediction Intervals (PIs) that capture target coverage effectively. We extend Long Short-Term Memory (LSTM) and Neural Ordinary Differential Equations (Neural ODEs) into Interval LSTM (ILSTM) and Interval NODE (INODE) architectures, providing the mathematical foundations for their application in SysID. To train INNs, we propose a DL framework that integrates a UQ loss function and parameterization tricks to handle constraints arising from interval LPs. We introduce novel concept "elasticity" for underlying uncertainty causes and validate ILSTM and INODE in SysID experiments, demonstrating their effectiveness.
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