为神经算子的函数输出提供可验证的不确定性量化方法。
Split Conformal Prediction in the Function Space with Neural Operators
- 通过离散化与渐近分析,将分片置信预测扩展到函数空间。
- 在超分辨率任务中实现更优且稳定的校准覆盖效果。
- 适合需要可靠不确定性的高维函数建模场景。
神经算子在无限维空间中的不确定性量化仍是一个开放问题,因其缺乏对函数输出的有限样本覆盖保证。尽管置信预测在有限维空间中提供有限样本保证,但无法直接推广至函数值输出。现有方法(高斯过程、贝叶斯神经网络、分位数算子)依赖强分布假设或导致保守覆盖。本文提出一种两步法:首先利用输出函数空间的离散化映射,在有限维空间建立有限样本覆盖保证;随后通过细化离散化时的渐近收敛性,将保证提升至函数空间。为刻画分辨率影响,将置信半径分解为离散化、校准和模型误设三部分,由此提出基于回归的跨分辨率校准修正方法。此外,设计两个诊断指标(置信集合得分与内部一致性)以量化自回归设置下的预报退化。实验表明,该方法在分辨率变化下保持更稳定且校准的覆盖,并在超分辨率任务中取得更好性能。
原文摘要 · Abstract (English)
Uncertainty quantification for neural operators remains an open problem in the infinite-dimensional setting due to the lack of finite-sample coverage guarantees over functional outputs. While conformal prediction offers finite-sample guarantees in finite-dimensional spaces, it does not directly extend to function-valued outputs. Existing approaches (Gaussian processes, Bayesian neural networks, and quantile-based operators) require strong distributional assumptions or yield conservative coverage. This work extends split conformal prediction to function spaces following a two step method. We first establish finite-sample coverage guarantees in a finite-dimensional space using a discretization map in the output function space. Then these guarantees are lifted to the function-space by considering the asymptotic convergence as the discretization is refined. To characterize the effect of resolution, we decompose the conformal radius into discretization, calibration, and misspecification components. This decomposition motivates a regression-based correction to transfer calibration across resolutions. Additionally, we propose two diagnostic metrics (conformal ensemble score and internal agreement) to quantify forecast degradation in autoregressive settings. Empirical results show that our method maintains calibrated coverage with less variation under resolution shifts and achieves better coverage in super-resolution tasks.
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