给谱学习模型加不确定性,让科学机器学习更可靠。
Bayesian Parametric Matrix Models: Principled Uncertainty Quantification for Spectral Learning
- 用贝叶斯方法改造参数化矩阵模型,保留谱结构和计算效率。
- 在5×5到500×500矩阵上实现误差校准小于0.05,完美收敛。
- 适合安全关键领域,如医疗、航空中的高可靠性预测。
科学机器学习越来越多地使用谱方法理解物理系统。现有谱学习方法仅提供点估计,缺乏不确定性量化,限制了其在需要预测置信度的安全关键场景中的应用。参数化矩阵模型(PMMs)已成为科学机器学习的强大工具,通过学习控制方程实现了卓越性能,但其确定性本质阻碍了在不确定性量化任务中的部署。本文提出贝叶斯参数化矩阵模型(B-PMM),一种可解释的框架,将PMM扩展为可提供不确定性估计,同时保持其谱结构与计算效率。B-PMM解决了矩阵特征值问题中不确定性量化的根本挑战——标准贝叶斯方法因谱分解的几何约束而失效。理论贡献包括:(i) 自适应谱分解与正则化矩阵扰动界,刻画特征值不确定性传播;(ii) 利用流形感知的矩阵变量高斯后验的结构化变分推断算法,满足埃尔米特约束;(iii) 有限样本校准保证,显式依赖于谱间隙与问题条件数。在5×5至500×500矩阵上实验验证表明,B-PMM实现极佳的不确定性校准(ECE < 0.05),并保持良好缩放性。该框架在谱条件不良时仍表现出稳健退化,并在近简并情形下提供可靠不确定性估计。所提框架支持不确定性敏感领域的鲁棒谱学习,为更广泛的贝叶斯谱机器学习奠定基础。
原文摘要 · Abstract (English)
Scientific machine learning increasingly uses spectral methods to understand physical systems. Current spectral learning approaches provide only point estimates without uncertainty quantification, limiting their use in safety-critical applications where prediction confidence is essential. Parametric matrix models have emerged as powerful tools for scientific machine learning, achieving exceptional performance by learning governing equations. However, their deterministic nature limits deployment in uncertainty quantification applications. We introduce Bayesian parametric matrix models (B-PMMs), a principled framework that extends PMMs to provide uncertainty estimates while preserving their spectral structure and computational efficiency. B-PMM addresses the fundamental challenge of quantifying uncertainty in matrix eigenvalue problems where standard Bayesian methods fail due to the geometric constraints of spectral decomposition. The theoretical contributions include: (i) adaptive spectral decomposition with regularized matrix perturbation bounds that characterize eigenvalue uncertainty propagation, (ii) structured variational inference algorithms using manifold-aware matrix-variate Gaussian posteriors that respect Hermitian constraints, and (iii) finite-sample calibration guarantees with explicit dependence on spectral gaps and problem conditioning. Experimental validation across matrix dimensions from 5x5 to 500x500 with perfect convergence rates demonstrates that B-PMMs achieve exceptional uncertainty calibration (ECE < 0.05) while maintaining favorable scaling. The framework exhibits graceful degradation under spectral ill-conditioning and provides reliable uncertainty estimates even in near-degenerate regimes. The proposed framework supports robust spectral learning in uncertainty-critical domains and lays the groundwork for broader Bayesian spectral machine learning.
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