为无限维函数空间设计提供无需分布假设的鲁棒优化方法
Distribution-Free Robust Predict-Then-Optimize in Function Spaces
- 将置信预测扩展至无穷维Sobolev空间,实现函数级不确定性量化
- 在泊松方程、热方程等多类PDE上验证了覆盖率与鲁棒性提升
- 适合需高可靠性决策的工程优化与量子态判别任务
工程设计中快速求解偏微分方程(PDE)催生了神经代理模型的发展。神经算子模型通过保留输入的无限维函数形式,实现了与离散化无关的代理建模。尽管提升了计算效率,此类方法缺乏精度保证,不同于经典数值求解器。在可能误校准的代理模型下优化设计,可能导致部署后性能不佳。类似地,在有限维场景中,黑箱预测器下的自动化决策也面临因模型校准不良导致次优的风险。为此,已有方法利用置信预测——一种无需分布假设的后验不确定性量化技术——生成对抗鲁棒决策。本文将此框架拓展至无限维函数空间。首先,我们将传统有限维空间的置信预测保证推广至无限维Sobolev空间;随后,展示如何利用该不确定性来稳健制定工程设计任务,并刻画由此产生的鲁棒最优设计的次优性。最后,我们在包括泊松方程和热方程在内的多种PDE上实证验证了本方法的通用性,并在量子态判别任务中展示了显著的鲁棒设计改进。
原文摘要 · Abstract (English)
The need to rapidly solve PDEs in engineering design workflows has spurred the rise of neural surrogate models. In particular, neural operator models provide a discretization-invariant surrogate by retaining the infinite-dimensional, functional form of their arguments. Despite improved throughput, such methods lack guarantees on accuracy, unlike classical numerical PDE solvers. Optimizing engineering designs under these potentially miscalibrated surrogates thus runs the risk of producing designs that perform poorly upon deployment. In a similar vein, there is growing interest in automated decision-making under black-box predictors in the finite-dimensional setting, where a similar risk of suboptimality exists under poorly calibrated models. For this reason, methods have emerged that produce adversarially robust decisions under uncertainty estimates of the upstream model. One such framework leverages conformal prediction, a distribution-free post-hoc uncertainty quantification method, to provide these estimates due to its natural pairing with black-box predictors. We herein extend this line of conformally robust decision-making to infinite-dimensional function spaces. We first extend the typical conformal prediction guarantees over finite-dimensional spaces to infinite-dimensional Sobolev spaces. We then demonstrate how such uncertainty can be leveraged to robustly formulate engineering design tasks and characterize the suboptimality of the resulting robust optimal designs. We then empirically demonstrate the generality of our functional conformal coverage method across a diverse collection of PDEs, including the Poisson and heat equations, and showcase the significant improvement of such robust design in a quantum state discrimination task.
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