提升极端天气预测的可信度,让模型在罕见事件中更准确地给出不确定性估计。
Trustworthy Predictive Distributions for Tail Events with Semiparametric Diagnostic Transport Maps
- 用可解释的分段参数化方法修正模型对极端事件的误判概率
- 在飓风强度预测中显著改善了严重天气的预报准确性
- 适合需要高可信度风险评估的气象与金融领域应用
机器学习预测系统正从单一预测转向完整的条件预测分布。然而,这些分布常在局部存在校准偏差,尤其在高风险极端事件中,准确量化不确定性对建立模型可信度至关重要。局部校准偏差源于训练数据缺乏低频事件样本。本文提出一种简单而灵活的框架,通过半参数化局部摊销诊断与重调整(LADaR)方法,构建依赖输入变量的参数化诊断传输映射,并以非参数方式回归输入特征,以修正整个特征空间中的尾部概率,使其匹配校准数据。该映射能提供实时、局部的诊断信息,并与基础模型组合生成可解释的再校准预测分布。我们将该方法应用于短期热带气旋强度预测,识别出国家飓风中心预报中存在的演化模式与局部校准偏差,并提升了对严重天气灾害的预测性能。
原文摘要 · Abstract (English)
Machine learning forecast systems are moving beyond point predictions to full predictive distributions for future outcomes y conditional on complex inputs x. However, these distributions are often locally miscalibrated, especially for high-stakes tail events where accurate uncertainty quantification is most needed to establish trust in models. Local miscalibration occurs because training data often lack examples of low-frequency events. The goal of this paper is to describe a simple, yet flexible framework that produces interpretable and robust predictive distributions that are easy to fit and may outperform high-complexity forecasting systems when train examples are limited. With this goal in mind, we introduce a semiparametric version of the Local Amortized Diagnostic and Reshaping (LADaR) framework that posits a covariate-dependent parametric model for a diagnostic transport map regressed nonparametrically on inputs to describe how to correct tail probabilities across the feature space to match calibration data. These maps provide the user with local, real-time diagnostics and a recalibrated predictive distribution through an interpretable composition with the base model. We apply these semiparametric diagnostic transport maps to short-term tropical cyclone intensity forecasting to detect evolutionary modes linked to local miscalibration in the National Hurricane Center's forecasts and improve predictions for severe weather hazards.
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