UQ-SHRED让稀疏传感重建模型能输出可信的不确定性估计。
UQ-SHRED: uncertainty quantification of shallow recurrent decoder networks for sparse sensing via engression
- 用输入噪声+能量损失训练,实现无需额外结构的分布预测
- 在湍流、大气、神经科学等数据上验证了校准良好的置信区间
- 适合需要可靠误差估计的科学建模场景
从稀疏传感器测量中重建高维时空场在众多科学应用中至关重要。近期的浅层递归解码器(SHRED)架构能从超稀疏测量流中重构高质量空间场。然而,在复杂、数据稀缺、高频或随机系统中,需对部分时空场进行有效不确定性估计。本文提出UQ-SHRED,一种基于神经网络分布回归(engression)的分布学习框架,通过学习条件于传感器历史的空间状态预测分布,实现不确定性量化。通过向传感器输入注入随机噪声并采用能量得分损失训练,UQ-SHRED仅需输入端加噪和单一架构重采样,即可生成预测分布,计算开销极低。在复杂的合成数据与真实场景数据集(包括湍流、大气动力学、神经科学和天体物理)上,该方法均提供了校准良好的分布近似与置信区间。进一步的消融实验揭示了各模型设置对不确定性量化性能的影响,并验证其在多种实验配置下的有效性。
原文摘要 · Abstract (English)
Reconstructing high-dimensional spatiotemporal fields from sparse sensor measurements is critical in a wide range of scientific applications. The SHallow REcurrent Decoder (SHRED) architecture is a recent state-of-the-art architecture that reconstructs high-quality spatial domain from hyper-sparse sensor measurement streams. An important limitation of SHRED is that in complex, data-scarce, high-frequency, or stochastic systems, portions of the spatiotemporal field must be modeled with valid uncertainty estimation. We introduce UQ-SHRED, a distributional learning framework for sparse sensing problems that provides uncertainty quantification through a neural network-based distributional regression called engression. UQ-SHRED models the uncertainty by learning the predictive distribution of the spatial state conditioned on the sensor history. By injecting stochastic noise into sensor inputs and training with an energy score loss, UQ-SHRED produces predictive distributions with minimal computational overhead, requiring only noise injection at the input and resampling through a single architecture without retraining or additional network structures. On complicated synthetic and real-life datasets including turbulent flow, atmospheric dynamics, neuroscience and astrophysics, UQ-SHRED provides a distributional approximation with well-calibrated confidence intervals. We further conduct ablation studies to understand how each model setting affects the quality of the UQ-SHRED performance, and its validity on uncertainty quantification over a set of different experimental setups.
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