arXiv:2604.08755cs.CEcs.LG2026-04

提出新方法,让确定性模型输出更准确的不确定性估计。

Accurate and Reliable Uncertainty Estimates for Deterministic Predictions Extensions to Under and Overpredictions

  • 用神经网络学习输入相关的非高斯不确定性分布
  • 在真实与合成数据上提升概率预测准确性
  • 适合需要可靠不确定性评估的工程与科学场景

计算模型广泛应用于工程与科学中的高风险决策,从业者日益需要概率化预测以量化模型不确定性。现有方法或通过采样输入分布,或在确定性输出上添加不确定性表示(如无分布和分布型方法)。然而,基于采样的方法对实时应用常计算成本过高,且多数不确定性表示忽略输入依赖性,或依赖限制性强的高斯假设,无法捕捉偏斜与重尾特征。为此,本文扩展了ACCURUE框架,通过神经网络学习输入依赖的非高斯不确定性分布(包括两段高斯与非对称拉普拉斯形式),采用兼顾预测精度与可靠性的损失函数进行训练。在合成与真实世界实验中,该方法成功捕捉输入相关的不确定性结构,相比现有方法显著提升概率预测性能,同时保持对偏斜与非高斯误差的建模灵活性。

原文摘要 · Abstract (English)

Computational models support high-stakes decisions across engineering and science, and practitioners increasingly seek probabilistic predictions to quantify uncertainty in such models. Existing approaches generate predictions either by sampling input parameter distributions or by augmenting deterministic outputs with uncertainty representations, including distribution-free and distributional methods. However, sampling-based methods are often computationally prohibitive for real-time applications, and many existing uncertainty representations either ignore input dependence or rely on restrictive Gaussian assumptions that fail to capture asymmetry and heavy-tailed behavior. Therefore, we extend the ACCurate and Reliable Uncertainty Estimate (ACCRUE) framework to learn input-dependent, non-Gaussian uncertainty distributions, specifically two-piece Gaussian and asymmetric Laplace forms, using a neural network trained with a loss function that balances predictive accuracy and reliability. Through synthetic and real-world experiments, we show that the proposed approach captures an input-dependent uncertainty structure and improves probabilistic forecasts relative to existing methods, while maintaining flexibility to model skewed and non-Gaussian errors.

不确定性估计非高斯分布神经网络

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