用区间神经网络量化系统辨识中的不确定性,提升预测可靠性。
Beyond Prediction: Interval Neural Networks for Uncertainty-Aware System Identification

- 将神经网络扩展为区间形式,通过区间运算传播不确定性。
- 双阶段训练的C-INN精度更高,单阶段训练的J-INN区间更准确且校准更好。
- 提出通道弹性分析,揭示不同训练策略下不确定性分布差异。
系统辨识(SysID)对从实验数据中建模动态系统至关重要,但传统方法常难以捕捉非线性行为。深度学习虽能有效建模动态特性,但需结合不确定性量化以确保预测可靠性。本文提出构建与训练区间神经网络(INN)的系统框架,将经典神经网络扩展为区间版本,开发出区间LSTM与区间NODE模型,通过区间算术传播不确定性,无需概率假设即可表示不确定性并生成预测区间。训练采用两种策略:两阶段的级联INN(C-INN),将已训练的清晰神经网络转换为区间网络;以及单阶段联合优化的联合INN(J-INN),同时优化预测精度与区间精度。两者均使用不确定性感知损失函数与参数化技巧以保证可靠学习。在多个SysID数据集上的全面实验表明,两种方法均有效,并与主流不确定性感知基线对比:C-INN在点预测精度上更优,而J-INN产生更准确且更校准良好的预测区间。此外,引入通道级弹性概念,揭示两种训练策略下不确定性在参数中的分布模式差异。研究证明该框架能有效融合深度学习与不确定性感知建模。
原文摘要 · Abstract (English)
System identification (SysID) is critical for modeling dynamical systems from experimental data, yet traditional approaches often fail to capture nonlinear behaviors. While deep learning offers powerful tools for modeling such dynamics, incorporating uncertainty quantification is essential to ensure reliable predictions. This paper presents a systematic framework for constructing and training interval Neural Networks (INNs) for uncertainty-aware SysID. By extending crisp neural networks into interval counterparts, we develop Interval LSTM and NODE models that propagate uncertainty through interval arithmetic without probabilistic assumptions. This design allows them to represent uncertainty and produce prediction intervals. For training, we propose two strategies: Cascade INN (C-INN), a two-stage approach converting a trained crisp NN into an INN, and Joint INN (J-INN), a one-stage framework jointly optimizing prediction accuracy and interval precision. Both strategies employ uncertainty-aware loss functions and parameterization tricks to ensure reliable learning. Comprehensive experiments on multiple SysID datasets demonstrate the effectiveness of both approaches and benchmark their performance against well-established uncertainty-aware baselines: C-INN achieves superior point prediction accuracy, whereas J-INN yields more accurate and better-calibrated prediction intervals. Furthermore, to reveal how uncertainty is represented across model parameters, the concept of channel-wise elasticity is introduced, which is used to identify distinct patterns across the two training strategies. The results of this study demonstrate that the proposed framework effectively integrates deep learning with uncertainty-aware modeling.
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