arXiv:2605.16078stat.MLcs.LG2026-05

研究神经网络代理模型在不确定性传播中的表现,发现极端情况误差大十倍。

A numerical study into neural network surrogate model performance for uncertainty propagation

论文配图:A numerical study into neural network surrogate model performance for uncertainty propagation
图 1 · 摘自论文原文
  • 对比全连接网络与深度算子网络,用数据驱动和物理信息损失函数
  • 极端样本预测误差比平均误差高一个数量级,因超出训练数据范围
  • 提出识别极端样本方法,全连接网络加弱形式残差损失表现最优

神经网络代理模型已成为物理建模中各类边值问题求解场的有前景方法。随机问题尤其值得关注,因其可通过代理模型显著减少传统数值求解器重复计算昂贵前向模型的次数。然而,现有研究多聚焦于代理模型对确定性样本或均值解的拟合能力,忽视了其在分布尾部的表现。本文详细考察了神经网络代理模型在整个概率空间内捕捉解场完整分布的能力,重点关注分布尾部。以含高度随机源项的热传导方程为典型问题,导致温度场变化极大。对比了经典前馈全连接网络与深度算子网络架构,采用数据驱动和物理信息损失函数。结果表明,最坏情况预测误差比均值场误差高一个数量级,凸显异常样本的重要性。极端样本的大误差源于模型需对训练数据范围外进行外推。本文提出识别这些样本的方法,并讨论缓解误差的潜在策略。在所考虑模型中,使用弱形式残差损失训练的全连接网络在数值生成数据集上表现最佳,预测精度最高。

原文摘要 · Abstract (English)

Neural network surrogate models have emerged as a promising approach to model solution fields for a wide variety of boundary value problems encountered in physical modeling. Stochastic problems represent an area of particularly high interest because of the potential to significantly reduce the repeated evaluation of expensive forward models via traditional numerical solvers when conducting parametric analysis. However, many studies found in the literature primarily focus on the ability of neural network surrogate models to represent deterministic samples or mean field solutions and largely overlook surrogate model performance at the tails of the distribution. The present study examines in detail the ability of neural network surrogate models to capture the full distribution of solution fields over the entire probability space, while emphasis is placed at the tails of the distribution. Serving as a canonical problem is the heat conduction equation with a highly stochastic source term, inducing extremely large variation in the thermal solution field. Comparisons are made between a classic feed-forward fully connected network and a Deep Operator Network architecture, using both data-driven and physics-informed loss functions. Results show that the worst-case prediction errors are an order of magnitude larger than the mean field error, highlighting the importance of the outlier samples. The large errors associated with extreme samples result from the networks having to extrapolate beyond the bounds of the training data. A method for identifying these samples is presented along with a discussion of potential approaches to account of their errors. Among the models considered, the fully connected neural network trained using a weak form residual loss performs best in handling these extrapolated inputs, achieving the highest prediction accuracy for the numerically produced datasets.

神经网络不确定性传播代理模型外推误差

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