用神经正切核方法实现极端天气预报的可扩展不确定性量化
Scalable Uncertainty Quantification for Extreme Weather Forecasting via Empirical Neural Tangent Kernels

- 基于最后一层特征构建经验神经正切核,无需重新训练
- 预测区间比传统方法更窄31%-37%,且随极端事件严重程度自适应变化
- 自动选择ICA或SVD分解,适用于不同模型架构
深度学习气象模型已达到数值天气预报的精度,且运行速度快几个数量级,但仅输出确定性预报,缺乏不确定性估计,这在极端天气高风险决策中是关键短板。本文提出基于神经正切核的不确定性量化(NTK-UQ),利用最后一层经验特征。理论分析表明,不确定性质量受模型架构影响:当特征空间的奇异值截断秩接近有效秩时,会引发方差坍缩,导致热带气旋与常规条件难以区分;谱集中架构需激进截断(k ≤ 10),而注意力模型可容忍全秩计算。此外,极端天气具有非高斯、重尾特性,独立成分分析(ICA)通过高阶统计量(峰度、负熵)分离极端事件特征,识别能力优于仅捕捉二阶方差的奇异值分解(SVD)。数据驱动的选择规则根据特征谱集中度比自动选择ICA或SVD,对四种架构均正确判断最优分解方式。相比分割置信预测(后处理基线),NTK-UQ在90%覆盖率下预测区间更锐利31%-37%,且生成随事件严重程度自适应的区间,这是置信预测无法实现的。该框架无需再训练,推理时每个样本仅需一次矩阵-向量乘法。
原文摘要 · Abstract (English)
Deep learning weather models now match numerical weather prediction accuracy while running orders of magnitude faster, but produce deterministic forecasts without uncertainty estimates, a critical gap for high-stakes decisions during extreme weather events. This paper proposes Neural Tangent Kernel-based uncertainty quantification (NTK-UQ) using last-layer empirical features. Theoretical analysis predicts that UQ quality is architecture-dependent through two mechanisms. First, a variance collapse mechanism explains when UQ fails: when the eigenvalue truncation rank approaches the effective rank of the feature space, the GP correction term consumes nearly all prior variance, destroying discrimination between tropical cyclones and routine conditions; architectures with concentrated spectra (spectral operators) require aggressive truncation ($k \leq 10$), while attention-based models tolerate full-rank computation. Second, decomposition performance depends on the non-Gaussian, heavy-tailed structure of extreme weather: Independent Component Analysis exploits higher-order statistics (kurtosis, negentropy) to isolate heavy-tailed extreme-event features, achieving higher discrimination than singular value decomposition, which captures only second-order variance. A data-driven selection rule chooses ICA or SVD from the feature eigenspectrum concentration ratio, correctly prescribing the superior decomposition for all four evaluated architectures. Compared to split conformal prediction (the natural post-hoc baseline), NTK-UQ achieves 31--37\% sharper prediction intervals at 90\% coverage, and uniquely produces \emph{adaptive} intervals that scale with extreme event severity, which conformal prediction cannot achieve by construction. The framework requires no retraining; inference-time uncertainty requires only a single matrix-vector product per sample.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。