对比两种物理系统概率预测方法,发现CRPS训练的集成模型更可靠且更快。
Reliability of Probabilistic Emulation of Physical Systems

- 用CRPS损失训练随机集成模型,提升不确定性可靠性。
- 在单步和递归预测中,集成模型覆盖率更高,推理速度更快。
- 适合需要高可信度预测的气象、气候等科学计算场景。
目前生成式模型(如扩散模型)和注入随机性的确定性模型集成是物理系统概率预测的两大主流方法。尽管两者都表现出良好预测精度,但其不确定性可靠性尚未系统评估。本文通过构建统一框架,在多种二维时空物理系统上,以相同模型规模与计算预算比较二者表现。评估基于预测区间经验覆盖度,兼顾准确率与计算效率。结果表明,使用连续排名概率评分(CRPS)损失训练的集成模型在单步预测和自回归推演中均实现更可靠的不确定性覆盖,优于在隐空间训练的生成模型。此外,该方法推理速度显著更快。当生成模型在原始空间而非压缩隐空间训练时,虽可达到相近覆盖率,但推理延迟大幅增加;而将CRPS集成模型在隐空间训练时,覆盖率未明显下降。两类方法均具备良好预测准确性。为推动后续研究,作者发布AutoCast(集成生成模型与CRPS集成框架)和AutoSim(灵活的数据集生成工具)。
原文摘要 · Abstract (English)
Two dominant approaches have emerged for generating probabilistic forecasts of physical systems: generative models, such as diffusion or flow matching; and ensembles of deterministic models with stochasticity injected, trained using the continuous ranked probability score (CRPS) loss. While both approaches have demonstrated strong predictive accuracy, the reliability of their uncertainties has not been systematically assessed. We address this gap by developing a framework to evaluate both approaches across diverse 2D spatiotemporal physical systems, under matched model size and computational budget. We assess the reliability of probabilistic emulation by inspecting the empirical coverage of predictive intervals, while also considering accuracy and computational efficiency metrics. CRPS-trained ensembles typically achieve more reliable uncertainties on both single-step prediction and autoregressive rollouts, demonstrating better coverage than the standard alternative of training generative models in a latent space. Moreover, the CRPS approach offers significantly faster inference. When generative models are trained in ambient rather than a compressed latent space, which is often infeasible for high-dimensional problems, they exhibit comparable coverage to CRPS-trained ensembles, though with substantially larger inference latency. In contrast, when CRPS-trained ensembles are trained in latent space they do not show a marked degradation in coverage with respect to ambient space. Both generative models and CRPS-trained ensembles demonstrate good predictive accuracy. To facilitate future research and application, we release AutoCast, a modular framework implementing both generative models and CRPS-trained ensembles, alongside AutoSim, a flexible dataset generation package for rapid prototyping.
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