arXiv:2606.27269stat.MLcs.LG2026-06

Ribbon快速估算复杂模型不确定性,无需反复训练。

Ribbon: Scalable Approximation and Robust Uncertainty Quantification

论文配图:Ribbon: Scalable Approximation and Robust Uncertainty Quantification
图 1 · 摘自论文原文
  • 用影响函数线性化替代重复训练,提升效率。
  • 在多个基准上表现优于传统方法,校准更准确。
  • 适合需要高效不确定性估计的现代机器学习场景。

可靠量化复杂、高维或模型错误设定下的预测不确定性极具挑战。全贝叶斯和自助法虽能提供合理不确定性估计,但常因需后验采样或重复模型重拟合而代价高昂。本文提出Ribbon,一种对狄利克雷加权自助法的可扩展近似。Ribbon将重复重拟合替换为围绕单个已拟合模型的影响函数线性化,保留贝叶斯自助法的一阶数据重加权结构,仅需事后线性代数计算。Ribbon近似贝叶斯自助或加权似然自助的重拟合目标。通过通用集中参数,Ribbon构建了可校准的狄利克雷重加权族,其不确定性尺度可在验证数据上调节。我们证明,在正确似然设定下,Ribbon渐近等价于平坦先验拉普拉斯近似;在错误设定下,则恢复鲁棒沙文德协方差。在合成回归、MNIST分类和加州房价基准测试中,Ribbon在多个设置下实现竞争力的预测性能与更优校准,且避免了重复模型重训练。

原文摘要 · Abstract (English)

Reliably quantifying predictive uncertainty is difficult for complex, high-dimensional, or misspecified models. Both fully Bayesian and bootstrap resampling methods provide principled uncertainty estimates but are often too expensive for modern machine-learning models because they require posterior sampling or repeated model refitting. We introduce Ribbon, a scalable approximation to Dirichlet-reweighted bootstrap uncertainty. Ribbon replaces repeated refitting with an influence-function linearization around a single fitted model, preserving the first-order data-reweighting structure of the Bayesian bootstrap while requiring only post-hoc linear algebra. Ribbon approximates the Bayesian-bootstrap or weighted-likelihood-bootstrap refitting target. With a general concentration parameter, Ribbon gives a calibrated Dirichlet-reweighting family whose uncertainty scale can be tuned on validation data. We show that Ribbon is asymptotically equivalent to a flat-prior Laplace approximation under correct likelihood specification and recovers the robust sandwich covariance under misspecification. Across synthetic regression, MNIST classification, and California Housing benchmarks, Ribbon provides competitive predictive performance and improved calibration in several settings while avoiding repeated model retraining.

不确定性量化高效算法贝叶斯方法模型校准

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。