提出TRIE框架,评估随机偏微分方程代理模型的统计保真度与不确定性预测能力。
TRIE: An Evaluation Framework for Stochastic PDE Surrogates

- 构建基于不变测度与概率生成的评估体系,检验模型长期统计特性。
- 标准神经网络仅短期拟合,生成模型在11组参数下保持统计一致性。
- 潜变量生成模型自动降维,推理时间缩短12倍且保持高精度。
许多科学系统受随机扰动、未解析自由度或观测误差影响,可靠代理预测需关注分布而非单点输出。传统确定性神经代理无法捕捉统计特征与不确定性。本文提出TRIE框架,评估代理模型是否重现不变测度、提供可信预测不确定性,并支持高效概率生成。我们在两个静态混沌空间扩展的随机偏微分方程(随机柯尔莫戈罗夫流与随机库拉莫戈罗夫-希瓦辛斯基方程)上测试了11个参数值。结果表明,标准点式训练的神经代理虽能生成合理短期轨迹,却无法匹配长期统计结构;蒙特卡洛丢弃与异方差高斯似然等近似不确定性方法常出现校准偏差,在时空不确定性诊断中过度自信。相比之下,生成模型表现最一致,准确捕获不变测度统计并实现所有概率设置下的最低连续概率评分(CRPS)。最后,具有自动维度发现能力的潜变量生成模型在保留统计保真度的同时,将科洛莫戈罗夫推断时间降低约12倍。代码与数据已开源:https://github.com/scailab/TRIE-SPDE-Bench,支持可复现的随机偏微分方程预测评估。
原文摘要 · Abstract (English)
Many scientific systems exhibit uncertainty from stochastic forcing, unresolved degrees of freedom, or imperfect observations, making reliable surrogate forecasting fundamentally distributional rather than pointwise. For such systems, deterministic neural surrogates fail to capture statistical measures and forecast uncertainty. We introduce TRIE, an evaluation framework for stochastic PDE surrogates that asks whether models reproduce invariant measures, provide trustworthy predictive uncertainty, and scale to efficient probabilistic generation. We demonstrate TRIE on two stationary chaotic spatially extended SPDEs, stochastic Kuramoto--Sivashinsky and stochastic Kolmogorov flow, across 11 parameter values. Our evaluation shows that standard pointwise-trained neural surrogates can produce plausible short rollouts while failing to match long-time statistical structure. Approximate uncertainty methods such as Monte Carlo dropout and heteroscedastic Gaussian likelihoods produce stochastic forecasts, but are often miscalibrated and overconfident under temporal and spatial uncertainty diagnostics. Across these criteria, generative models provide the most consistent performance, accurately capturing invariant measure statistics and achieving the lowest CRPS in all reported probabilistic settings. Finally, we show that latent generative models with automatic dimension discovery retain much of this statistical fidelity while reducing Kolmogorov inference time by roughly $12\times$. We release our code and data at https://github.com/scailab/TRIE-SPDE-Bench to support reproducible evaluation of stochastic PDE forecasting models.
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