为地理事件预测提供高精度不确定性量化方法
Manifold Constrained Conformal Prediction for Spatial Events

- 用切片沃尔什距离衡量空间点云差异,约束预测集贴近训练数据流形
- 实测覆盖率达近名义水平,能量距离与流形距离显著优于基线方法
- 适合灾害预警、气象建模等需可靠置信区域的场景
我们提出一种新的共形预测方法,用于对热带气旋生成、地震位置等空间事件集合构建校准的预测集。由于自然灾害带来重大经济损失,准确量化预测不确定性对风险评估至关重要。该方法将空间点云表示为经验测度,利用(切片)沃尔什距离进行评分,并将所得分布值预测集约束在训练数据流形附近。我们推导出交集预测集的覆盖下界,并证明通过简单自适应选择准则可使该差距趋近于零。由于结果预测集无解析形式,我们引入改进的基于流的采样方法,使其可作为集成模型实际应用。在合成数据、热带气旋生成及地震发生数据上的实验表明,该方法实现接近名义覆盖率,且在能量距离和流形距离上显著优于最高预测密度区域(HDR)及生成模型基线。
原文摘要 · Abstract (English)
We introduce a new conformal prediction method that constructs calibrated prediction sets over collections of spatial events, such as tropical cyclone genesis and earthquake locations. Forecasting natural hazards has become increasingly important, due to their significant economic impact, and quantifying the uncertainty of predictions is critical for accurate risk assessment. Our approach works by representing spatial point clouds as empirical measures so that we can score them using (sliced) Wasserstein distance, then constraining the resulting distribution-valued prediction set to be supported only near the training data manifold. We derive a coverage lower bound for the intersected sets and show that, in practice, this gap can be made small through a simple data-adaptive selection criterion. Because the resulting set is not analytically tractable, we introduce a modified flow-based sampling procedure, which allows us to represent and apply these prediction sets in practice as ensembles. Numerical experiments on synthetic data, tropical cyclone genesis, and earthquake occurrences show that our method achieves near-nominal coverage, with significantly lower energy distance and manifold distance than highest predictive density region (HDR) baselines along with generative model baselines.
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