arXiv:2608.20483stat.MLcs.LG2026-08

提出随机神经网络的不确定性传播方法,可精准追踪输入与参数随机性对输出的影响。

Uncertainty propagation in auto-regressive random neural network models

论文配图:Uncertainty propagation in auto-regressive random neural network models
图 1 · 摘自论文原文
  • 基于Leaky ReLU的分段线性特性,构建输入与参数扰动的局部近似模型。
  • 推导出输出概率密度、特征函数及均值协方差的闭式表达式。
  • 适用于高维动力系统,能捕捉状态与参数间的耦合不确定性演化。

我们发展了针对随机神经网络模型的解析与粒子化不确定性传播方法,允许输入和网络参数均为随机变量。基于Leaky ReLU激活函数的分段线性结构,我们推导出网络输出对输入与参数扰动的局部近似,该近似在保持激活模式的前提下是精确的,从而可计算输出的概率密度函数与特征函数,并给出均值与协方差的闭式近似。我们将该框架扩展至由随机神经网络表示的一步演化映射的自主动力系统,其重复应用构成自回归模型。我们推导出状态与网络参数随时间演化的不确定性递推公式,显式考虑了迭代过程中产生的状态-参数交叉协方差。在Lorenz-63系统与Kuramoto-Sivashinsky方程上的数值实验表明,该方法能在可预测时域内实现高精度不确定性传播,且适用于高维动力系统。

原文摘要 · Abstract (English)

We develop analytical and particle-based methods for uncertainty propagation in random neural network models, where both the inputs and network parameters are allowed to be random. Building on the piecewise-linear structure of the Leaky ReLU activation function, we derive a local approximation of the neural network output with respect to perturbations in both its inputs and parameters. This approximation is exact for perturbations that preserve the network activation pattern, and it allows us to compute analytical expressions for the probability density function and characteristic function of the network output, together with closed-form approximations for its mean and covariance. We extend this uncertainty propagation framework to autonomous dynamical systems whose one-step evolution map is represented by a random neural network. Repeated application of this map defines an autoregressive model, for which we derive recursive equations to propagate uncertainty in both the state and network parameters over time. These equations explicitly account for the state-parameter cross-covariance that develops under successive iterations of the network. Numerical experiments on the Lorenz-63 system and the Kuramoto-Sivashinsky equation demonstrate accurate uncertainty propagation through the predictability horizon and the applicability of the proposed framework to high-dimensional dynamical systems.

不确定性传播随机神经网络动力系统概率建模

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