面向时间相关偏微分方程的一致预测
Conformal Prediction for Time-Dependent PDEs
Joshua Stiller, Annika Schneider, Eyke Hüllermeier
AI 速读 基于摘要
该论文研究时间相关偏微分方程代理模型的一致预测覆盖失效问题,并给出加权一致预测的有限样本覆盖保证。
cs.LG · stat.ML
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Uncertainty quantification is crucial in scientific machine learning, where models inform safety-critical tasks such as flood forecasting, financial risk management, and thermal control in machines. Conformal prediction provides distribution-free coverage guarantees, but in time-dependent settings common to physics and engineering, these guarantees can break down, leading to systematic undercoverage. We study this problem in the context of surrogate models for time-dependent physical systems described by partial differential equations. We prove that in a function space setting, distributions at arbitrarily close times can be mutually singular, making exact coverage guarantees impossible. We further show that in discretized settings, the total variation distance between distributions often saturates exponentially fast with the grid resolution, mandating restrictions on the spatial discretization to ensure coverage. Finally, for certain settings, we show how to use principled weighted conformal prediction to obtain finite-sample coverage guarantees over growing time horizons.