论文标题
部分可观测时空混沌系统的无模型预测
Reliability Evaluation of Individual Predictions: A Data-centric Approach
论文作者
论文摘要
储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。
Machine learning models only provide probabilistic guarantees on the expected loss of random samples from the distribution represented by their training data. As a result, a model with high accuracy, may or may not be reliable for predicting an individual query point. To address this issue, XAI aims to provide explanations of individual predictions, while approaches such as conformal predictions, probabilistic predictions, and prediction intervals count on the model's certainty in its prediction to identify unreliable cases. Conversely, instead of relying on the model itself, we look for insights in the training data. That is, following the fact a model's performance is limited to the data it has been trained on, we ask "is a model trained on a given data set, fit for making a specific prediction?". Specifically, we argue that a model's prediction is not reliable if (i) there were not enough similar instances in the training set to the query point, and (ii) if there is a high fluctuation (uncertainty) in the vicinity of the query point in the training set. Using these two observations, we propose data-centric reliability measures for individual predictions and develop novel algorithms for efficient and effective computation of the reliability measures during inference time. The proposed algorithms learn the necessary components of the measures from the data itself and are sublinear, which makes them scalable to very large and multi-dimensional settings. Furthermore, an estimator is designed to enable no-data access during the inference time. We conduct extensive experiments using multiple real and synthetic data sets and different tasks, which reflect a consistent correlation between distrust values and model performance.