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Collaborating Authors

 Dortmund




ShanghaiTech University

Neural Information Processing Systems

In open-world scenarios, where both novel classes and domains may exist, an ideal segmentation model should detect anomaly classes for safety and generalize to new domains.






Probabilistic function-on-function nonlinear autoregressive model for emulation and reliability analysis of dynamical systems

arXiv.org Machine Learning

Constructing accurate and computationally efficient surrogate models (or emulators) for predicting dynamical system responses is critical in many engineering domains, yet remains challenging due to the strongly nonlinear and high-dimensional mapping from external excitations and system parameters to system responses. This work introduces a novel Function-on-Function Nonlinear AutoRegressive model with eXogenous inputs (F2NARX), which reformulates the conventional NARX model from a function-on-function regression perspective, inspired by the recently proposed $\mathcal{F}$-NARX method. The proposed framework substantially improves predictive efficiency while maintaining high accuracy. By combining principal component analysis with Gaussian process regression, F2NARX further enables probabilistic predictions of dynamical responses via the unscented transform in an autoregressive manner. The effectiveness of the method is demonstrated through case studies of varying complexity. Results show that F2NARX outperforms state-of-the-art NARX model by orders of magnitude in efficiency while achieving higher accuracy in general. Moreover, its probabilistic prediction capabilities facilitate active learning, enabling accurate estimation of first-passage failure probabilities of dynamical systems using only a small number of training time histories.


Towards Sharp Minimax Risk Bounds for Operator Learning

arXiv.org Machine Learning

A new paradigm in machine learning for scientific computing is focused on designing learning algorithms and methods for continuum problems. This paradigm is referred to as operator learning and has received considerable interest in the last few years [5,7,18,20,23-25,27,30,34,36]. The basic task may be posed as learning a map between infinite-dimensional function spaces, i.e., learning an operator F: X Y, where, for example, X and Y are real, separable Hilbert spaces. Operator learning naturally arises in many scientific problems where one wants to learn how a continuum model, often described by partial differential equations (PDEs), maps inputs, such as parameters or boundary conditions, to outputs, such as states or observables. A prototypical example to keep in mind is learning parameter-to-solution maps of parametric PDEs [1,2,11]. In contrast to more classical surrogate modeling, which typically focuses on learning finite-dimensional parameter-to-solution maps for some fixed discretization, operator learning directly aims to learn/approximate the continuum map F: X Y itself. Thus, the inputs and outputs are functions (not vectors) and the goal is to directly design discretization-invariant methods [7,23]. From a statistical perspective, this naturally leads to a nonparametric regression problem in which both the object of interest (the operator) and the observations (finite number of noisy samples) are infinite-dimensional.


Improving the Accuracy of Amortized Model Comparison with Self-Consistency

arXiv.org Machine Learning

Amortized Bayesian inference (ABI) offers fast, scalable approximations to posterior densities by training neural surrogates on data simulated from the statistical model. However, ABI methods are highly sensitive to model misspecification: when observed data fall outside the training distribution (generative scope of the statistical models), neural surrogates can behave unpredictably. This makes it a challenge in a model comparison setting, where multiple statistical models are considered, of which at least some are misspecified. Recent work on self-consistency (SC) provides a promising remedy to this issue, accessible even for empirical data (without ground-truth labels). In this work, we investigate how SC can improve amortized model comparison conceptualized in four different ways. Across two synthetic and two real-world case studies, we find that approaches for model comparison that estimate marginal likelihoods through approximate parameter posteriors consistently outperform methods that directly approximate model evidence or posterior model probabilities. SC training improves robustness when the likelihood is available, even under severe model misspecification. The benefits of SC for methods without access of analytic likelihoods are more limited and inconsistent. Our results suggest practical guidance for reliable amortized Bayesian model comparison: prefer parameter posterior-based methods and augment them with SC training on empirical datasets to mitigate extrapolation bias under model misspecification.