predictive variance
APlug-and-Play Query Synthesis Active Learning Framework for Neural PDESolvers
In recent developments in scientific machine learning (SciML), neural surrogate solvers for partial differential equations (PDEs) have become powerful tools for accelerating scientific computation for various science and engineering applications. However, training neural PDE solvers often demands a large amount of high-fidelity PDE simulation data, which are expensive to generate. Active learning (AL) offers a promising solution by adaptively selecting training data from the PDE settings-including parameters, initial and boundary conditions-that are expected to be most informative to help reduce this data burden. In this work, we introduce PaPQS, a Plug-and-Play Query Synthesis AL framework that synthesizes informative PDE settings directly in the continuous design space.
Optimality of Sub-network Laplace Approximations: New Results and Methods
Raha, Swarnali, Khare, Kshitij, Patra, Rohit K
Although the Laplace approximation offers a simple route to uncertainty quantification in deep neural networks, its reliance on inverting large Hessian matrices has motivated a range of computationally feasible low-dimensional or sparse approximations. A prominent class of such methods - sub-network Laplace approximations, constructs surrogates by restricting attention to a small subset of parameters. Existing approaches in this family typically rely on diagonal, layer-wise, or other architectural heuristics for subset selection, which ignore cross-parameter interactions and lack formal optimality guarantees. In this paper, we provide a rigorous theoretical analysis of the sub-network Laplace paradigm. We prove that all sub-network Laplace methods systematically underestimate the predictive variance of the full Laplace posterior, and that this bias decreases monotonically as the retained sub-matrix expands. Leveraging this insight, we propose two principled, analytically grounded sub-network Hessian approximations: \textit{Gradient-Laplace} selects parameters with the largest average squared gradients of the model output with respect to the parameters over a reference dataset; while \textit{Greedy-Laplace} iteratively refines this selection by accounting for off-diagonal interactions in the precision matrix. We establish theoretical guarantees characterizing their optimality properties and show that Gradient-Laplace provably outperforms existing heuristic approaches. Extensive numerical studies across diverse settings indicate that these methods perform strongly relative to existing benchmarks.
Ensemble-Based Dirichlet Modeling for Predictive Uncertainty and Selective Classification
Franzen, Courtney, Pourkamali-Anaraki, Farhad
Neural network classifiers trained with cross-entropy loss achieve strong predictive accuracy but lack the capability to provide inherent predictive uncertainty estimates, thus requiring external techniques to obtain these estimates. In addition, softmax scores for the true class can vary substantially across independent training runs, which limits the reliability of uncertainty-based decisions in downstream tasks. Evidential Deep Learning aims to address these limitations by producing uncertainty estimates in a single pass, but evidential training is highly sensitive to design choices including loss formulation, prior regularization, and activation functions. Therefore, this work introduces an alternative Dirichlet parameter estimation strategy by applying a method of moments estimator to ensembles of softmax outputs, with an optional maximum-likelihood refinement step. This ensemble-based construction decouples uncertainty estimation from the fragile evidential loss design while also mitigating the variability of single-run cross-entropy training, producing explicit Dirichlet predictive distributions. Across multiple datasets, we show that the improved stability and predictive uncertainty behavior of these ensemble-derived Dirichlet estimates translate into stronger performance in downstream uncertainty-guided applications such as prediction confidence scoring and selective classification.
SupplementaryMaterial
Letπ0( |s)beaGaussianbehavioral reference policy with meanµ0(s) and variance σ20(s), and let π( |s) be an online policy with reparameterization at = fφ( t;st)andrandomvector t. Whilstentropyregularization partially mitigates the collapse of predictive variance away from the expert demonstrations, we still observe the wrong trend similar to Figure 1 with predictive variances high near the expert demonstrations andlowonunseen data. AWAC performs online fine-tuning of a policy pre-trained on offline. Themethod requires additional off-policy data to be generated to saturate the replay buffer, thereby requiring ahidden number ofenvironment interactions that donotinvolvelearning. To mitigate this, in practice, BRAC adds an entropy bonus to the supervised learning objective which stabilizes the variance around the training set but has no guarantees away from thedata.