Deep learning has revolutionized modern data science. However, how to accurately quantify the uncertainty of predictions from large-scale deep neural networks (DNNs) remains an unresolved issue. To address this issue, we introduce a novel post-processing approach. This approach feeds the output from the last hidden layer of a pre-trained large-scale DNN model into a stochastic neural network (StoNet), then trains the StoNet with a sparse penalty on a validation dataset and constructs prediction intervals for future observations. We establish a theoretical guarantee for the validity of this approach; in particular, the parameter estimation consistency for the sparse StoNet is essential for the success of this approach. Comprehensive experiments demonstrate that the proposed approach can construct honest confidence intervals with shorter interval lengths compared to conformal methods and achieves better calibration compared to other post-hoc calibration techniques. Additionally, we show that the StoNet formulation provides us with a platform to adapt sparse learning theory and methods from linear models to DNNs.

In this work, we develop a novel neural operator, the Solute Transport Operator Network (STONet), to efficiently model contaminant transport in micro-cracked reservoirs. The model combines different networks to encode heterogeneous properties effectively. By predicting the concentration rate, we are able to accurately model the transport process. Numerical experiments demonstrate that our neural operator approach achieves accuracy comparable to that of the finite element method. The previously introduced Enriched DeepONet architecture has been revised, motivated by the architecture of the popular multi-head attention of transformers, to improve its performance without increasing the compute cost. The computational efficiency of the proposed model enables rapid and accurate predictions of solute transport, facilitating the optimization of reservoir management strategies and the assessment of environmental impacts. The data and code for the paper will be published at https://github.com/ehsanhaghighat/STONet.

Sufficient dimension reduction is a powerful tool to extract core information hidden in the high-dimensional data and has potentially many important applications in machine learning tasks. However, the existing nonlinear sufficient dimension reduction methods often lack the scalability necessary for dealing with large-scale data. We propose a new type of stochastic neural network under a rigorous probabilistic framework and show that it can be used for sufficient dimension reduction for large-scale data. The proposed stochastic neural network is trained using an adaptive stochastic gradient Markov chain Monte Carlo algorithm, whose convergence is rigorously studied in the paper as well. Through extensive experiments on real-world classification and regression problems, we show that the proposed method compares favorably with the existing state-of-the-art sufficient dimension reduction methods and is computationally more efficient for large-scale data.