Daniel Giles

LG
h-index6
4papers
20citations
Novelty48%
AI Score33

4 Papers

11.6AIAug 19, 2024Code
Uncertainty Quantification of Surrogate Models using Conformal Prediction

Vignesh Gopakumar, Ander Gray, Joel Oskarsson et al.

Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide uncertainty estimates, they offer no statistical guarantees and struggle with high-dimensional spatio-temporal problems due to computational costs. We present a conformal prediction (CP) framework that provides statistically guaranteed marginal coverage for surrogate models in a model-agnostic manner with near-zero computational cost. Our approach handles high-dimensional spatio-temporal outputs by performing cell-wise calibration while preserving the tensorial structure of predictions. Through extensive empirical evaluation across diverse applications including fluid dynamics, magnetohydrodynamics, weather forecasting, and fusion diagnostics, we demonstrate that CP achieves empirical coverage with valid error bars regardless of model architecture, training regime, or output dimensionality. We evaluate three nonconformity scores (conformalised quantile regression, absolute error residual, and standard deviation) for both deterministic and probabilistic models, showing that guaranteed coverage holds even for out-of-distribution predictions where models are deployed on physics regimes different from training data. Calibration requires only seconds to minutes on standard hardware. The framework enables rigorous validation of pre-trained surrogate models for downstream applications without retraining. While CP provides marginal rather than conditional coverage and assumes exchangeability between calibration and test data, our method circumvents the curse of dimensionality inherent in traditional uncertainty quantification approaches, offering a practical tool for trustworthy deployment of machine learning in physical sciences.

14.4LGFeb 6, 2025
Calibrated Physics-Informed Uncertainty Quantification

Vignesh Gopakumar, Ander Gray, Lorenzo Zanisi et al.

Simulating complex physical systems is crucial for understanding and predicting phenomena across diverse fields, such as fluid dynamics and heat transfer, as well as plasma physics and structural mechanics. Traditional approaches rely on solving partial differential equations (PDEs) using numerical methods, which are computationally expensive and often prohibitively slow for real-time applications or large-scale simulations. Neural PDEs have emerged as efficient alternatives to these costly numerical solvers, offering significant computational speed-ups. However, their lack of robust uncertainty quantification (UQ) limits deployment in critical applications. We introduce a model-agnostic, physics-informed conformal prediction (CP) framework that provides guaranteed uncertainty estimates without requiring labelled data. By utilising a physics-based approach, we can quantify and calibrate the model's inconsistencies with the physics rather than the uncertainty arising from the data. Our approach utilises convolutional layers as finite-difference stencils and leverages physics residual errors as nonconformity scores, enabling data-free UQ with marginal and joint coverage guarantees across prediction domains for a range of complex PDEs. We further validate the efficacy of our method on neural PDE models for plasma modelling and shot design in fusion reactors.

6.4LGJun 20, 2024
Valid Error Bars for Neural Weather Models using Conformal Prediction

Vignesh Gopakumar, Joel Oskarrson, Ander Gray et al.

Neural weather models have shown immense potential as inexpensive and accurate alternatives to physics-based models. However, most models trained to perform weather forecasting do not quantify the uncertainty associated with their forecasts. This limits the trust in the model and the usefulness of the forecasts. In this work we construct and formalise a conformal prediction framework as a post-processing method for estimating this uncertainty. The method is model-agnostic and gives calibrated error bounds for all variables, lead times and spatial locations. No modifications are required to the model and the computational cost is negligible compared to model training. We demonstrate the usefulness of the conformal prediction framework on a limited area neural weather model for the Nordic region. We further explore the advantages of the framework for deterministic and probabilistic models.

1.2SRDec 2, 2020
RotNet: Fast and Scalable Estimation of Stellar Rotation Periods Using Convolutional Neural Networks

J. Emmanuel Johnson, Sairam Sundaresan, Tansu Daylan et al.

Magnetic activity in stars manifests as dark spots on their surfaces that modulate the brightness observed by telescopes. These light curves contain important information on stellar rotation. However, the accurate estimation of rotation periods is computationally expensive due to scarce ground truth information, noisy data, and large parameter spaces that lead to degenerate solutions. We harness the power of deep learning and successfully apply Convolutional Neural Networks to regress stellar rotation periods from Kepler light curves. Geometry-preserving time-series to image transformations of the light curves serve as inputs to a ResNet-18 based architecture which is trained through transfer learning. The McQuillan catalog of published rotation periods is used as ansatz to groundtruth. We benchmark the performance of our method against a random forest regressor, a 1D CNN, and the Auto-Correlation Function (ACF) - the current standard to estimate rotation periods. Despite limiting our input to fewer data points (1k), our model yields more accurate results and runs 350 times faster than ACF runs on the same number of data points and 10,000 times faster than ACF runs on 65k data points. With only minimal feature engineering our approach has impressive accuracy, motivating the application of deep learning to regress stellar parameters on an even larger scale