Akash Yadav

h-index10
2papers
297citations

2 Papers

4.8LGApr 21
Calibrating Scientific Foundation Models with Inference-Time Stochastic Attention

Akash Yadav, Taiwo A. Adebiyi, Ruda Zhang

Transformer-based scientific foundation models are increasingly deployed in high-stakes settings, but current architectures give deterministic outputs and provide limited support for calibrated predictive uncertainty. We propose Stochastic Attention, a lightweight inference-time modification that randomizes attention by replacing softmax weights with normalized multinomial samples controlled by a single concentration parameter, and produces predictive ensembles without retraining. To set this parameter, we introduce a calibration objective that matches the stochastic attention output with the target, yielding an efficient univariate post-hoc tuning problem. We evaluate this mechanism on two scientific foundation models for weather and timeseries forecasting along with an additional regression task. Across benchmarks against uncertainty-aware baselines, we find that Stochastic Attention achieves the strongest native calibration and the sharpest prediction intervals at comparable coverage, while requiring only minutes of post-hoc tuning versus days of retraining for competitive baselines.

4.1LGOct 7, 2025
Bayesian Optimization under Uncertainty for Training a Scale Parameter in Stochastic Models

Akash Yadav, Ruda Zhang

Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel Bayesian optimization framework tailored for hyperparameter tuning under uncertainty, with a focus on optimizing a scale- or precision-type parameter in stochastic models. The proposed method employs a statistical surrogate for the underlying random variable, enabling analytical evaluation of the expectation operator. Moreover, we derive a closed-form expression for the optimizer of the random acquisition function, which significantly reduces computational cost per iteration. Compared with a conventional one-dimensional Monte Carlo-based optimization scheme, the proposed approach requires 40 times fewer data points, resulting in up to a 40-fold reduction in computational cost. We demonstrate the effectiveness of the proposed method through two numerical examples in computational engineering.