Out-of-Support Generalisation via Weight-Space Sequence Modelling

As breakthroughs in deep learning transform key industries, models are increasingly required to extrapolate on datapoints found outside the range of the training set, a challenge we coin as out-of-support (OoS) generalisation. However, neural networks frequently exhibit catastrophic failure on OoS samples, yielding unrealistic but overconfident predictions. We address this challenge by reformulating the OoS generalisation problem as a sequence modelling task in the weight space, wherein the training set is partitioned into concentric shells corresponding to discrete sequential steps. Our WeightCaster framework yields plausible, interpretable, and uncertainty-aware predictions without necessitating explicit inductive biases, all the while maintaining high computational efficiency. Emprical validation on a synthetic cosine dataset and real-world air quality sensor readings demonstrates performance competitive or superior to the state-of-the-art. By enhancing reliability beyond in-distribution scenarios, these results hold significant implications for the wider adoption of artificial intelligence in safety-critical applications.