Conformal Prediction for Neural Operators: Distribution-Free Uncertainty Quantification in Physics Simulation
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Abstract (arXiv)
Neural operators such as the Fourier Neural Operator (FNO) have emerged as powerful surrogates for solving partial differential equations (PDEs), achieving speedups of several orders of magnitude over traditional numerical solvers. However, deploying these models in safety-critical engineering applications -- such as thermal management of electronic components and battery systems -- requires not only accurate point predictions but also rigorous uncertainty guarantees. Existing uncertainty quantification (UQ) methods for neural operators, including Monte Carlo Dropout and Deep Ensembles, provide only relative uncertainty estimates without formal coverage guarantees. In this work, we propose the first application of split conformal prediction to neural operator-based physics simulation, providing distribution-free prediction intervals with finite-sample coverage guarantees. We further introduce a normalized conformal prediction scheme that leverages MC Dropout uncertainty to produce adaptive-width intervals, yielding tighter intervals in regions of low uncertainty and wider intervals where the model is less certain. Full-scale experiments (33.7M parameters, 800 training samples, 5 ensemble members, NVIDIA V100) on steady-state heat conduction benchmarks demonstrate that our method achieves 89.1% empirical coverage at the target level of alpha=0.1, while producing spatially adaptive prediction intervals that reflect the underlying physical uncertainty structure. We also provide an uncertainty decomposition framework that separates epistemic uncertainty (68% of total) from aleatoric uncertainty (32% of total), offering actionable guidance for data collection and model improvement. Our method is implemented in an open-source platform with REST API endpoints and interactive 3D visualization.
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References · 17
- 2015Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learningcited by 4,448
- 2016Simple and Scalable Predictive Uncertainty Estimation using Deep Ensemblescited by 3,926
- 2020Fourier Neural Operator for Parametric Partial Differential Equationscited by 2,908
- 2017What Uncertainties Do We Need in Bayesian Deep Learning for Computer Vision?cited by 2,352
- 2019Aleatoric and Epistemic Uncertainty in Machine Learning: An Introduction to Concepts and Methodscited by 913
- 2021A Gentle Introduction to Conformal Prediction and Distribution-Free Uncertainty Quantificationcited by 792
- 2020Neural Operator: Graph Kernel Network for Partial Differential Equationscited by 734
- 2016Distribution-Free Predictive Inference For Regressioncited by 668
- 2019Conformalized Quantile Regressioncited by 629
- 2019Machine Learning for Fluid Mechanicscited by 385
- 2020Uncertainty Sets for Image Classifiers using Conformal Predictioncited by 366
- 2023Geometry-Informed Neural Operator for Large-Scale 3D PDEscited by 303
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- 2020Pitfalls of In-Domain Uncertainty Estimation and Ensembling in Deep Learningcited by 210
- 2022Uncertainty Quantification in Scientific Machine Learning: Methods, Metrics, and Comparisonscited by 170
- 2020Uncertainty Quantification and Deep Ensemblescited by 139
- 2020Conformal Prediction: a Unified Review of Theory and New Challengescited by 118
- 2019A comparison of some conformal quantile regression methodscited by 76
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