Randomized neural operator for parametric PDEs with fast training and conformal uncertainty quantification
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Computer Science > Machine Learning
Title:Randomized neural operator for parametric PDEs with fast training and conformal uncertainty quantification
Abstract:Repeatedly solving parametric PDEs is essential for uncertainty quantification, design optimization and inverse problems, but conventional neural operators require expensive non-convex training. We introduce PCA--RaNN, a randomized latent neural operator that combines PCA-based dimensionality reduction with fixed random features and a closed-form least-squares readout. It recasts latent operator learning as fixed-feature linear regression, reducing training time by one to three orders of magnitude across benchmarks while maintaining competitive accuracy. We introduce an energy-matched scaling rule and a lightweight two-parameter BFGS refinement to correct suboptimal feature scales. Ensemble averaging reduces predictive variance. On Burgers, Darcy, Navier--Stokes and backward heat equation benchmarks, PCA--RaNN provides a favorable speed--accuracy trade-off against operator-learning baselines. The ensemble supports split-conformal prediction intervals, and the linear readout enables rapid online adaptation via recursive least squares without retraining hidden features. This provides an efficient, uncertainty-aware surrogate for many-query scientific workflows.
| Subjects: | Machine Learning (cs.LG); Numerical Analysis (math.NA) |
| Cite as: | arXiv:2606.29440 [cs.LG] |
| (or arXiv:2606.29440v1 [cs.LG] for this version) | |
| https://doi.org/10.48550/arXiv.2606.29440
arXiv-issued DOI via DataCite (pending registration)
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