analiza aiqbench
The paper revisits variational Bayesian last layers, a tractable uncertainty method for neural networks, and replaces the usual single-step likelihood training with multi-step losses that use CRPS and full autoregressive rollouts. The authors report better long-horizon accuracy and distributional fit on synthetic, chaotic, and real-world dynamics, though these gains are shown on benchmark systems rather than deployed decision-making. For readers working on model-based control or probabilistic forecasting, the practical point is that the training objective, not just the architecture, can determine how well uncertainty holds up over multi-step rollouts.
Gibbs Variational Last Layers for Long-Horizon Dynamics Learning
arXiv:2611.02891v1 Announce Type: new Abstract: Accurate long-horizon probabilistic predictions of dynamical systems are a prerequisite for model-based decision-making. Variational Bayesian last layers (VBLLs) are an attractive model class for this setting, offering tractable uncertainty at near-deterministic cost, yet they are trained exclusively with single-step likelihood objectives that may be insufficient for reliable multi-step rollouts. We revisit VBLLs through the lens of Gibbs variational inference, which decouples posterior inference from the choice of training loss. Building on this perspective, we introduce a family of multi-step training losses that progressively incorporate long-horizon structure, robustness via continuous ranked probability scores (CRPS), and training on full autoregressive rollouts. Our approach retains the simplicity of VBLLs while directly optimizing for multi-step predictive quality. Across illustrative synthetic environments, a diverse suite of chaotic dynamical systems, and real-world data, we show that multi-step, CRPS-based objectives substantially improve long-horizon accuracy and distributional fit, consistently outperforming single-step likelihood training.
Abstract:Accurate long-horizon probabilistic predictions of dynamical systems are a prerequisite for model-based decision-making. Variational Bayesian last layers (VBLLs) are an attractive model class for this setting, offering tractable uncertainty at near-deterministic cost, yet they are trained exclusively with single-step likelihood objectives that may be insufficient for reliable multi-step rollouts. We revisit VBLLs through the lens of Gibbs variational inference, which decouples posterior inference from the choice of training loss. Building on this perspective, we introduce a family of multi-step training losses that progressively incorporate long-horizon structure, robustness via continuous ranked probability scores (CRPS), and training on full autoregressive rollouts. Our approach retains the simplicity of VBLLs while directly optimizing for multi-step predictive quality. Across illustrative synthetic environments, a diverse suite of chaotic dynamical systems, and real-world data, we show that multi-step, CRPS-based objectives substantially improve long-horizon accuracy and distributional fit, consistently outperforming single-step likelihood training.
Machine Learning (cs.LG); Robotics (cs.RO)
arXiv:2611.02891 [cs.LG]
(or arXiv:2611.02891v1 [cs.LG] for this version)
https://doi.org/10.48550/arXiv.2611.02891 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.
Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.
Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.
Text integral sub licența deschisă a publicației · 241 cuvinte