Two-Step MV-DeepONet: Probabilistic Operator Learning for Uncertainty Propagation Driven by Random Input Fields
Authors: Yupei Nie, Lei Wang, Jiasen Liu
Organizations: School of Mathematics and Physics, North China Electric Power University, Beijing 102206, P.R. China · School of Energy Power and Mechanical Engineering, North China Electric Power University, Beijing 102206, P.R. China
Forward uncertainty propagation in complex physical systems can induce structured covariance across field-valued outputs. For a probabilistic surrogate, the total predictive covariance comprises the covariance of conditional means across input realizations and the average conditional predictive covariance. Probabilistic DeepONet (Prob-DeepONet) provides lightweight uncertainty quantification by predicting pointwise Gaussian means and variances in a single forward pass, but its conditional predictive covariance is restricted to a diagonal form. To represent cross-location conditional dependence without explicitly parameterizing a full high-dimensional covariance matrix, we develop a two-step mean-variance DeepONet (two-step MV-DeepONet) through two principal modifications. First, two-step training is used to decouple output-basis learning from the input-to-coefficient mapping, together with basis orthogonalization and subspace rotation. Second, Gaussian probabilistic modeling is transferred from the high-dimensional physical output space to the low-dimensional rotated coefficient space. Mapping these probabilistic coefficients through the shared basis induces a generally non-diagonal conditional predictive covariance in the physical output space while retaining single-pass inference. A Frobenius-norm error decomposition and corresponding upper bound identify low-rank covariance compressibility, trunk-subspace approximation, finite-sample statistical error, and coefficient-space covariance estimation as the principal factors governing covariance recovery. Numerical experiments on three representative problems governed by partial differential equations (PDEs) and a hypersonic blunt-body aerothermal problem show improved generalization, more structured uncertainty bands, and accurate recovery of off-diagonal correlation patterns compared with Prob-DeepONet.
Deep neural networks achieve impressive results across diverse applications, yet their overconfidence on unseen inputs necessitates reliable epistemic uncertainty modeling. Existing methods for uncertainty modeling face a fundamental dilemma: Bayesian approaches provide principled estimates but remain computationally prohibitive, while efficient second-order predictors lack rigorous connections between their specific objectives and epistemic uncertainty quantification. To resolve this dilemma, we introduce Dirichlet-approximated possibilistic posterior predictions (DAPPr), a principled framework grounded in possibility theory. We define a possibilistic posterior over parameters, project it to the prediction space via supremum operators, and approximate the projected posterior using learnable Dirichlet possibility functions. This projection-and-approximation strategy yields a simple training objective with closed-form solutions. Despite its simplicity, extensive experiments across diverse benchmarks show that DAPPr achieves competitive or superior uncertainty quantification performance over state-of-the-art second-order predictors while maintaining both principled derivation and computational efficiency. Code is available at https://github.com/MaxwellYaoNi/DAPPr.
Bayesian predictive inference propagates parameter uncertainty to quantities of interest through the posterior-predictive distribution. In practice, this is typically performed using a two-stage procedure: first approximating the posterior distribution of model parameters, and then propagating posterior samples through the predictive model via Monte Carlo simulation. This sequential workflow can be computationally demanding, particularly for high-fidelity models such as those governed by partial differential equations. We propose a variational Bayesian framework that directly targets the posterior-predictive distribution and jointly learns variational approximations of both the posterior and the corresponding predictive distribution. The formulation introduces a variational upper bound on the Kullback--Leibler divergence together with moment-based regularization terms. The variational distributions are trained in an amortized manner, shifting computational effort to an offline stage and enabling efficient online inference. Numerical experiments ranging from analytical benchmarks to a finite-element solid mechanics problem demonstrate that the proposed method achieves more accurate predictive distributions than conventional two-stage variational inference, while substantially reducing the cost of online predictive inference.
Modern deep learning models remain notoriously prone to overconfidence, limiting their reliability in high-stakes applications. Bayesian methods aim to counter this by learning a distribution over model parameters, and recent advances now make this feasible for large-scale architectures at costs comparable to AdamW. However, a challenge remains at test time: predictions must be averaged across many forward passes with weights sampled from the posterior, which is prohibitively expensive. Variance propagation offers an efficient alternative, computing layer-wise analytical approximations of uncertainty in a single forward pass. While such techniques are effective for MLPs, their extension to modern architectures remains challenging, due to increased depth and diversity of layer types. To fill this gap, we propose Calibrated Variance Propagation (CVP), which introduces a new propagation method for normalization layers, combines it with recent techniques for handling activation functions, and absorbs residual error through a light calibration step. CVP yields comparably accurate uncertainty estimates to MC sampling across transformers and CNNs, at a fraction of the cost. Against prior variance propagation work, CVP improves coverage at 0.5% risk from 8.2% to 14.6% with BEiT-3 on Visual Reasoning (NLVR2) and from 2.6% to 10.8% with ViLT on VQAv2, with gains extending to convolutional architectures.
Tobias Jan Wieczorek, Leon de Andrade, Thomas Möllenhoff +1