Unknown Unknowns: Model Misspecification in Machine Learning for Physics
Authors: Juan Cruz-Martinez, Carolina Cuesta-Lazaro, Alexander Held, Michael Kagan
Organizations: Departamento de Física Atómica, Molecular y Nuclear, Universidad de Sevilla, E-41080 Sevilla, Spain · Center for Computational Astrophysics, Flatiron Institute, 162 Fifth Avenue, New York, NY 10010, USA · Institute for Advanced Study, 1 Einstein Drive, Princeton, NJ 08540, USA · University of Wisconsin–Madison, 1205 University Ave, Madison, WI 53706, USA · SLAC National Accelerator Laboratory, 2575 Sand Hill Rd, Menlo Park, CA 94025, USA
Machine learning is now a central tool for solving inverse problems in particle physics and astronomy. Models are trained on simulation and deployed on real data, raising the question not just of whether they fit, but of whether they are wrong in ways we did not anticipate: the unknown unknowns. This challenge of model misspecification is not unique to machine learning. In physics, misspecification is sometimes exactly what we want to find: new discoveries appear as failures of existing models. At other times, we want such effects absorbed into the analysis without biasing the measurement. A robust analysis is one that absorbs the misspecifications we are not interested in, while preserving sensitivity to the ones we are. Machine learning can both amplify misspecification and provide new tools to address it. We discuss the challenges of model misspecification, diagnostics for detecting it, and strategies for mitigation. No single diagnostic can confirm that a model is correctly specified: detection and mitigation are two halves of an iterative loop, in which a battery of complementary diagnostics is applied, the model is updated, and the process repeated. Robustness against unknown unknowns is ultimately less about any single technique than about a disposition: a willingness to suspect one's own model, and to design analyses that can survive being wrong in ways one did not anticipate.
Figures & tables
Figure 1: Interpretations of possible scenarios of out-of-distribution (OOD) detectability and potential biases on inferred parameters due to model misspecification.
Metric
Advantages
Caveats
C2ST
Classifier to distinguish data from model samples, simple and broadly applicable.
No insight about hierarchy of different models.
OT
Cost of transforming between distributions. Offers a notion of geometric distance between models.
Very costly in high dimensions.
SW
Scalable alternative to the metric above, takes one-dimensional projections.
By projecting we might be missing important correlations or features.
MMD
Maps the sample to some kernel-defined feature space, bypassing the curse of dimensionality.
The choice of kernel acts as a bias.
χ2
Provides a straightforward metric for Gaussian-distributed histogrammed data.
Assumes statistically independent bins.
correlated χ2
Includes the covariance matrix in the calculation of the χ2 , bypassing its main weakness.
A reliable estimate of the covariance matrix is often very challenging (and even the source of misspecification).
Table 1: A bird’s-eye comparison of common goodness-of-fit metrics.
Figure 2: Mitigation of model misspecification is an iterative process. Once issues are found, a mitigation strategy must be identified to result in an updated statistical model. The procedure repeats until no more problems can be found.
In High Energy Physics, as in many other fields of science, the application of machine learning techniques has been crucial in advancing our understanding of fundamental phenomena. Increasingly, deep learning models are applied to analyze both simulated and experimental data. In most experiments, a rigorous regime of testing for physically motivated systematic uncertainties is in place. The numerical evaluation of these tests for differences between the data on the one side and simulations on the other side quantifies the effect of potential sources of mismodelling on the machine learning output. In addition, thorough comparisons of marginal distributions and (linear) feature correlations between data and simulation in "control regions" are applied. However, the guidance by physical motivation, and the need to constrain comparisons to specific regions, does not guarantee that all possible sources of deviations have been accounted for. We therefore propose a new adversarial attack - the CONSERVAttack - designed to exploit the remaining space of hypothetical deviations between simulation and data after the above mentioned tests. The resulting adversarial perturbations are consistent within the uncertainty bounds - evading standard validation checks - while successfully fooling the underlying model. We further propose strategies to mitigate such vulnerabilities and argue that robustness to adversarial effects must be considered when interpreting results from deep learning in particle physics.
Philip Bechtle, Lucie Flek, Philipp Alexander Jung +7
Institute of Physics, University of Bonn, Germany. · Bonn-Aachen Institute of Technology, University of Bonn, Germany. · Physics Institute III A, RWTH Aachen University, Germany. +1
Hybrid models combine trusted physics with data-driven correction, but a physical model is rarely wrong everywhere or in the same way. The key diagnostic question is local: where does the model fail, what missing mechanism explains the failure, and is the evidence statistically real? Existing sparse-discovery and discrepancy-learning methods usually fit one global correction, which can spread a local error into clean regimes, bias trusted physical parameters, and provide no calibrated significance for selected terms. We introduce LISDD, Localized, Identifiable Sparse Discovery of Discrepancy, a framework that localizes model error to an operating regime, identifies a sparse symbolic form for the missing mechanism, and certifies the discovery with an exact finite-sample test. LISDD fits the known physics on an automatically detected clean regime, flags discrepant regions with a calibrated residual-energy statistic, selects the local missing term by exhaustive holdout over a candidate library, and confirms significance with a sample-split F-test. A false-discovery-rate extension handles multiple discrepant regions with different missing mechanisms. In controlled experiments, LISDD keeps physical-parameter bias at 0.002 versus 0.43 for global-discrepancy and black-box baselines, raises localization F1 from 0.44 to 0.80, recovers the correct symbolic form with probability one, attains exact detection, and controls the multi-region false-discovery rate while recovering every planted mechanism. The result is a calibrated diagnostic tool for grey-box building-energy models when a fixed physical law silently breaks in one operating regime.
Yifan Wang
Department of Mechanical Engineering, McGill University, QC, H3A 2T7, Canada
We review the concepts of interpretability and explainability as they apply to machine learning in physics. We define interpretability as concerning the structural transparency of a model (the ability to understand or approximate its inner workings) and explainability as concerning the scientific content of a model (the ability to map it onto domain knowledge). We discuss the trade-offs each entails (interpretability vs. expressivity; explainability vs. adaptability), the contexts in which each is needed, and the intrinsic and post-hoc tools available for achieving them. Throughout, we emphasize that machine-learned models are subject to the same scientific questions as classical models, differing only in scale, and that interpretability and explainability are best understood as deliberate modeling choices rather than inherent properties. We also emphasize the importance of task specification and intervention plans as a core aspect of model design.
Rikab Gambhir, Luisa Lucie-Smith, Jesse Thaler
Department of Physics, University of Cincinnati, Cincinnati, Ohio 45221, USA · Hamburger Sternwarte, Universität Hamburg, Gojenbergsweg 112, 21029 Hamburg,2026 Germany · Center for Theoretical Physics – a Leinweber Institute, Massachusetts Institute of Technology, Cambridge, MA 02139, USAJun +3