Abstract

Co-authors: Vignesh Gopakumar, Sylvain Rousseau, Sebastien Destercke    We present a method for computing statistically guaranteed confidence bands for functional surrogate modes: surrogate models which map between function spaces, motivated by the need build reliable physics emulators. The method constructs nested confidence sets on a low-dimensional representation (an SVD ) of the surrogate model’s prediction error, and then maps these sets to the prediction space using set-propagation techniques. The result is conformal-like coverage guaranteed prediction sets for functional surrogate models. We use zonotopes as basis of the set construction, due to their well-studied set-propagation and verification properties. The method is model agnostic and can thus be applied to complex Sci-ML models, including Neural Operators, but also in simpler settings. An important step is a technique to capture the truncation error of the SVD , ensuring the guarantees of the method. A preprint is available here: https://doi.org/10.48550/arXiv.2501.18426