Eur. Phys. J. C (2024) 84: 163
https://doi.org/10.1140/epjc/s10052-024-12473-7

Regular Article - Experimental Physics

Unifying supervised learning and VAEs: coverage, systematics and goodness-of-fit in normalizing-flow based neural network models for astro-particle reconstructions

Department of physics, Uppsala University, Uppsala, Sweden

^a thorsten.gluesenkamp@physics.uu.se

Received: 27 January 2023
Accepted: 23 January 2024
Published online: 16 February 2024

Abstract

Neural-network based predictions of event properties in astro-particle physics are getting more and more common. However, in many cases the result is just utilized as a point prediction. Statistical uncertainties, coverage, systematic uncertainties or a goodness-of-fit measure are often not calculated. Here we describe a certain choice of training and network architecture that allows to incorporate all these properties into a single network model. We show that a KL-divergence objective of the joint distribution of data and labels allows to unify supervised learning and variational autoencoders (VAEs) under one umbrella of stochastic variational inference. The unification motivates an extended supervised learning scheme which allows to calculate a goodness-of-fit p-value for the neural network model. Conditional normalizing flows amortized with a neural network are crucial in this construction. We discuss how to calculate coverage probabilities without numerical integration for specific “base-ordered” contours that are unique to normalizing flows. Furthermore we show how systematic uncertainties can be included via effective marginalization during training. The proposed extended supervised training incorporates (1) coverage calculation, (2) systematics and (3) a goodness-of-fit measure in a single machine-learning model. There are in principle no constraints on the shape of the involved distributions, in fact the machinery works with complex multi-modal distributions defined on product spaces like ${\mathbb{R}}^n\times {\mathbb{S}}^m$. The coverage calculation, however, requires care in its interpretation when the distributions are too degenerate. We see great potential for exploiting this per-event information in event selections or for fast astronomical alerts which require uncertainty guarantees.