Marc Peter Deisenroth

Data-driven surrogate models offer fast, inexpensive approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide uncertainty estimates, they offer no statistical guarantees and struggle with high-dimensional spatio-temporal problems due to computational costs and dependence on prior specification. We present a conformal prediction (CP) framework that provides statistically guaranteed marginal coverage for surrogate models in a model-agnostic manner with near-zero computational cost. Our approach handles high-dimensional spatio-temporal outputs by performing cell-wise calibration while preserving the tensorial structure of predictions. Through extensive empirical evaluation across diverse applications—including partial differential equations, magnetohydrodynamics, weather forecasting, and fusion diagnostics—we demonstrate that CP achieves empirical coverage with valid error bars regardless of model architecture (MLP, U-Net, FNO, ViT, GNN), training regime, or output dimensionality (spanning 32 to over 20 million dimensions). We evaluate three nonconformity scores (conformalised quantile regression, absolute error residual, and standard deviation) for both deterministic and probabilistic models, showing that guaranteed coverage holds even for out-of-distribution predictions where models are deployed on physics regimes different from their training data. Calibration requires only seconds to minutes on standard hardware, with prediction set construction incurring negligible computational overhead. The framework enables rigorous validation of pre-trained surrogate models for downstream applications without retraining, providing actionable uncertainty quantification for decision-making in scientific domains. While CP provides marginal rather than conditional coverage and assumes exchangeability between calibration and test data—limitations we demonstrate empirically through sensitivity analyses—our method circumvents the curse of dimensionality inherent in traditional uncertainty quantification approaches, offering a practical tool for the trustworthy deployment of machine learning in the physical sciences.

Data assimilation is a core component of numerical weather prediction systems. The large quantity of data processed during assimilation requires the computation to be distributed across increasingly many compute nodes; yet, existing approaches suffer from synchronization overhead in this setting. In this article, we exploit the formulation of data assimilation as a Bayesian inference problem and apply a message-passing algorithm to solve the spatial inference problem. Since message passing is inherently based on local computations, this approach lends itself to parallel and distributed computation. In combination with a GPU-accelerated implementation, we can scale the algorithm to very large grid sizes while retaining good accuracy and compute and memory requirements.

Predicting plasma evolution within a Tokamak reactor is crucial to realizing the goal of sustainable fusion. Capabilities in forecasting the spatio-temporal evolution of plasma rapidly and accurately allow us to quickly iterate over design and control strategies on current Tokamak devices and future reactors. Modelling plasma evolution using numerical solvers is often expensive, consuming many hours on supercomputers, and hence, we need alternative inexpensive surrogate models. We demonstrate accurate predictions of plasma evolution both in simulation and experimental domains using deep learning-based surrogate modelling tools, viz., Fourier neural operators (FNO). We show that FNO has a speedup of six orders of magnitude over traditional solvers in predicting the plasma dynamics simulated from magnetohydrodynamic models, while maintaining a high accuracy (Mean Squared Error in the normalised domain ≈ 10 − 5 ). Our modified version of the FNO is capable of solving multi-variable Partial Differential Equations, and can capture the dependence among the different variables in a single model. FNOs can also predict plasma evolution on real-world experimental data observed by the cameras positioned within the MAST Tokamak, i.e. cameras looking across the central solenoid and the divertor in the Tokamak. We show that FNOs are able to accurately forecast the evolution of plasma and have the potential to be deployed for real-time monitoring. We also illustrate their capability in forecasting the plasma shape, the locations of interactions of the plasma with the central solenoid and the divertor for the full (available) duration of the plasma shot within MAST. The FNO offers a viable alternative for surrogate modelling as it is quick to train and infer, and requires fewer data points, while being able to do zero-shot super-resolution and getting high-fidelity solutions.

Objects we interact with and manipulate often share similar parts, such as handles, that allow us to transfer our actions flexibly due to their shared functionality. This work addresses the problem of transferring a grasp experience or a demonstration to a novel object that shares shape similarities with objects the robot has previously encountered. Existing approaches for solving this problem are typically restricted to a specific object category or a parametric shape. Our approach, however, can transfer grasps associated with implicit models of local surfaces shared across object categories. Specifically, we employ a single expert grasp demonstration to learn an implicit local surface representation model from a small dataset of object meshes. At inference time, this model is used to transfer grasps to novel objects by identifying the most geometrically similar surfaces to the one on which the expert grasp is demonstrated. Our model is trained entirely in simulation and is evaluated on simulated and real-world objects that are not seen during training. Evaluations indicate that grasp transfer to unseen object categories using this approach can be successfully performed both in simulation and real-world experiments. The simulation results also show that the proposed approach leads to better spatial precision and grasp accuracy compared to a baseline approach.

Understanding how well a deep generative model captures a distribution of high-dimensional data remains an important open challenge. It is especially difficult for certain model classes, such as Generative Adversarial Networks and Diffusion Models, whose models do not admit exact likelihoods. In this work, we demonstrate that generalized empirical likelihood (GEL) methods offer a family of diagnostic tools that can identify many deficiencies of deep generative models (DGMs). We show, with appropriate specification of moment conditions, that the proposed method can identify which modes have been dropped, the degree to which DGMs are mode imbalanced, and whether DGMs sufficiently capture intra-class diversity. We show how to combine techniques from Maximum Mean Discrepancy and Generalized Empirical Likelihood to create not only distribution tests that retain per-sample interpretability, but also metrics that include label information. We find that such tests predict the degree of mode dropping and mode imbalance up to 60% better than metrics such as improved precision/recall. We provide an implementation at https://github.com/deepmind/understanding_deep_generative_models_with_generalized_empirical_likelihood/.

Recent years have seen many insights on deep learning optimisation being brought forward by finding implicit regularisation effects of commonly used gradient-based optimisers. Understanding implicit regularisation can not only shed light on optimisation dynamics, but it can also be used to improve performance and stability across problem domains, from supervised learning to two-player games such as Generative Adversarial Networks. An avenue for finding such implicit regularisation effects has been quantifying the discretisation errors of discrete optimisers via continuous-time flows constructed by backward error analysis (BEA). The current usage of BEA is not without limitations, since not all the vector fields of continuous-time flows obtained using BEA can be written as a gradient, hindering the construction of modified losses revealing implicit regularisers. In this work, we provide a novel approach to use BEA, and show how our approach can be used to construct continuous-time flows with vector fields that can be written as gradients. We then use this to find previously unknown implicit regularisation effects, such as those induced by multiple stochastic gradient descent steps while accounting for the exact data batches used in the updates, and in generally differentiable two-player games.

Short-term forecasting of solar photovoltaic energy (PV) production is important for powerplant management. Ideally these forecasts are equipped with error bars, so that downstream decisions can account for uncertainty. To produce predictions with error bars in this setting, we consider Gaussian processes (GPs) for modelling and predicting solar photovoltaic energy production in the UK. A standard application of GP regression on the PV timeseries data is infeasible due to the large data size and non-Gaussianity of PV readings. However, this is made possible by leveraging recent advances in scalable GP inference, in particular, by using the state-space form of GPs, combined with modern variational inference techniques. The resulting model is not only scalable to large datasets but can also handle continuous data streams via Kalman filtering.

Many algorithms for ranked data become computationally intractable as the number of objects grows due to the complex geometric structure induced by rankings. An additional challenge is posed by partial rankings, i.e. rankings in which the preference is only known for a subset of all objects. For these reasons, state-of-the-art methods cannot scale to real-world applications, such as recommender systems. We address this challenge by exploiting the geometric structure of ranked data and additional available information about the objects to derive a kernel for ranking based on the graph cut function. The graph cut kernel combines the efficiency of submodular optimization with the theoretical properties of kernel-based methods. The graph cut kernel combines the efficiency of submodular optimization with the theoretical properties of kernel-based methods.