Distribution-Free Robust Predict-Then-Optimize in Function Spaces

• URL: http://arxiv.org/abs/2602.08215v2
• Date: Wed, 11 Feb 2026 04:38:35 GMT
• Title: Distribution-Free Robust Predict-Then-Optimize in Function Spaces
• Abstract summary: We extend the typical conformal prediction guarantees over finite-dimensional spaces to infinite-dimensional Sobolev spaces.<n>We demonstrate how such uncertainty can be leveraged to robustly formulate engineering design tasks and characterize the suboptimality of the resulting robust optimal designs.
• Score: 27.389115468383665
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: The need to rapidly solve PDEs in engineering design workflows has spurred the rise of neural surrogate models. In particular, neural operator models provide a discretization-invariant surrogate by retaining the infinite-dimensional, functional form of their arguments. Despite improved throughput, such methods lack guarantees on accuracy, unlike classical numerical PDE solvers. Optimizing engineering designs under these potentially miscalibrated surrogates thus runs the risk of producing designs that perform poorly upon deployment. In a similar vein, there is growing interest in automated decision-making under black-box predictors in the finite-dimensional setting, where a similar risk of suboptimality exists under poorly calibrated models. For this reason, methods have emerged that produce adversarially robust decisions under uncertainty estimates of the upstream model. One such framework leverages conformal prediction, a distribution-free post-hoc uncertainty quantification method, to provide these estimates due to its natural pairing with black-box predictors. We herein extend this line of conformally robust decision-making to infinite-dimensional function spaces. We first extend the typical conformal prediction guarantees over finite-dimensional spaces to infinite-dimensional Sobolev spaces. We then demonstrate how such uncertainty can be leveraged to robustly formulate engineering design tasks and characterize the suboptimality of the resulting robust optimal designs. We then empirically demonstrate the generality of our functional conformal coverage method across a diverse collection of PDEs, including the Poisson and heat equations, and showcase the significant improvement of such robust design in a quantum state discrimination task.

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