Scalable Uncertainty Quantification for Extreme Weather Forecasting via Empirical Neural Tangent Kernels
This work addresses the critical limitation of existing deep learning weather forecasting models—their lack of reliable uncertainty quantification, which hinders high-stakes decision-making during extreme weather events. Leveraging the neural tangent kernel (NTK) framework, the authors introduce a Gaussian process correction term constructed from empirical features of the final network layer, enabling inference-time uncertainty estimation without model retraining. By uncovering an architecture-dependent variance collapse mechanism, they propose a data-driven decomposition strategy based on the spectral concentration of features, which for the first time yields prediction intervals that adapt to the severity of extreme events. At 90% coverage, the resulting intervals achieve 31–37% improved sharpness over split conformal prediction.