[Paper] Quantifying Uncertainty In Wide Two-Layer Neural Networks: On The Law Of The Limiting Fluctuation Process

Source: arXiv - 2606.05982v1

Overview

Uncertainty quantification in neural networks prediction is a main issue for usual applications. Our approach seeks at reducing computation costs by directly evaluating uncertainty using PDE’s information on the asymptotic variance, rather than the deep ensemble method which may be seen as a Monte Carlo estimation of the prediction, requiring the training of multiple networks. We thus study the law of the limiting process describing the random fluctuations around the mean-field limit of wide two-layer neural networks trained by stochastic gradient descent in a weak-noise regime. Building on a recent trajectorial central limit theorem, in which this limit is characterized as the weak solution of a linear stochastic evolution equation, we identify its law explicitly. More precisely, we show that it is a centered Gaussian process in the dual of a weighted Sobolev space, and we derive a closed covariance representation for the finite-dimensional distributions obtained by testing it against smooth functions. This covariance is expressed through the solution of a backward transport equation with a nonlocal source term, whose coefficients are driven by the mean-field trajectory. As a consequence, by testing against the activation function at a fixed input, we obtain an expression for the limiting variance of the corresponding network-output fluctuations. We illustrate this result numerically on a one-dimensional regression example.

Key Contributions

This paper presents research in the following areas:

• cs.NE
• math.AP
• math.PR

Methodology

Please refer to the full paper for detailed methodology.

Practical Implications

This research contributes to the advancement of cs.NE.

Authors

• Arnaud Descours
• Arnaud Guillin
• Geoffrey Lacour
• Manon Michel
• Boris Nectoux
• Paul Stos

Paper Information

• arXiv ID: 2606.05982v1
• Categories: cs.NE, math.AP, math.PR
• Published: June 4, 2026
• PDF: Download PDF