End-to-End Probabilistic Framework for Learning with Hard Constraints

ICLR 2026 Conference SubmissionAnonymous Authors
scientific machine learningconservation lawsphysically constrained machine learningpartial differential equationstime series forecastinguncertainty quantification
Abstract:

We present ProbHardE2E, a probabilistic forecasting framework that incorporates hard operational/physical constraints and provides uncertainty quantification. Our methodology uses a novel differentiable probabilistic projection layer (DPPL) that can be combined with a wide range of neural network architectures. DPPL allows the model to learn the system in an end-to-end manner, compared to other approaches where constraints are satisfied either through a post-processing step or at inference. ProbHardE2E optimizes a strictly proper scoring rule, without making any distributional assumptions on the target, which enables it to obtain robust distributional estimates (in contrast to existing approaches that generally optimize likelihood-based objectives, which can be biased by their distributional assumptions and model choices); and it can incorporate a range of non-linear constraints (increasing the power of modeling and flexibility). We apply ProbHardE2E in learning partial differential equations with uncertainty estimates and to probabilistic time-series forecasting, showcasing it as a broadly applicable general framework that connects these seemingly disparate domains.

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Overview

Taxonomy

Core-task Taxonomy Papers
50
3
Claimed Contributions
30
Contribution Candidate Papers Compared
0
Refutable Paper

Research Landscape Overview

Core task: probabilistic forecasting with hard constraints. This field addresses the challenge of generating probabilistic predictions that must satisfy strict requirements—such as physical laws, safety bounds, or logical consistency—rather than merely optimizing statistical accuracy. The taxonomy reveals a rich landscape organized around several main branches. Constraint-Aware Probabilistic Prediction Frameworks focus on end-to-end architectures that integrate constraints directly into learning pipelines, often through differentiable layers or masking mechanisms (e.g., Constrained Mask Learning[6]). Probabilistic Forecasting with Physical and Dynamical Constraints emphasizes embedding domain knowledge from physics or engineering into models, ensuring outputs respect conservation laws or system dynamics. Stochastic Control and Planning with Chance Constraints deals with decision-making under uncertainty where probabilistic guarantees must hold, while Uncertainty Quantification with Constraints explores rigorous statistical methods—such as conformal prediction—that provide coverage guarantees even when constraints are present. Additional branches cover specialized applications in scientific domains, cross-domain uncertainty quantification foundations, and constrained optimization techniques that blend probabilistic learning with hard feasibility requirements. Several active lines of work highlight key trade-offs and open questions. One central tension is between expressive generative modeling and strict constraint satisfaction: many studies explore how to enforce hard rules without sacrificing the flexibility needed to capture complex distributions. Another theme involves the interplay between data-driven learning and domain knowledge, where physics-informed methods must balance empirical fit with theoretical correctness. Hard Constraints Learning[0] sits within the End-to-End Differentiable Constraint Integration cluster, emphasizing architectures that bake constraints into the learning process itself. This approach contrasts with post-hoc projection methods and aligns closely with works like Constrained Mask Learning[6], which also integrates constraints during training. Compared to Constrained Motion Prediction[1], which targets trajectory forecasting with kinematic rules, Hard Constraints Learning[0] appears more general-purpose, aiming to provide a flexible framework applicable across diverse forecasting tasks where hard constraints are non-negotiable.

Claimed Contributions

ProbHardE2E probabilistic forecasting framework

The authors introduce a general end-to-end probabilistic framework that enforces hard constraints (operational or physical) while providing uncertainty quantification. The framework optimizes a strictly proper scoring rule without distributional assumptions and can handle a range of non-linear constraints.

10 retrieved papers
Differentiable probabilistic projection layer (DPPL)

The authors develop a novel differentiable layer that projects distribution parameters to satisfy hard constraints in an end-to-end manner. This layer can handle constraints ranging from linear equality to general nonlinear equality to convex inequality constraints, enabling both uncertainty quantification and constraint satisfaction.

10 retrieved papers
Efficient sampling-free approach for posterior distribution estimation

The authors propose a method that applies constraints directly to distribution parameters rather than samples, combined with closed-form CRPS computation. This approach significantly reduces computational overhead during training compared to sampling-based methods.

10 retrieved papers

Core Task Comparisons

Comparisons with papers in the same taxonomy category

Contribution Analysis

Detailed comparisons for each claimed contribution

Contribution

ProbHardE2E probabilistic forecasting framework

The authors introduce a general end-to-end probabilistic framework that enforces hard constraints (operational or physical) while providing uncertainty quantification. The framework optimizes a strictly proper scoring rule without distributional assumptions and can handle a range of non-linear constraints.

Contribution

Differentiable probabilistic projection layer (DPPL)

The authors develop a novel differentiable layer that projects distribution parameters to satisfy hard constraints in an end-to-end manner. This layer can handle constraints ranging from linear equality to general nonlinear equality to convex inequality constraints, enabling both uncertainty quantification and constraint satisfaction.

Contribution

Efficient sampling-free approach for posterior distribution estimation

The authors propose a method that applies constraints directly to distribution parameters rather than samples, combined with closed-form CRPS computation. This approach significantly reduces computational overhead during training compared to sampling-based methods.