Enhanced Data-Driven Product Development via Gradient Based Optimization and Conformalized Monte Carlo Dropout Uncertainty Estimation

Fuente: arXiv
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Main Authors: Nava, Andrea Thomas, Johny, Lijo, Azzalini, Fabio, Schneider, Johannes, Casanova, Arianna
Format: Preprint
Published: 2026
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author Nava, Andrea Thomas
Johny, Lijo
Azzalini, Fabio
Schneider, Johannes
Casanova, Arianna
author_facet Nava, Andrea Thomas
Johny, Lijo
Azzalini, Fabio
Schneider, Johannes
Casanova, Arianna
contents Data-Driven Product Development (DDPD) leverages data to learn the relationship between product design specifications and resulting properties. To discover improved designs, we train a neural network on past experiments and apply Projected Gradient Descent to identify optimal input features that maximize performance. Since many products require simultaneous optimization of multiple correlated properties, our framework employs joint neural networks to capture interdependencies among targets. Furthermore, we integrate uncertainty estimation via \emph{Conformalised Monte Carlo Dropout} (ConfMC), a novel method combining Nested Conformal Prediction with Monte Carlo dropout to provide model-agnostic, finite-sample coverage guarantees under data exchangeability. Extensive experiments on five real-world datasets show that our method matches state-of-the-art performance while offering adaptive, non-uniform prediction intervals and eliminating the need for retraining when adjusting coverage levels.
format Preprint
id arxiv_https___arxiv_org_abs_2601_00932
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Enhanced Data-Driven Product Development via Gradient Based Optimization and Conformalized Monte Carlo Dropout Uncertainty Estimation
Nava, Andrea Thomas
Johny, Lijo
Azzalini, Fabio
Schneider, Johannes
Casanova, Arianna
Machine Learning
Data-Driven Product Development (DDPD) leverages data to learn the relationship between product design specifications and resulting properties. To discover improved designs, we train a neural network on past experiments and apply Projected Gradient Descent to identify optimal input features that maximize performance. Since many products require simultaneous optimization of multiple correlated properties, our framework employs joint neural networks to capture interdependencies among targets. Furthermore, we integrate uncertainty estimation via \emph{Conformalised Monte Carlo Dropout} (ConfMC), a novel method combining Nested Conformal Prediction with Monte Carlo dropout to provide model-agnostic, finite-sample coverage guarantees under data exchangeability. Extensive experiments on five real-world datasets show that our method matches state-of-the-art performance while offering adaptive, non-uniform prediction intervals and eliminating the need for retraining when adjusting coverage levels.
title Enhanced Data-Driven Product Development via Gradient Based Optimization and Conformalized Monte Carlo Dropout Uncertainty Estimation
topic Machine Learning
url https://arxiv.org/abs/2601.00932