Physics-informed neural networks (PINNs) have recently been used to solve various computational problems which are governed by partial differential equations (PDEs). In this paper, we propose a multi-output physics-informed neural network (MO-PINN) which can provide solutions with uncertainty distributions for both forward and inverse PDE problems with noisy data. In this framework, the uncertainty arising from the noisy data is first translated into multiple measurements regarding the prior noise distribution using the bootstrap method, and then the outputs of neural networks are designed to satisfy the measurements as well as the underlying physical laws.The posterior estimation of target parameters can be obtained at the end of training, which can be further used for uncertainty quantification and decision making. In this paper, MO-PINNs are demonstrated with a series of numerical experiments including both linear and nonlinear, forward and inverse problems. The results show that MO-PINN is able to provide accurate predictions with noisy data.In addition, we also demonstrate that the prediction and posterior distributions from MO-PINNs are consistent with the solutions from traditional a finite element method (FEM) solver and Monte Carlo methods given the same data and prior knowledge. Finally, we show that additional statistical knowledge can be incorporated into the training to improve the prediction if available.
In this paper we present a deep learning method to predict the temporal evolution of dissipative dynamic systems. We propose using both geometric and thermodynamic inductive biases to improve accuracy and generalization of the resulting integration scheme. The first is achieved with Graph Neural Networks, which induces a non-Euclidean geometrical prior with permutation invariant node and edge update functions. The second bias is forced by learning the GENERIC structure of the problem, an extension of the Hamiltonian formalism, to model more general non-conservative dynamics. Several examples are provided in both Eulerian and Lagrangian description in the context of fluid and solid mechanics respectively, achieving relative mean errors of less than 3% in all the tested examples. Two ablation studies are provided based on recent works in both physics-informed and geometric deep learning.
Approximate-message passing (AMP) algorithms have become an important element of high-dimensional statistical inference, mostly due to their adaptability and concentration properties, the state evolution (SE) equations. This is demonstrated by the growing number of new iterations proposed for increasingly complex problems, ranging from multi-layer inference to low-rank matrix estimation with elaborate priors. In this paper, we address the following questions: is there a structure underlying all AMP iterations that unifies them in a common framework? Can we use such a structure to give a modular proof of state evolution equations, adaptable to new AMP iterations without reproducing each time the full argument ? We propose an answer to both questions, showing that AMP instances can be generically indexed by an oriented graph. This enables to give a unified interpretation of these iterations, independent from the problem they solve, and a way of composing them arbitrarily. We then show that all AMP iterations indexed by such a graph admit rigorous SE equations, extending the reach of previous proofs, and proving a number of recent heuristic derivations of those equations. Our proof naturally includes non-separable functions and we show how existing refinements, such as spatial coupling or matrix-valued variables, can be combined with our framework.
Computer models are widely used in decision support for energy systems operation, planning and policy. A system of models is often employed, where model inputs themselves arise from other computer models, with each model being developed by different teams of experts. Gaussian Process emulators can be used to approximate the behaviour of complex, computationally intensive models and used to generate predictions together with a measure of uncertainty about the predicted model output. This paper presents a computationally efficient framework for propagating uncertainty within a network of models with high-dimensional outputs used for energy planning. We present a case study from a UK county council considering low carbon technologies to transform its infrastructure to reach a net-zero carbon target. The system model considered for this case study is simple, however the framework can be applied to larger networks of more complex models.
Bayesian policy reuse (BPR) is a general policy transfer framework for selecting a source policy from an offline library by inferring the task belief based on some observation signals and a trained observation model. In this paper, we propose an improved BPR method to achieve more efficient policy transfer in deep reinforcement learning (DRL). First, most BPR algorithms use the episodic return as the observation signal that contains limited information and cannot be obtained until the end of an episode. Instead, we employ the state transition sample, which is informative and instantaneous, as the observation signal for faster and more accurate task inference. Second, BPR algorithms usually require numerous samples to estimate the probability distribution of the tabular-based observation model, which may be expensive and even infeasible to learn and maintain, especially when using the state transition sample as the signal. Hence, we propose a scalable observation model based on fitting state transition functions of source tasks from only a small number of samples, which can generalize to any signals observed in the target task. Moreover, we extend the offline-mode BPR to the continual learning setting by expanding the scalable observation model in a plug-and-play fashion, which can avoid negative transfer when faced with new unknown tasks. Experimental results show that our method can consistently facilitate faster and more efficient policy transfer.
The problem of continuous inverse optimal control (over finite time horizon) is to learn the unknown cost function over the sequence of continuous control variables from expert demonstrations. In this article, we study this fundamental problem in the framework of energy-based model, where the observed expert trajectories are assumed to be random samples from a probability density function defined as the exponential of the negative cost function up to a normalizing constant. The parameters of the cost function are learned by maximum likelihood via an "analysis by synthesis" scheme, which iterates (1) synthesis step: sample the synthesized trajectories from the current probability density using the Langevin dynamics via back-propagation through time, and (2) analysis step: update the model parameters based on the statistical difference between the synthesized trajectories and the observed trajectories. Given the fact that an efficient optimization algorithm is usually available for an optimal control problem, we also consider a convenient approximation of the above learning method, where we replace the sampling in the synthesis step by optimization. Moreover, to make the sampling or optimization more efficient, we propose to train the energy-based model simultaneously with a top-down trajectory generator via cooperative learning, where the trajectory generator is used to fast initialize the synthesis step of the energy-based model. We demonstrate the proposed methods on autonomous driving tasks, and show that they can learn suitable cost functions for optimal control.
We introduce Universal Solution Manifold Network (USM-Net), a novel surrogate model, based on Artificial Neural Networks (ANNs), which applies to differential problems whose solution depends on physical and geometrical parameters. Our method employs a mesh-less architecture, thus overcoming the limitations associated with image segmentation and mesh generation required by traditional discretization methods. Indeed, we encode geometrical variability through scalar landmarks, such as coordinates of points of interest. In biomedical applications, these landmarks can be inexpensively processed from clinical images. Our approach is non-intrusive and modular, as we select a data-driven loss function. The latter can also be modified by considering additional constraints, thus leveraging available physical knowledge. Our approach can also accommodate a universal coordinate system, which supports the USM-Net in learning the correspondence between points belonging to different geometries, boosting prediction accuracy on unobserved geometries. Finally, we present two numerical test cases in computational fluid dynamics involving variable Reynolds numbers as well as computational domains of variable shape. The results show that our method allows for inexpensive but accurate approximations of velocity and pressure, avoiding computationally expensive image segmentation, mesh generation, or re-training for every new instance of physical parameters and shape of the domain.
We design the helicity-conservative physics-informed neural network model for the Navier-Stokes equation in the ideal case. The key is to provide an appropriate PDE model as loss function so that its neural network solutions produce helicity conservation. Physics-informed neural network model is based on the strong form of PDE. We show that the relevant helicity-conservative finite element method based on the weak formulation of PDE can be somewhat different. More precisely, we compares the PINN formulation and the finite element method based on the weak formulation for conserving helicity and argues that for the conservation, strong PDE is more natural. Our result is justified by theory as well. Furthermore, a couple of numerical calculations are demonstrated to confirm our theoretical finding.
Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal likelihood (model evidence), which is computationally challenging, prohibiting its use in many high-dimensional Bayesian inverse problems. With Bayesian imaging applications in mind, in this work we present the proximal nested sampling methodology to objectively compare alternative Bayesian imaging models for applications that use images to inform decisions under uncertainty. The methodology is based on nested sampling, a Monte Carlo approach specialised for model comparison, and exploits proximal Markov chain Monte Carlo techniques to scale efficiently to large problems and to tackle models that are log-concave and not necessarily smooth (e.g., involving l_1 or total-variation priors). The proposed approach can be applied computationally to problems of dimension O(10^6) and beyond, making it suitable for high-dimensional inverse imaging problems. It is validated on large Gaussian models, for which the likelihood is available analytically, and subsequently illustrated on a range of imaging problems where it is used to analyse different choices of dictionary and measurement model.
We propose a First-Order System Least Squares (FOSLS) method based on deep-learning for numerically solving second-order elliptic PDEs. The method we propose is capable of dealing with either variational and non-variational problems, and because of its meshless nature, it can also deal with problems posed in high-dimensional domains. We prove the $\Gamma$-convergence of the neural network approximation towards the solution of the continuous problem, and extend the convergence proof to some well-known related methods. Finally, we present several numerical examples illustrating the performance of our discretization.
Ensembles over neural network weights trained from different random initialization, known as deep ensembles, achieve state-of-the-art accuracy and calibration. The recently introduced batch ensembles provide a drop-in replacement that is more parameter efficient. In this paper, we design ensembles not only over weights, but over hyperparameters to improve the state of the art in both settings. For best performance independent of budget, we propose hyper-deep ensembles, a simple procedure that involves a random search over different hyperparameters, themselves stratified across multiple random initializations. Its strong performance highlights the benefit of combining models with both weight and hyperparameter diversity. We further propose a parameter efficient version, hyper-batch ensembles, which builds on the layer structure of batch ensembles and self-tuning networks. The computational and memory costs of our method are notably lower than typical ensembles. On image classification tasks, with MLP, LeNet, and Wide ResNet 28-10 architectures, our methodology improves upon both deep and batch ensembles.