We explore using neural operators, or neural network representations of nonlinear maps between function spaces, to accelerate infinite-dimensional Bayesian inverse problems (BIPs) with models governed by nonlinear parametric partial differential equations (PDEs). Neural operators have gained significant attention in recent years for their ability to approximate the parameter-to-solution maps defined by PDEs using as training data solutions of PDEs at a limited number of parameter samples. The computational cost of BIPs can be drastically reduced if the large number of PDE solves required for posterior characterization are replaced with evaluations of trained neural operators. However, reducing error in the resulting BIP solutions via reducing the approximation error of the neural operators in training can be challenging and unreliable. We provide an a priori error bound result that implies certain BIPs can be ill-conditioned to the approximation error of neural operators, thus leading to inaccessible accuracy requirements in training. To reliably deploy neural operators in BIPs, we consider a strategy for enhancing the performance of neural operators, which is to correct the prediction of a trained neural operator by solving a linear variational problem based on the PDE residual. We show that a trained neural operator with error correction can achieve a quadratic reduction of its approximation error, all while retaining substantial computational speedups of posterior sampling when models are governed by highly nonlinear PDEs. The strategy is applied to two numerical examples of BIPs based on a nonlinear reaction--diffusion problem and deformation of hyperelastic materials. We demonstrate that posterior representations of the two BIPs produced using trained neural operators are greatly and consistently enhanced by error correction.
We formulate a physics-informed compressed sensing (PICS) method for the reconstruction of velocity fields from noisy and sparse phase-contrast magnetic resonance signals. The method solves an inverse Navier-Stokes boundary value problem, which permits us to jointly reconstruct and segment the velocity field, and at the same time infer hidden quantities such as the hydrodynamic pressure and the wall shear stress. Using a Bayesian framework, we regularize the problem by introducing a priori information about the unknown parameters in the form of Gaussian random fields. This prior information is updated using the Navier-Stokes problem, an energy-based segmentation functional, and by requiring that the reconstruction is consistent with the $k$-space signals. We create an algorithm that solves this reconstruction problem, and test it for noisy and sparse $k$-space signals of the flow through a converging nozzle. We find that the method is capable of reconstructing and segmenting the velocity fields from sparsely-sampled (15% $k$-space coverage), low ($\sim$$10$) signal-to-noise ratio (SNR) signals, and that the reconstructed velocity field compares well with that derived from fully-sampled (100% $k$-space coverage) high ($>40$) SNR signals of the same flow.
We propose a new dynamic average consensus algorithm that is robust to information-sharing noise arising from differential-privacy design. Not only is dynamic average consensus widely used in cooperative control and distributed tracking, it is also a fundamental building block in numerous distributed computation algorithms such as multi-agent optimization and distributed Nash equilibrium seeking. We propose a new dynamic average consensus algorithm that is robust to persistent and independent information-sharing noise added for the purpose of differential-privacy protection. In fact, the algorithm can ensure both provable convergence to the exact average reference signal and rigorous epsilon-differential privacy (even when the number of iterations tends to infinity), which, to our knowledge, has not been achieved before in average consensus algorithms. Given that channel noise in communication can be viewed as a special case of differential-privacy noise, the algorithm can also be used to counteract communication imperfections. Numerical simulation results confirm the effectiveness of the proposed approach.
Over the last decade, a series of applied mathematics papers have explored a type of inverse problem--called by a variety of names including "inverse sensitivity", "pushforward based inference", "consistent Bayesian inference", or "data-consistent inversion"--wherein a solution is a probability density whose pushforward takes a given form. The formulation of such a stochastic inverse problem can be unexpected or confusing to those familiar with traditional Bayesian or otherwise statistical inference. To date, two classes of solutions have been proposed, and these have only been justified through applications of measure theory and its disintegration theorem. In this work we show that, under mild assumptions, the formulation of and solution to all stochastic inverse problems can be more clearly understood using basic probability theory: a stochastic inverse problem is simply a change-of-variables or approximation thereof. For the two existing classes of solutions, we derive the relationship to change(s)-of-variables and illustrate using analytic examples where none had previously existed. Our derivations use neither Bayes' theorem nor the disintegration theorem explicitly. Our final contribution is a careful comparison of changes-of-variables to more traditional statistical inference. While taking stochastic inverse problems at face value for the majority of the paper, our final comparative discussion gives a critique of the framework.
Recently, neural networks have proven their impressive ability to solve partial differential equations (PDEs). Among them, Fourier neural operator (FNO) has shown success in learning solution operators for highly non-linear problems such as turbulence flow. FNO is discretization-invariant, where it can be trained on low-resolution data and generalizes to problems with high-resolution. This property is related to the low-pass filters in FNO, where only a limited number of frequency modes are selected to propagate information. However, it is still a challenge to select an appropriate number of frequency modes and training resolution for different PDEs. Too few frequency modes and low-resolution data hurt generalization, while too many frequency modes and high-resolution data are computationally expensive and lead to over-fitting. To this end, we propose Incremental Fourier Neural Operator (IFNO), which augments both the frequency modes and data resolution incrementally during training. We show that IFNO achieves better generalization (around 15% reduction on testing L2 loss) while reducing the computational cost by 35%, compared to the standard FNO. In addition, we observe that IFNO follows the behavior of implicit regularization in FNO, which explains its excellent generalization ability.
The last decade has witnessed the breakthrough of deep neural networks (DNNs) in many fields. With the increasing depth of DNNs, hundreds of millions of multiply-and-accumulate (MAC) operations need to be executed. To accelerate such operations efficiently, analog in-memory computing platforms based on emerging devices, e.g., resistive RAM (RRAM), have been introduced. These acceleration platforms rely on analog properties of the devices and thus suffer from process variations and noise. Consequently, weights in neural networks configured into these platforms can deviate from the expected values, which may lead to feature errors and a significant degradation of inference accuracy. To address this issue, in this paper, we propose a framework to enhance the robustness of neural networks under variations and noise. First, a modified Lipschitz constant regularization is proposed during neural network training to suppress the amplification of errors propagated through network layers. Afterwards, error compensation is introduced at necessary locations determined by reinforcement learning to rescue the feature maps with remaining errors. Experimental results demonstrate that inference accuracy of neural networks can be recovered from as low as 1.69% under variations and noise back to more than 95% of their original accuracy, while the training and hardware cost are negligible.
Bayesian inference requires specification of a single, precise prior distribution, whereas frequentist inference only accommodates a vacuous prior. Since virtually every real-world application falls somewhere in between these two extremes, a new approach is needed. This series of papers develops a new framework that provides valid and efficient statistical inference, prediction, etc., while accommodating partial prior information and imprecisely-specified models more generally. This paper fleshes out a general inferential model construction that not only yields tests, confidence intervals, etc.~with desirable error rate control guarantees, but also facilitates valid probabilistic reasoning with de~Finetti-style no-sure-loss guarantees. The key technical novelty here is a so-called outer consonant approximation of a general imprecise probability which returns a data- and partial prior-dependent possibility measure to be used for inference and prediction. Despite some potentially unfamiliar imprecise-probabilistic concepts in the development, the result is an intuitive, likelihood-driven framework that will, as expected, agree with the familiar Bayesian and frequentist solutions in the respective extreme cases. More importantly, the proposed framework accommodates partial prior information where available and, therefore, leads to new solutions that were previously out of reach for both Bayesians and frequentists. Details are presented here for a wide range of practical situations, including cases involving nuisance parameters and non-/semi-parametric structure, along with a number of numerical illustrations.
This paper studies deep neural networks for solving extremely large linear systems arising from high-dimensional problems. Because of the curse of dimensionality, it is expensive to store both the solution and right-hand side vector in such extremely large linear systems. Our idea is to employ a neural network to characterize the solution with much fewer parameters than the size of the solution under a matrix-free setting. We present an error analysis of the proposed method, indicating that the solution error is bounded by the condition number of the matrix and the neural network approximation error. Several numerical examples from partial differential equations, queueing problems, and probabilistic Boolean networks are presented to demonstrate that the solutions of linear systems can be learned quite accurately.
The solution of linear inverse problems arising, for example, in signal and image processing is a challenging problem, since the ill-conditioning amplifies the noise on the data. Recently introduced deep-learning based algorithms overwhelm the more traditional model-based approaches but they typically suffer from instability with respect to data perturbation. In this paper, we theoretically analyse the trade-off between neural networks stability and accuracy in the solution of linear inverse problems. Moreover, we propose different supervised and unsupervised solutions, to increase network stability by maintaining good accuracy, by inheriting, in the network training, regularization from a model-based iterative scheme. Extensive numerical experiments on image deblurring confirm the theoretical results and the effectiveness of the proposed networks in solving inverse problems with stability with respect to noise.
The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.
Deep convolutional neural networks (CNNs) have recently achieved great success in many visual recognition tasks. However, existing deep neural network models are computationally expensive and memory intensive, hindering their deployment in devices with low memory resources or in applications with strict latency requirements. Therefore, a natural thought is to perform model compression and acceleration in deep networks without significantly decreasing the model performance. During the past few years, tremendous progress has been made in this area. In this paper, we survey the recent advanced techniques for compacting and accelerating CNNs model developed. These techniques are roughly categorized into four schemes: parameter pruning and sharing, low-rank factorization, transferred/compact convolutional filters, and knowledge distillation. Methods of parameter pruning and sharing will be described at the beginning, after that the other techniques will be introduced. For each scheme, we provide insightful analysis regarding the performance, related applications, advantages, and drawbacks etc. Then we will go through a few very recent additional successful methods, for example, dynamic capacity networks and stochastic depths networks. After that, we survey the evaluation matrix, the main datasets used for evaluating the model performance and recent benchmarking efforts. Finally, we conclude this paper, discuss remaining challenges and possible directions on this topic.