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arXiv 2206.04872cs.LG
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多保真度分层神经过程

Multi-fidelity Hierarchical Neural Processes

University of California, San Diego(加州大学圣地亚哥分校);Northeastern University(东北大学)

Dongxia Wu, Matteo Chinazzi, Alessandro Vespignani, Yi-An Ma, Rose Yu

摘要:

科学和工程领域广泛使用计算机模拟。这些模拟通常在多个复杂级别上运行,以平衡准确性和效率。多保真度代理建模通过融合不同的仿真输出来降低计算成本。从低保真度模拟器生成的廉价数据可以与昂贵的高保真模拟器生成的有限的高质量数据相结合。现有的基于高斯过程的方法依赖于核函数的强假设,并且难以扩展到高维设置。我们提出了多保真度层次神经过程(MF-HNP),一个统一的神经隐变量模型的多保真度代理建模。MF-HNP继承了神经过程的灵活性和可扩展性。潜变量将不同保真度水平之间的相关性从观测值转换到潜空间。在给定潜在状态的情况下,跨概率的预测是有条件独立的。它有助于缓解现有方法中的错误传播问题。MF-HNP是足够灵活的处理非嵌套的高维数据在不同的保真度水平与不同的输入和输出尺寸。我们评估了流行病学和气候建模任务的MF-HNP,在准确性和不确定性估计方面实现了有竞争力的性能。与仅具有低维(< 10)任务的深度高斯过程相比,我们的方法在加速高维复杂模拟(流行病学建模超过7000,气候建模超过45000)方面表现出了很大的潜力。

英文摘要:

Science and engineering fields use computer simulation extensively. These simulations are often run at multiple levels of sophistication to balance accuracy and efficiency. Multi-fidelity surrogate modeling reduces the computational cost by fusing different simulation outputs. Cheap data generated from low-fidelity simulators can be combined with limited high-quality data generated by an expensive high-fidelity simulator. Existing methods based on Gaussian processes rely on strong assumptions of the kernel functions and can hardly scale to high-dimensional settings. We propose Multi-fidelity Hierarchical Neural Processes (MF-HNP), a unified neural latent variable model for multi-fidelity surrogate modeling. MF-HNP inherits the flexibility and scalability of Neural Processes. The latent variables transform the correlations among different fidelity levels from observations to latent space. The predictions across fidelities are conditionally independent given the latent states. It helps alleviate the error propagation issue in existing methods. MF-HNP is flexible enough to handle non-nested high dimensional data at different fidelity levels with varying input and output dimensions. We evaluate MF-HNP on epidemiology and climate modeling tasks, achieving competitive performance in terms of accuracy and uncertainty estimation. In contrast to deep Gaussian Processes with only low-dimensional (< 10) tasks, our method shows great promise for speeding up high-dimensional complex simulations (over 7000 for epidemiology modeling and 45000 for climate modeling).

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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