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arXiv 2310.04867cs.LGcs.NAmath.NAstat.ML
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用于深度网络求解演化方程的随机稀疏神经伽辽金格式

Randomized Sparse Neural Galerkin Schemes for Solving Evolution Equations with Deep Networks

Courant Institute for Mathematical Sciences(库朗数学科学研究所);New York University(纽约大学)

Jules Berman, Benjamin Peherstorfer

AI总结:

针对时间序列训练神经网络求解含时偏微分方程时误差易累积放大的问题,提出随机稀疏更新参数的神经伽辽金格式,兼具防过拟合与低计算成本优势,在精度和速度上均较稠密更新格式最高提升两个数量级。

摘要:

按时间顺序训练神经网络以近似求解含时偏微分方程的解场,在保留因果性和其他物理特性方面具有优势;然而,这种时间序列训练在数值上存在挑战,因为训练误差会随时间快速累积并放大。本研究提出了神经伽辽金(Neural Galerkin)格式,该格式在每个时间步更新网络参数的随机稀疏子集。这种随机化机制可避免时间局部过拟合,从而防止误差在时间序列训练过程中快速累积,其设计灵感来源于dropout(随机失活),后者用于解决神经元共适应导致的类似过拟合问题。更新的稀疏性在不损失表达能力的前提下降低了训练的计算成本,因为在每个时间步的局部范围内,大量网络参数是冗余的。在针对多种演化方程开展的数值实验中,与采用稠密更新的格式相比,所提出的带随机稀疏更新的格式在固定计算预算下精度最高提升两个数量级,在固定精度下速度最高提升两个数量级。

英文摘要:

Training neural networks sequentially in time to approximate solution fields of time-dependent partial differential equations can be beneficial for preserving causality and other physics properties; however, the sequential-in-time training is numerically challenging because training errors quickly accumulate and amplify over time. This work introduces Neural Galerkin schemes that update randomized sparse subsets of network parameters at each time step. The randomization avoids overfitting locally in time and so helps prevent the error from accumulating quickly over the sequential-in-time training, which is motivated by dropout that addresses a similar issue of overfitting due to neuron co-adaptation. The sparsity of the update reduces the computational costs of training without losing expressiveness because many of the network parameters are redundant locally at each time step. In numerical experiments with a wide range of evolution equations, the proposed scheme with randomized sparse updates is up to two orders of magnitude more accurate at a fixed computational budget and up to two orders of magnitude faster at a fixed accuracy than schemes with dense updates.

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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