arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2403.03444cs.LGcs.AIcs.NAmath.NAstat.ML
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基于集成卡尔曼反演的DeepONet不确定性量化

Uncertainty quantification for deeponets with ensemble kalman inversion

University of Iowa(爱荷华大学)

Andrew Pensoneault, Xueyu Zhu

AI总结:

针对DeepONet在有限含噪数据下的不确定性量化需求,提出基于集成卡尔曼反演的推理方法,结合小批量变体与启发式协方差估计,高效训练集成并生成可靠不确定性估计,在多基准问题中验证了有效性。

摘要:

近年来,算子学习尤其是DeepONet(深度算子网络)因能高效学习不同领域中输入与输出函数间的复杂映射而备受关注。然而在数据有限且含噪的实际场景中,获取DeepONet预测的不确定性至关重要,在任务关键或安全关键的应用中更是如此。现有方法要么计算密集,要么不确定性量化效果不佳,这为开发适配DeepONet的高效且信息丰富的不确定性量化(UQ)技术留下了空间。本研究中,我们提出一种新颖的推理方法,利用集成卡尔曼反演(EKI)方法的优势实现算子学习的高效UQ。EKI以无导数、抗噪声、高度可并行化的特点著称,已在物理信息神经网络的UQ中展现出优势[28]。我们创新性地应用EKI,既能高效训练DeepONet集成,又能为目标输出提供信息丰富的不确定性估计。我们采用小批量版本的EKI以适配更大数据集,缓解训练阶段大数据集带来的计算负担。此外,我们引入一种启发式方法估计人工动力学协方差,从而改进不确定性估计。最后,我们在多个基准问题上验证了所提方法的有效性和通用性,展现了其应对DeepONet不确定性量化紧迫挑战的潜力,尤其适用于数据有限且含噪的实际应用。

英文摘要:

In recent years, operator learning, particularly the DeepONet, has received much attention for efficiently learning complex mappings between input and output functions across diverse fields. However, in practical scenarios with limited and noisy data, accessing the uncertainty in DeepONet predictions becomes essential, especially in mission-critical or safety-critical applications. Existing methods, either computationally intensive or yielding unsatisfactory uncertainty quantification, leave room for developing efficient and informative uncertainty quantification (UQ) techniques tailored for DeepONets. In this work, we proposed a novel inference approach for efficient UQ for operator learning by harnessing the power of the Ensemble Kalman Inversion (EKI) approach. EKI, known for its derivative-free, noise-robust, and highly parallelizable feature, has demonstrated its advantages for UQ for physics-informed neural networks [28]. Our innovative application of EKI enables us to efficiently train ensembles of DeepONets while obtaining informative uncertainty estimates for the output of interest. We deploy a mini-batch variant of EKI to accommodate larger datasets, mitigating the computational demand due to large datasets during the training stage. Furthermore, we introduce a heuristic method to estimate the artificial dynamics covariance, thereby improving our uncertainty estimates. Finally, we demonstrate the effectiveness and versatility of our proposed methodology across various benchmark problems, showcasing its potential to address the pressing challenges of uncertainty quantification in DeepONets, especially for practical applications with limited and noisy data.

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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