论文标题

PDES管辖的高维参数图的衍生式预测神经网络

Derivative-Informed Projected Neural Networks for High-Dimensional Parametric Maps Governed by PDEs

论文作者

O'Leary-Roseberry, Thomas, Villa, Umberto, Chen, Peng, Ghattas, Omar

论文摘要

由不确定性定量,贝叶斯倒置,贝叶斯最佳实验设计以及在不确定性重新评估参数映射的众多评估下引起的多质问题。如果此参数图是高维的,并且涉及昂贵的部分微分方程(PDE)解决方案,则这些评估会变得过于良好。为了应对这一挑战,我们建议以预测的神经网络的形式为高维PDE参数图构建替代物,这些神经网络的形式与这些地图的几何形状和内在的低维度捕获。具体而言,我们计算这些基于PDE的映射的Jacobians,并将高维参数投影到低维衍生化的活性子空间上;我们还将可能的高维输出投影到其主要子空间。这利用了这样一个事实,即可以在低维参数和输出子空间中对许多高维PDE参数图被良好及时。我们使用活动子空间中的投影基础向量以及主要输出子空间来分别构建神经网络的第一层和最后一层的权重。这使我们释放了仅在神经网络的低维层中训练重量。所得神经网络的结构捕获到一阶,参数图的低维结构和几何形状。我们证明,所提出的投影神经网络比完整的神经网络实现了更高的概括精度,尤其是在昂贵的基于PDE的参数图提供的有限培训数据制度中。此外,我们表明,投影网络的内部层的自由度数量独立于参数和输出维度,并且可以通过重量维度独立于离散化维度来实现高精度。

Many-query problems, arising from uncertainty quantification, Bayesian inversion, Bayesian optimal experimental design, and optimization under uncertainty-require numerous evaluations of a parameter-to-output map. These evaluations become prohibitive if this parametric map is high-dimensional and involves expensive solution of partial differential equations (PDEs). To tackle this challenge, we propose to construct surrogates for high-dimensional PDE-governed parametric maps in the form of projected neural networks that parsimoniously capture the geometry and intrinsic low-dimensionality of these maps. Specifically, we compute Jacobians of these PDE-based maps, and project the high-dimensional parameters onto a low-dimensional derivative-informed active subspace; we also project the possibly high-dimensional outputs onto their principal subspace. This exploits the fact that many high-dimensional PDE-governed parametric maps can be well-approximated in low-dimensional parameter and output subspace. We use the projection basis vectors in the active subspace as well as the principal output subspace to construct the weights for the first and last layers of the neural network, respectively. This frees us to train the weights in only the low-dimensional layers of the neural network. The architecture of the resulting neural network captures to first order, the low-dimensional structure and geometry of the parametric map. We demonstrate that the proposed projected neural network achieves greater generalization accuracy than a full neural network, especially in the limited training data regime afforded by expensive PDE-based parametric maps. Moreover, we show that the number of degrees of freedom of the inner layers of the projected network is independent of the parameter and output dimensions, and high accuracy can be achieved with weight dimension independent of the discretization dimension.

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