论文标题
贝叶斯神经普通微分方程
Bayesian Neural Ordinary Differential Equations
论文作者
论文摘要
最近,神经普通微分方程已成为建模物理模拟的强大框架,而无需明确定义控制系统的odes,而是通过机器学习来学习它们。但是,问题是:“贝叶斯学习框架是否可以与神经颂歌集成以稳健地量化神经颂举的不确定性?”仍然没有得到答复。为了解决这个问题,我们主要评估了推理方法的以下类别:(a)No-U-Turn MCMC采样器(螺母),(b)随机梯度Hamiltonian Monte Carlo(SGHMC)和(c)(c)随机Langevin梯度(sgld)。我们使用GPU加速度证明了在经典物理系统以及MNIST等标准机器学习数据集上的上述贝叶斯推理框架的成功整合。在MNIST数据集上,我们在10,000张图像的测试集合中达到了98.5%的后样品精度。随后,我们首次证明了变异推断与标准化流和神经ODE的成功整合,从而导致强大的贝叶斯神经颂对象。最后,考虑一个捕食者 - 捕集模型和流行病学系统,我们使用通用普通微分方程在部分描述的动力系统中证明了模型规范的概率识别。这共同提供了一种科学的机器学习工具,用于对认知不确定性的概率估计。
Recently, Neural Ordinary Differential Equations has emerged as a powerful framework for modeling physical simulations without explicitly defining the ODEs governing the system, but instead learning them via machine learning. However, the question: "Can Bayesian learning frameworks be integrated with Neural ODE's to robustly quantify the uncertainty in the weights of a Neural ODE?" remains unanswered. In an effort to address this question, we primarily evaluate the following categories of inference methods: (a) The No-U-Turn MCMC sampler (NUTS), (b) Stochastic Gradient Hamiltonian Monte Carlo (SGHMC) and (c) Stochastic Langevin Gradient Descent (SGLD). We demonstrate the successful integration of Neural ODEs with the above Bayesian inference frameworks on classical physical systems, as well as on standard machine learning datasets like MNIST, using GPU acceleration. On the MNIST dataset, we achieve a posterior sample accuracy of 98.5% on the test ensemble of 10,000 images. Subsequently, for the first time, we demonstrate the successful integration of variational inference with normalizing flows and Neural ODEs, leading to a powerful Bayesian Neural ODE object. Finally, considering a predator-prey model and an epidemiological system, we demonstrate the probabilistic identification of model specification in partially-described dynamical systems using universal ordinary differential equations. Together, this gives a scientific machine learning tool for probabilistic estimation of epistemic uncertainties.