Adaptive operator learning for infinite-dimensional Bayesian inverse problems
- URL: http://arxiv.org/abs/2310.17844v3
- Date: Wed, 4 Sep 2024 09:08:20 GMT
- Title: Adaptive operator learning for infinite-dimensional Bayesian inverse problems
- Authors: Zhiwei Gao, Liang Yan, Tao Zhou,
- Abstract summary: We develop an adaptive operator learning framework that can reduce modeling error gradually by forcing the surrogate to be accurate in local areas.
We present a rigorous convergence guarantee in the linear case using the UKI framework.
The numerical results show that our method can significantly reduce computational costs while maintaining inversion accuracy.
- Score: 7.716833952167609
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The fundamental computational issues in Bayesian inverse problems (BIP) governed by partial differential equations (PDEs) stem from the requirement of repeated forward model evaluations. A popular strategy to reduce such costs is to replace expensive model simulations with computationally efficient approximations using operator learning, motivated by recent progress in deep learning. However, using the approximated model directly may introduce a modeling error, exacerbating the already ill-posedness of inverse problems. Thus, balancing between accuracy and efficiency is essential for the effective implementation of such approaches. To this end, we develop an adaptive operator learning framework that can reduce modeling error gradually by forcing the surrogate to be accurate in local areas. This is accomplished by adaptively fine-tuning the pre-trained approximate model with training points chosen by a greedy algorithm during the posterior evaluation process. To validate our approach, we use DeepOnet to construct the surrogate and unscented Kalman inversion (UKI) to approximate the BIP solution, respectively. Furthermore, we present a rigorous convergence guarantee in the linear case using the UKI framework. The approach is tested on a number of benchmarks, including the Darcy flow, the heat source inversion problem, and the reaction-diffusion problem. The numerical results show that our method can significantly reduce computational costs while maintaining inversion accuracy.
Related papers
- Equation Discovery with Bayesian Spike-and-Slab Priors and Efficient Kernels [57.46832672991433]
We propose a novel equation discovery method based on Kernel learning and BAyesian Spike-and-Slab priors (KBASS)
We use kernel regression to estimate the target function, which is flexible, expressive, and more robust to data sparsity and noises.
We develop an expectation-propagation expectation-maximization algorithm for efficient posterior inference and function estimation.
arXiv Detail & Related papers (2023-10-09T03:55:09Z) - An Optimization-based Deep Equilibrium Model for Hyperspectral Image
Deconvolution with Convergence Guarantees [71.57324258813675]
We propose a novel methodology for addressing the hyperspectral image deconvolution problem.
A new optimization problem is formulated, leveraging a learnable regularizer in the form of a neural network.
The derived iterative solver is then expressed as a fixed-point calculation problem within the Deep Equilibrium framework.
arXiv Detail & Related papers (2023-06-10T08:25:16Z) - Adaptive Sparse Gaussian Process [0.0]
We propose the first adaptive sparse Gaussian Process (GP) able to address all these issues.
We first reformulate a variational sparse GP algorithm to make it adaptive through a forgetting factor.
We then propose updating a single inducing point of the sparse GP model together with the remaining model parameters every time a new sample arrives.
arXiv Detail & Related papers (2023-02-20T21:34:36Z) - Introduction To Gaussian Process Regression In Bayesian Inverse
Problems, With New ResultsOn Experimental Design For Weighted Error Measures [0.0]
This work serves as an introduction to Gaussian process regression, in particular in the context of building surrogate models for inverse problems.
We show that the error between the true and approximate posterior distribution can be bounded by the error between the true and approximate likelihood, measured in the $L2$-norm weighted by the true posterior.
arXiv Detail & Related papers (2023-02-09T09:25:39Z) - Deep Equilibrium Optical Flow Estimation [80.80992684796566]
Recent state-of-the-art (SOTA) optical flow models use finite-step recurrent update operations to emulate traditional algorithms.
These RNNs impose large computation and memory overheads, and are not directly trained to model such stable estimation.
We propose deep equilibrium (DEQ) flow estimators, an approach that directly solves for the flow as the infinite-level fixed point of an implicit layer.
arXiv Detail & Related papers (2022-04-18T17:53:44Z) - Robust lEarned Shrinkage-Thresholding (REST): Robust unrolling for
sparse recover [87.28082715343896]
We consider deep neural networks for solving inverse problems that are robust to forward model mis-specifications.
We design a new robust deep neural network architecture by applying algorithm unfolding techniques to a robust version of the underlying recovery problem.
The proposed REST network is shown to outperform state-of-the-art model-based and data-driven algorithms in both compressive sensing and radar imaging problems.
arXiv Detail & Related papers (2021-10-20T06:15:45Z) - Variational Inference with NoFAS: Normalizing Flow with Adaptive
Surrogate for Computationally Expensive Models [7.217783736464403]
Use of sampling-based approaches such as Markov chain Monte Carlo may become intractable when each likelihood evaluation is computationally expensive.
New approaches combining variational inference with normalizing flow are characterized by a computational cost that grows only linearly with the dimensionality of the latent variable space.
We propose Normalizing Flow with Adaptive Surrogate (NoFAS), an optimization strategy that alternatively updates the normalizing flow parameters and the weights of a neural network surrogate model.
arXiv Detail & Related papers (2021-08-28T14:31:45Z) - Deep Equilibrium Architectures for Inverse Problems in Imaging [14.945209750917483]
Recent efforts on solving inverse problems in imaging via deep neural networks use architectures inspired by a fixed number of iterations of an optimization method.
This paper describes an alternative approach corresponding to an em infinite number of iterations, yielding up to a 4dB PSNR improvement in reconstruction accuracy.
arXiv Detail & Related papers (2021-02-16T03:49:58Z) - Combining Deep Learning and Optimization for Security-Constrained
Optimal Power Flow [94.24763814458686]
Security-constrained optimal power flow (SCOPF) is fundamental in power systems.
Modeling of APR within the SCOPF problem results in complex large-scale mixed-integer programs.
This paper proposes a novel approach that combines deep learning and robust optimization techniques.
arXiv Detail & Related papers (2020-07-14T12:38:21Z) - Extrapolation for Large-batch Training in Deep Learning [72.61259487233214]
We show that a host of variations can be covered in a unified framework that we propose.
We prove the convergence of this novel scheme and rigorously evaluate its empirical performance on ResNet, LSTM, and Transformer.
arXiv Detail & Related papers (2020-06-10T08:22:41Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.