Physics-informed machine learning as a kernel method
- URL: http://arxiv.org/abs/2402.07514v2
- Date: Wed, 19 Jun 2024 07:40:56 GMT
- Title: Physics-informed machine learning as a kernel method
- Authors: Nathan Doumèche, Francis Bach, Gérard Biau, Claire Boyer,
- Abstract summary: We consider a general regression problem where the empirical risk is regularized by a partial differential equation.
Taking advantage of kernel theory, we derive convergence rates for the minimizer of the regularized risk.
We show that faster rates can be achieved, depending on the physical error.
- Score: 7.755962782612672
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Physics-informed machine learning combines the expressiveness of data-based approaches with the interpretability of physical models. In this context, we consider a general regression problem where the empirical risk is regularized by a partial differential equation that quantifies the physical inconsistency. We prove that for linear differential priors, the problem can be formulated as a kernel regression task. Taking advantage of kernel theory, we derive convergence rates for the minimizer of the regularized risk and show that it converges at least at the Sobolev minimax rate. However, faster rates can be achieved, depending on the physical error. This principle is illustrated with a one-dimensional example, supporting the claim that regularizing the empirical risk with physical information can be beneficial to the statistical performance of estimators.
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