Linearization Turns Neural Operators into Function-Valued Gaussian Processes

• URL: http://arxiv.org/abs/2406.05072v1
• Date: Fri, 7 Jun 2024 16:43:54 GMT
• Title: Linearization Turns Neural Operators into Function-Valued Gaussian Processes
• Authors: Emilia Magnani, Marvin Pförtner, Tobias Weber, Philipp Hennig,
• Abstract summary: We introduce a new framework for approximate Bayesian uncertainty quantification in neural operators. Our approach can be interpreted as a probabilistic analogue of the concept of currying from functional programming. We showcase the efficacy of our approach through applications to different types of partial differential equations.
• Score: 23.85470417458593
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Modeling dynamical systems, e.g. in climate and engineering sciences, often necessitates solving partial differential equations. Neural operators are deep neural networks designed to learn nontrivial solution operators of such differential equations from data. As for all statistical models, the predictions of these models are imperfect and exhibit errors. Such errors are particularly difficult to spot in the complex nonlinear behaviour of dynamical systems. We introduce a new framework for approximate Bayesian uncertainty quantification in neural operators using function-valued Gaussian processes. Our approach can be interpreted as a probabilistic analogue of the concept of currying from functional programming and provides a practical yet theoretically sound way to apply the linearized Laplace approximation to neural operators. In a case study on Fourier neural operators, we show that, even for a discretized input, our method yields a Gaussian closure--a structured Gaussian process posterior capturing the uncertainty in the output function of the neural operator, which can be evaluated at an arbitrary set of points. The method adds minimal prediction overhead, can be applied post-hoc without retraining the neural operator, and scales to large models and datasets. We showcase the efficacy of our approach through applications to different types of partial differential equations.

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