No Arabic abstract
A new low-dimensional parameterization based on principal component analysis (PCA) and convolutional neural networks (CNN) is developed to represent complex geological models. The CNN-PCA method is inspired by recent developments in computer vision using deep learning. CNN-PCA can be viewed as a generalization of an existing optimization-based PCA (O-PCA) method. Both CNN-PCA and O-PCA entail post-processing a PCA model to better honor complex geological features. In CNN-PCA, rather than use a histogram-based regularization as in O-PCA, a new regularization involving a set of metrics for multipoint statistics is introduced. The metrics are based on summary statistics of the nonlinear filter responses of geological models to a pre-trained deep CNN. In addition, in the CNN-PCA formulation presented here, a convolutional neural network is trained as an explicit transform function that can post-process PCA models quickly. CNN-PCA is shown to provide both unconditional and conditional realizations that honor the geological features present in reference SGeMS geostatistical realizations for a binary channelized system. Flow statistics obtained through simulation of random CNN-PCA models closely match results for random SGeMS models for a demanding case in which O-PCA models lead to significant discrepancies. Results for history matching are also presented. In this assessment CNN-PCA is applied with derivative-free optimization, and a subspace randomized maximum likelihood method is used to provide multiple posterior models. Data assimilation and significant uncertainty reduction are achieved for existing wells, and physically reasonable predictions are also obtained for new wells. Finally, the CNN-PCA method is extended to a more complex non-stationary bimodal deltaic fan system, and is shown to provide high-quality realizations for this challenging example.
Geological parameterization enables the representation of geomodels in terms of a relatively small set of variables. Parameterization is therefore very useful in the context of data assimilation and uncertainty quantification. In this study, a deep-learning-based geological parameterization algorithm, CNN-PCA, is developed for complex 3D geomodels. CNN-PCA entails the use of convolutional neural networks as a post-processor for the low-dimensional principal component analysis representation of a geomodel. The 3D treatments presented here differ somewhat from those used in the 2D CNN-PCA procedure. Specifically, we introduce a new supervised-learning-based reconstruction loss, which is used in combination with style loss and hard data loss. The style loss uses features extracted from a 3D CNN pretrained for video classification. The 3D CNN-PCA algorithm is applied for the generation of conditional 3D realizations, defined on $60times60times40$ grids, for three geological scenarios (binary and bimodal channelized systems, and a three-facies channel-levee-mud system). CNN-PCA realizations are shown to exhibit geological features that are visually consistent with reference models generated using object-based methods. Statistics of flow responses ($text{P}_{10}$, $text{P}_{50}$, $text{P}_{90}$ percentile results) for test sets of 3D CNN-PCA models are shown to be in consistent agreement with those from reference geomodels. Lastly, CNN-PCA is successfully applied for history matching with ESMDA for the bimodal channelized system.
Energy-Based Models (EBMs) assign unnormalized log-probability to data samples. This functionality has a variety of applications, such as sample synthesis, data denoising, sample restoration, outlier detection, Bayesian reasoning, and many more. But training of EBMs using standard maximum likelihood is extremely slow because it requires sampling from the model distribution. Score matching potentially alleviates this problem. In particular, denoising score matching citep{vincent2011connection} has been successfully used to train EBMs. Using noisy data samples with one fixed noise level, these models learn fast and yield good results in data denoising citep{saremi2019neural}. However, demonstrations of such models in high quality sample synthesis of high dimensional data were lacking. Recently, citet{song2019generative} have shown that a generative model trained by denoising score matching accomplishes excellent sample synthesis, when trained with data samples corrupted with multiple levels of noise. Here we provide analysis and empirical evidence showing that training with multiple noise levels is necessary when the data dimension is high. Leveraging this insight, we propose a novel EBM trained with multi-scale denoising score matching. Our model exhibits data generation performance comparable to state-of-the-art techniques such as GANs, and sets a new baseline for EBMs. The proposed model also provides density information and performs well in an image inpainting task.
Data assimilation in subsurface flow systems is challenging due to the large number of flow simulations often required, and by the need to preserve geological realism in the calibrated (posterior) models. In this work we present a deep-learning-based surrogate model for two-phase flow in 3D subsurface formations. This surrogate model, a 3D recurrent residual U-Net (referred to as recurrent R-U-Net), consists of 3D convolutional and recurrent (convLSTM) neural networks, designed to capture the spatial-temporal information associated with dynamic subsurface flow systems. A CNN-PCA procedure (convolutional neural network post-processing of principal component analysis) for parameterizing complex 3D geomodels is also described. This approach represents a simplified version of a recently developed supervised-learning-based CNN-PCA framework. The recurrent R-U-Net is trained on the simulated dynamic 3D saturation and pressure fields for a set of random `channelized geomodels (generated using 3D CNN-PCA). Detailed flow predictions demonstrate that the recurrent R-U-Net surrogate model provides accurate results for dynamic states and well responses for new geological realizations, along with accurate flow statistics for an ensemble of new geomodels. The 3D recurrent R-U-Net and CNN-PCA procedures are then used in combination for a challenging data assimilation problem involving a channelized system. Two different algorithms, namely rejection sampling and an ensemble-based method, are successfully applied. The overall methodology described in this paper may enable the assessment and refinement of data assimilation procedures for a range of realistic and challenging subsurface flow problems.
This paper introduces Dex, a reinforcement learning environment toolkit specialized for training and evaluation of continual learning methods as well as general reinforcement learning problems. We also present the novel continual learning method of incremental learning, where a challenging environment is solved using optimal weight initialization learned from first solving a similar easier environment. We show that incremental learning can produce vastly superior results than standard methods by providing a strong baseline method across ten Dex environments. We finally develop a saliency method for qualitative analysis of reinforcement learning, which shows the impact incremental learning has on network attention.
This paper studies a training method to jointly estimate an energy-based model and a flow-based model, in which the two models are iteratively updated based on a shared adversarial value function. This joint training method has the following traits. (1) The update of the energy-based model is based on noise contrastive estimation, with the flow model serving as a strong noise distribution. (2) The update of the flow model approximately minimizes the Jensen-Shannon divergence between the flow model and the data distribution. (3) Unlike generative adversarial networks (GAN) which estimates an implicit probability distribution defined by a generator model, our method estimates two explicit probabilistic distributions on the data. Using the proposed method we demonstrate a significant improvement on the synthesis quality of the flow model, and show the effectiveness of unsupervised feature learning by the learned energy-based model. Furthermore, the proposed training method can be easily adapted to semi-supervised learning. We achieve competitive results to the state-of-the-art semi-supervised learning methods.