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Register a new userMachine Learning for Prediction with Missing Dynamics
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Haizhao Yang
Publication date
2019
fields
Informatics Engineering
and research's language is
English
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This article presents a general framework for recovering missing dynamical systems using available data and machine learning techniques. The proposed framework reformulates the prediction problem as a supervised learning problem to approximate a map that takes the memories of the resolved and identifiable unresolved variables to the missing components in the resolved dynamics. We demonstrate the effectiveness of the proposed framework with a theoretical guarantee of a path-wise convergence of the resolved variables up to finite time and numerical tests on prototypical models in various scientific domains. These include the 57-mode barotropic stress models with multiscale interactions that mimic the blocked and unblocked patterns observed in the atmosphere, the nonlinear Schr{o}dinger equation which found many applications in physics such as optics and Bose-Einstein-Condense, the Kuramoto-Sivashinsky equation which spatiotemporal chaotic pattern formation models trapped ion mode in plasma and phase dynamics in reaction-diffusion systems. While many machine learning techniques can be used to validate the proposed framework, we found that recurrent neural networks outperform kernel regression methods in terms of recovering the trajectory of the resolved components and the equilibrium one-point and two-point statistics. This superb performance suggests that recurrent neural networks are an effective tool for recovering the missing dynamics that involves approximation of high-dimensional functions.
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This paper proposes a mesh-free computational framework and machine learning theory for solving elliptic PDEs on unknown manifolds, identified with point clouds, based on diffusion maps (DM) and deep learning. The PDE solver is formulated as a supervised learning task to solve a least-squares regression problem that imposes an algebraic equation approximating a PDE (and boundary conditions if applicable). This algebraic equation involves a graph-Laplacian type matrix obtained via DM asymptotic expansion, which is a consistent estimator of second-order elliptic differential operators. The resulting numerical method is to solve a highly non-convex empirical risk minimization problem subjected to a solution from a hypothesis space of neural-network type functions. In a well-posed elliptic PDE setting, when the hypothesis space consists of feedforward neural networks with either infinite width or depth, we show that the global minimizer of the empirical loss function is a consistent solution in the limit of large training data. When the hypothesis space is a two-layer neural network, we show that for a sufficiently large width, the gradient descent method can identify a global minimizer of the empirical loss function. Supporting numerical examples demonstrate the convergence of the solutions and the effectiveness of the proposed solver in avoiding numerical issues that hampers the traditional approach when a large data set becomes available, e.g., large matrix inversion.
Physics-informed Machine Learning has recently become attractive for learning physical parameters and features from simulation and observation data. However, most existing methods do not ensure that the physics, such as balance laws (e.g., mass, momentum, energy conservation), are constrained. Some recent works (e.g., physics-informed neural networks) softly enforce physics constraints by including partial differential equation (PDE)-based loss functions but need re-discretization of the PDEs using auto-differentiation. Training these neural nets on observational data showed that one could solve forward and inverse problems in one shot. They evaluate the state variables and the parameters in a PDE. This re-discretization of PDEs is not necessarily an attractive option for domain scientists that work with physics-based codes that have been developed for decades with sophisticated discretization techniques to solve complex process models and advanced equations of state. This paper proposes a physics constrained machine learning framework, AdjointNet, allowing domain scientists to embed their physics code in neural network training workflows. This embedding ensures that physics is constrained everywhere in the domain. Additionally, the mathematical properties such as consistency, stability, and convergence vital to the numerical solution of a PDE are still satisfied. We show that the proposed AdjointNet framework can be used for parameter estimation (and uncertainty quantification by extension) and experimental design using active learning. The applicability of our framework is demonstrated for four flow cases. Results show that AdjointNet-based inversion can estimate process model parameters with reasonable accuracy. These examples demonstrate the applicability of using existing software with no changes in source code to perform accurate and reliable inversion of model parameters.
In this paper, we propose a model-operator-data network (MOD-Net) for solving PDEs. A MOD-Net is driven by a model to solve PDEs based on operator representation with regularization from data. In this work, we use a deep neural network to parameterize the Greens function. The empirical risk consists of the mean square of the governing equation, boundary conditions, and a few labels, which are numerically computed by traditional schemes on coarse grid points with cheap computation cost. With only the labeled dataset or only the model constraints, it is insufficient to accurately train a MOD-Net for complicate problems. Intuitively, the labeled dataset works as a regularization in addition to the model constraints. The MOD-Net is much efficient than original neural operator because the MOD-Net also uses the information of governing equation and the boundary conditions of the PDE rather than purely the expensive labels. Since the MOD-Net learns the Greens function of a PDE, it solves a type of PDEs but not a specific case. We numerically show MOD-Net is very efficient in solving Poisson equation and one-dimensional Boltzmann equation. For non-linear PDEs, where the concept of the Greens function does not apply, the non-linear MOD-Net can be similarly used as an ansatz for solving non-linear PDEs.
This is the third paper in a series in which we develop machine learning (ML) moment closure models for the radiative transfer equation (RTE). In our previous work cite{huang2021gradient}, we proposed an approach to learn the gradient of the unclosed high order moment, which performs much better than learning the moment itself and the conventional $P_N$ closure. However, while the ML moment closure has better accuracy, it is not able to guarantee hyperbolicity and has issues with long time stability. In our second paper cite{huang2021hyperbolic}, we identified a symmetrizer which leads to conditions that enforce that the gradient based ML closure is symmetrizable hyperbolic and stable over long time. The limitation of this approach is that in practice the highest moment can only be related to four, or fewer, lower moments. In this paper, we propose a new method to enforce the hyperbolicity of the ML closure model. Motivated by the observation that the coefficient matrix of the closure system is a lower Hessenberg matrix, we relate its eigenvalues to the roots of an associated polynomial. We design two new neural network architectures based on this relation. The ML closure model resulting from the first neural network is weakly hyperbolic and guarantees the physical characteristic speeds, i.e., the eigenvalues are bounded by the speed of light. The second model is strictly hyperbolic and does not guarantee the boundedness of the eigenvalues. Several benchmark tests including the Gaussian source problem and the two-material problem show the good accuracy, stability and generalizability of our hyperbolic ML closure model.
Academics and practitioners have studied over the years models for predicting firms bankruptcy, using statistical and machine-learning approaches. An earlier sign that a company has financial difficulties and may eventually bankrupt is going in emph{default}, which, loosely speaking means that the company has been having difficulties in repaying its loans towards the banking system. Firms default status is not technically a failure but is very relevant for bank lending policies and often anticipates the failure of the company. Our study uses, for the first time according to our knowledge, a very large database of granular credit data from the Italian Central Credit Register of Bank of Italy that contain information on all Italian companies past behavior towards the entire Italian banking system to predict their default using machine-learning techniques. Furthermore, we combine these data with other information regarding companies public balance sheet data. We find that ensemble techniques and random forest provide the best results, corroborating the findings of Barboza et al. (Expert Syst. Appl., 2017).
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