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Register a new userA Machine-Learning-Based Importance Sampling Method to Compute Rare Event Probabilities
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We develop a novel computational method for evaluating the extreme excursion probabilities arising from random initialization of nonlinear dynamical systems. The method uses excursion probability theory to formulate a sequence of Bayesian inverse problems that, when solved, yields the biasing distribution. Solving multiple Bayesian inverse problems can be expensive; more so in higher dimensions. To alleviate the computational cost, we build machine-learning-based surrogates to solve the Bayesian inverse problems that give rise to the biasing distribution. This biasing distribution can then be used in an importance sampling procedure to estimate the extreme excursion probabilities.
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We present a new method for sampling rare and large fluctuations in a non-equilibrium system governed by a stochastic partial differential equation (SPDE) with additive forcing. To this end, we deploy the so-called instanton formalism that corresponds to a saddle-point approximation of the action in the path integral formulation of the underlying SPDE. The crucial step in our approach is the formulation of an alternative SPDE that incorporates knowledge of the instanton solution such that we are able to constrain the dynamical evolutions around extreme flow configurations only. Finally, a reweighting procedure based on the Girsanov theorem is applied to recover the full distribution function of the original system. The entire procedure is demonstrated on the example of the one-dimensional Burgers equation. Furthermore, we compare our method to conventional direct numerical simulations as well as to Hybrid Monte Carlo methods. It will be shown that the instanton-based sampling method outperforms both approaches and allows for an accurate quantification of the whole probability density function of velocity gradients from the core to the very far tails.
Computing accurate reaction rates is a central challenge in computational chemistry and biology because of the high cost of free energy estimation with unbiased molecular dynamics. In this work, a data-driven machine learning algorithm is devised to learn collective variables with a multitask neural network, where a common upstream part reduces the high dimensionality of atomic configurations to a low dimensional latent space, and separate downstream parts map the latent space to predictions of basin class labels and potential energies. The resulting latent space is shown to be an effective low-dimensional representation, capturing the reaction progress and guiding effective umbrella sampling to obtain accurate free energy landscapes. This approach is successfully applied to model systems including a 5D Muller Brown model, a 5D three-well model, and alanine dipeptide in vacuum. This approach enables automated dimensionality reduction for energy controlled reactions in complex systems, offers a unified framework that can be trained with limited data, and outperforms single-task learning approaches, including autoencoders.
The development of enhanced sampling methods has greatly extended the scope of atomistic simulations, allowing long-time phenomena to be studied with accessible computational resources. Many such methods rely on the identification of an appropriate set of collective variables. These are meant to describe the systems modes that most slowly approach equilibrium. Once identified, the equilibration of these modes is accelerated by the enhanced sampling method of choice. An attractive way of determining the collective variables is to relate them to the eigenfunctions and eigenvalues of the transfer operator. Unfortunately, this requires knowing the long-term dynamics of the system beforehand, which is generally not available. However, we have recently shown that it is indeed possible to determine efficient collective variables starting from biased simulations. In this paper, we bring the power of machine learning and the efficiency of the recently developed on-the-fly probability enhanced sampling method to bear on this approach. The result is a powerful and robust algorithm that, given an initial enhanced sampling simulation performed with trial collective variables or generalized ensembles, extracts transfer operator eigenfunctions using a neural network ansatz and then accelerates them to promote sampling of rare events. To illustrate the generality of this approach we apply it to several systems, ranging from the conformational transition of a small molecule to the folding of a mini-protein and the study of materials crystallization.
Approximate Dynamic Programming (ADP) is a methodology to solve multi-stage stochastic optimization problems in multi-dimensional discrete or continuous spaces. ADP approximates the optimal value function by adaptively sampling both action and state space. It provides a tractable approach to very large problems, but can suffer from the exploration-exploitation dilemma. We propose a novel approach for selecting actions using importance sampling weighted by the value function approximation in continuous decision spaces to address this dilemma. An advantage of this approach is it balances exploration and exploitation without any tuning parameters when sampling actions compared to other exploration approaches such as Epsilon Greedy, instead relying only on the approximate value function. We compare the proposed algorithm with other exploration strategies in continuous action space in the context of a multi-stage generation expansion planning problem under uncertainty.
Event generators in high-energy nuclear and particle physics play an important role in facilitating studies of particle reactions. We survey the state-of-the-art of machine learning (ML) efforts at building physics event generators. We review ML generative models used in ML-based event generators and their specific challenges, and discuss various approaches of incorporating physics into the ML model designs to overcome these challenges. Finally, we explore some open questions related to super-resolution, fidelity, and extrapolation for physics event generation based on ML technology.
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