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Register a new userPhysics Informed Convex Artificial Neural Networks (PICANNs) for Optimal Transport based Density Estimation
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Added by
Amanpreet Singh
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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Optimal Mass Transport (OMT) is a well studied problem with a variety of applications in a diverse set of fields ranging from Physics to Computer Vision and in particular Statistics and Data Science. Since the original formulation of Monge in 1781 significant theoretical progress been made on the existence, uniqueness and properties of the optimal transport maps. The actual numerical computation of the transport maps, particularly in high dimensions, remains a challenging problem. By Breniers theorem, the continuous OMT problem can be reduced to that of solving a non-linear PDE of Monge-Ampere type whose solution is a convex function. In this paper, building on recent developments of input convex neural networks and physics informed neural networks for solving PDEs, we propose a Deep Learning approach to solve the continuous OMT problem. To demonstrate the versatility of our framework we focus on the ubiquitous density estimation and generative modeling tasks in statistics and machine learning. Finally as an example we show how our framework can be incorporated with an autoencoder to estimate an effective probabilistic generative model.
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We introduce conditional PINNs (physics informed neural networks) for estimating the solution of classes of eigenvalue problems. The concept of PINNs is expanded to learn not only the solution of one particular differential equation but the solutions to a class of problems. We demonstrate this idea by estimating the coercive field of permanent magnets which depends on the width and strength of local defects. When the neural network incorporates the physics of magnetization reversal, training can be achieved in an unsupervised way. There is no need to generate labeled training data. The presented test cases have been rigorously studied in the past. Thus, a detailed and easy comparison with analytical solutions is made. We show that a single deep neural network can learn the solution of partial differential equations for an entire class of problems.
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Recent work in scientific machine learning has developed so-called physics-informed neural network (PINN) models. The typical approach is to incorporate physical domain knowledge as soft constraints on an empirical loss function and use existing machine learning methodologies to train the model. We demonstrate that, while existing PINN methodologies can learn good models for relatively trivial problems, they can easily fail to learn relevant physical phenomena even for simple PDEs. In particular, we analyze several distinct situations of widespread physical interest, including learning differential equations with convection, reaction, and diffusion operators. We provide evidence that the soft regularization in PINNs, which involves differential operators, can introduce a number of subtle problems, including making the problem ill-conditioned. Importantly, we show that these possible failure modes are not due to the lack of expressivity in the NN architecture, but that the PINNs setup makes the loss landscape very hard to optimize. We then describe two promising solutions to address these failure modes. The first approach is to use curriculum regularization, where the PINNs loss term starts from a simple PDE regularization, and becomes progressively more complex as the NN gets trained. The second approach is to pose the problem as a sequence-to-sequence learning task, rather than learning to predict the entire space-time at once. Extensive testing shows that we can achieve up to 1-2 orders of magnitude lower error with these methods as compared to regular PINN training.
Physics-informed neural networks (PINNs) have been widely used to solve various scientific computing problems. However, large training costs limit PINNs for some real-time applications. Although some works have been proposed to improve the training efficiency of PINNs, few consider the influence of initialization. To this end, we propose a New Reptile initialization based Physics-Informed Neural Network (NRPINN). The original Reptile algorithm is a meta-learning initialization method based on labeled data. PINNs can be trained with less labeled data or even without any labeled data by adding partial differential equations (PDEs) as a penalty term into the loss function. Inspired by this idea, we propose the new Reptile initialization to sample more tasks from the parameterized PDEs and adapt the penalty term of the loss. The new Reptile initialization can acquire initialization parameters from related tasks by supervised, unsupervised, and semi-supervised learning. Then, PINNs with initialization parameters can efficiently solve PDEs. Besides, the new Reptile initialization can also be used for the variants of PINNs. Finally, we demonstrate and verify the NRPINN considering both forward problems, including solving Poisson, Burgers, and Schrodinger equations, as well as inverse problems, where unknown parameters in the PDEs are estimated. Experimental results show that the NRPINN training is much faster and achieves higher accuracy than PINNs with other initialization methods.
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