arXiv:2410.14788math.OCcs.LG2024-10被引 2

首次实现非马尔可夫型随机偏微分方程解算子的多项式缩放神经算子逼近。

Polynomial Scaling is Possible For Neural Operator Approximations of Structured Families of BSDEs

  • 通过分解格林函数奇异部分并引入随机项指数因子,设计具有针对性归纳偏置的神经算子。
  • 在统一误差控制下,参数量随精度倒数1/ε呈多项式增长,突破指数级下界。
  • 适用于带随机终端条件和非线性扰动的非马尔可夫型后向SDE问题,适合高维金融与随机分析建模。

神经算子(NO)架构学习无穷维函数空间间的非线性映射,广泛用于加速模拟与数据驱动模型发现。尽管通用性结果保证表达能力,但未解决复杂度问题:对仅以正则性(如一致连续或C^r-正则性)描述的广义算子类,信息论下界表明最优逼近率在精度倒数1/ε上呈指数增长。研究焦点转向挖掘超越正则性的特定结构,以使定制化NO架构实现1/ε的多项式缩放。本文首次揭示了随机分析中解算子的多项式缩放机制:针对带有随机终端条件的非马尔可夫型后向随机微分方程(BSDE),其终端条件为Sobolev正则,生成器含Sobolev正则的加性非线性扰动。证明存在定制化神经算子,可在整个族上均匀逼近解算子,且可训练参数量随1/ε多项式增长。该成果通过将半线性椭圆型偏微分方程格林函数的奇异部分显式分解,并将共同的非马尔可夫因子的多勒安-达德指数纳入解码层,赋予神经算子结构性归纳偏置。作为副产品,将线性椭圆型偏微分方程在规则域上的多项式缩放保证拓展至半线性情形。

原文摘要 · Abstract (English)

Neural operator (NO) architectures learn nonlinear maps between infinite-dimensional function spaces and are widely used to accelerate simulation and enable data-driven model discovery. While universality results ensure expressivity, they do not address \emph{complexity}: for broad operator classes described only through regularity (e.g.\ uniform continuity or $C^r$-regularity), information-theoretic lower bounds imply that minimax-optimal NO approximation rates scale \emph{exponentially} in the reciprocal accuracy $1/\varepsilon$. This has shifted the focus of NO theory toward identifying additional problem-specific structure, beyond regularity, under which suitably tailored NO architectures can leverage to unlock polynomial scaling in $1/\varepsilon$. We exhibit the first polynomial-scaling regime for NO approximations of solution operators in stochastic analysis; by identifying structured families of \emph{non-Markovian} BSDEs with randomized terminal condition parameterized by the Sobolev-regular terminal condition and by Sobolev-regular additive nonlinear perturbations of the generator. We prove that their solution operator can be approximated (uniformly over the family) by a tailored NO whose number of trainable parameters grows \emph{polynomially} in $1/\varepsilon$. We unlock this polynomial scaling regime by \emph{informing the NO's inductive bias} by factoring out the singular part of the associated semilinear elliptic PDE Green's function and by incorporating the Doléans--Dade exponential of the BSDE's common non-Markovian factor into the NO's decoding layers. As a byproduct, we extend polynomial-scaling guarantees from families of linear elliptic PDEs on regular domains to the semilinear setting.

神经算子随机微分方程多项式缩放非马尔可夫

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