E-PINNs用小网络高效量化PINNs的不确定性,成本更低且更准确。
E-PINNs: Epistemic Physics-Informed Neural Networks
- 引入小网络epinet,以低开销量化物理信息神经网络的不确定性。
- 实验显示其覆盖率更准、置信区间更优,计算成本远低于贝叶斯方法。
- 适合需要快速评估模型不确定性的科学计算与工程应用。
物理信息神经网络(PINNs)在求解偏微分方程的正向与逆问题上展现出潜力。尽管领域进展显著,但其不确定性量化仍具挑战。虽然贝叶斯PINNs(B-PINNs)通过贝叶斯推断可合理捕捉认知不确定性,但在大规模应用中计算成本过高。本文提出认知物理信息神经网络(E-PINNs),利用一个小型网络epinet,以低计算开销高效量化PINNs的认知不确定性。该方法可作为预训练PINNs的附加模块,无需重新训练。我们在多个测试案例中验证了该框架的有效性,并与基于哈密顿蒙特卡洛(HMC)后验估计的B-PINNs及配备丢弃法的PINNs(Dropout-PINNs)进行比较。实验表明,E-PINNs在显著更低的成本下实现了校准的覆盖率和有竞争力的紧凑性;当B-PINNs生成更窄的置信带时,其覆盖不足;且相比Dropout-PINNs,E-PINNs表现出更优的校准能力,体现出良好的精度-效率权衡。
原文摘要 · Abstract (English)
Physics-informed neural networks (PINNs) have demonstrated promise as a framework for solving forward and inverse problems involving partial differential equations. Despite recent progress in the field, it remains challenging to quantify uncertainty in these networks. While techniques such as Bayesian PINNs (B-PINNs) provide a principled approach to capturing epistemic uncertainty through Bayesian inference, they can be computationally expensive for large-scale applications. In this work, we propose Epistemic Physics-Informed Neural Networks (E-PINNs), a framework that uses a small network, the epinet, to efficiently quantify epistemic uncertainty in PINNs. The proposed approach works as an add-on to existing, pre-trained PINNs with a small computational overhead. We demonstrate the applicability of the proposed framework in various test cases and compare the results with B-PINNs using Hamiltonian Monte Carlo (HMC) posterior estimation and dropout-equipped PINNs (Dropout-PINNs). In our experiments, E-PINNs achieve calibrated coverage with competitive sharpness at substantially lower cost. We demonstrate that when B-PINNs produce narrower bands, they under-cover in our tests. E-PINNs also show better calibration than Dropout-PINNs in these examples, indicating a favorable accuracy-efficiency trade-off.
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