从群体数据中同时反推物理参数分布与未知噪声,解决无监督去卷积难题。
Efficient Deconvolution in Populational Inverse Problems
- 利用同源物理系统的多组观测数据,联合估计参数分布与噪声分布。
- 在多类物理系统中验证,可准确恢复参数与噪声结构,提升逆问题精度。
- 适合从事科学计算、逆问题求解的科研人员,尤其关注数据驱动建模者。
本文聚焦于从多个观测集合中反演感兴趣参数的分布,这类分布性逆问题的潜力源于数据日益丰富,但主要障碍在于观测噪声分布未知时的盲去卷积问题。当数据来自同一物理过程的不同实例构成的群体时,可利用这一信息实现去卷积。为此,我们提出一种方法:利用大量来自相同物理过程不同实例的观测数据,同时去卷积数据中的噪声分布,并识别定义物理过程的模型参数分布。采用依赖参数的物理过程数学模型,定义一个衡量观测数据与模型输出匹配度的损失函数,该函数对模型输入参数和参数化观测噪声均进行优化。通过改进的梯度下降算法,利用噪声模型的特定结构求解此耦合问题。此外,提出一种基于自适应经验测度的主动学习方案,用于训练代理模型,使其在关键参数区域更精确;该方法加速计算并支持对黑箱、可能不可微代码的自动微分。所提方法在多孔介质渗流、阻尼弹性动力学及简化大气动力学模型上得到验证。
原文摘要 · Abstract (English)
This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing availability of data, but a major roadblock is blind deconvolution, arising when the observational noise distribution is unknown. However, when data originates from collections of physical systems, a population, it is possible to leverage this information to perform deconvolution. To this end, we propose a methodology leveraging large data sets of observations, collected from different instantiations of the same physical processes, to simultaneously deconvolve the data corrupting noise distribution, and to identify the distribution over model parameters defining the physical processes. A parameter-dependent mathematical model of the physical process is employed. A loss function characterizing the match between the observed data and the output of the mathematical model is defined; it is minimized as a function of the both the parameter inputs to the model of the physics and the parameterized observational noise. This coupled problem is addressed with a modified gradient descent algorithm that leverages specific structure in the noise model. Furthermore, a new active learning scheme is proposed, based on adaptive empirical measures, to train a surrogate model to be accurate in parameter regions of interest; this approach accelerates computation and enables automatic differentiation of black-box, potentially nondifferentiable, code computing parameter-to-solution maps. The proposed methodology is demonstrated on porous medium flow, damped elastodynamics, and simplified models of atmospheric dynamics.
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