通过随机最大值原理,让网络自动学习算子的不确定性。
Stochastic Operator Network: A Stochastic Maximum Principle Based Approach to Operator Learning
- 用随机微分方程建模分支网络,结合伴随倒向SDE反向传播
- 在梯度更新中替换损失梯度为哈密顿量梯度,提升不确定性建模能力
- 适用于2D/3D含噪算子学习,尤其适合需量化不确定性的场景
我们提出一种新型算子学习中的不确定性量化框架——随机算子网络(SON)。SON融合了随机神经网络(SNN)的随机最优控制思想与DeepONet结构。通过将分支网络建模为随机微分方程(SDE),并沿伴随倒向SDE(BSDE)进行反向传播,将梯度下降更新中的损失梯度替换为随机最大值原理下的哈密顿量梯度。该方法使网络能够通过扩散参数学习算子中存在的不确定性。我们在二维和三维场景中验证了SON对多个含噪算子的复现效果,结果表明其在不确定性建模方面具有显著优势。
原文摘要 · Abstract (English)
We develop a novel framework for uncertainty quantification in operator learning, the Stochastic Operator Network (SON). SON combines the stochastic optimal control concepts of the Stochastic Neural Network (SNN) with the DeepONet. By formulating the branch net as an SDE and backpropagating through the adjoint BSDE, we replace the gradient of the loss function with the gradient of the Hamiltonian from Stohastic Maximum Principle in the SGD update. This allows SON to learn the uncertainty present in operators through its diffusion parameters. We then demonstrate the effectiveness of SON when replicating several noisy operators in 2D and 3D.
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