提出新指标PILE,让物理信息机器学习模型更懂自身不确定性。
Uncertainty-Aware Diagnostics for Physics-Informed Machine Learning
- 基于高斯过程引入可衡量不确定性的单一评分标准PILE
- PILE能优化核函数、带宽、正则化等超参数,提升模型表现
- 无需数据即可预判适合特定偏微分方程的核函数选择
物理信息机器学习(PIML)将微分方程约束等先验物理知识融入模型拟合过程。主流方法如神经算子、物理信息神经网络、神经微分方程等通常同时优化数据损失与物理约束。但多目标优化带来模型质量评估模糊,源于对认知不确定性理解不足,易导致意外失效,即使传统统计指标显示拟合良好。本文在高斯过程回归框架下提出物理信息对数证据(PILE)评分,绕开测试损失的歧义性,提供一种单一、具备不确定性感知的模型选择标准。实验表明,最小化PILE可有效选取多种超参数,包括核带宽、最小二乘正则化权重及核函数本身。此外,在无数据情况下,'无数据'版PILE可提前识别出适配特定偏微分方程的核函数。我们预期PILE可推广至各类PIML方法,并提出相应扩展路径。
原文摘要 · Abstract (English)
Physics-informed machine learning (PIML) integrates prior physical information, often in the form of differential equation constraints, into the process of fitting machine learning models to physical data. Popular PIML approaches, including neural operators, physics-informed neural networks, neural ordinary differential equations, and neural discrete equilibria, are typically fit to objectives that simultaneously include both data and physical constraints. However, the multi-objective nature of this approach creates ambiguity in the measurement of model quality. This is related to a poor understanding of epistemic uncertainty, and it can lead to surprising failure modes, even when existing statistical metrics suggest strong fits. Working within a Gaussian process regression framework, we introduce the Physics-Informed Log Evidence (PILE) score. Bypassing the ambiguities of test losses, the PILE score is a single, uncertainty-aware metric that provides a selection principle for hyperparameters of a PIML model. We show that PILE minimization yields excellent choices for a wide variety of model parameters, including kernel bandwidth, least squares regularization weights, and even kernel function selection. We also show that, even prior to data acquisition, a special 'data-free' case of the PILE score identifies a priori kernel choices that are 'well-adapted' to a given PDE. Beyond the kernel setting, we anticipate that the PILE score can be extended to PIML at large, and we outline approaches to do so.
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