用微分机器学习求解参数积分,效果优于传统方法。
Parametric Numerical Integration with (Differential) Machine Learning
- 引入包含导数信息的微分学习框架,提升训练效率。
- 在三类问题中均实现更低均方误差与更好样本效率。
- 适合需要高精度积分的科学计算与建模场景。
本文提出一种基于机器/深度学习的参数积分求解方法。除经典机器学习外,还采用融合导数信息的微分学习框架,突出其优势。研究涵盖三类典型问题:统计函数(包括矩和累积分布函数)、通过切比雪夫展开近似函数,以及直接来自微分方程的积分。这些例子从光滑闭式基准到复杂数值积分不等。在所有情况下,基于微分机器学习的方法均持续优于标准架构,实现更低均方误差、更强可扩展性与更高样本效率。
原文摘要 · Abstract (English)
In this work, we introduce a machine/deep learning methodology to solve parametric integrals. Besides classical machine learning approaches, we consider a differential learning framework that incorporates derivative information during training, emphasizing its advantageous properties. Our study covers three representative problem classes: statistical functionals (including moments and cumulative distribution functions), approximation of functions via Chebyshev expansions, and integrals arising directly from differential equations. These examples range from smooth closed-form benchmarks to challenging numerical integrals. Across all cases, the differential machine learning-based approach consistently outperforms standard architectures, achieving lower mean squared error, enhanced scalability, and improved sample efficiency.
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