arXiv:2512.16430cs.LGcs.NA2025-12被引 2

用多保真度神经网络加速贝叶斯反问题采样,大幅降低计算成本。

Multi-Fidelity Delayed Acceptance: hierarchical MCMC sampling for Bayesian inverse problems combining multiple solvers through deep neural networks

  • 构建多保真度神经网络融合不同精度求解器输出
  • 线上采样仅需低精度求解器+已训练模型,避免重复高精度模拟
  • 支持异构求解器,提升采样效率与后验推断速度

贝叶斯反问题中的不确定性量化任务(如参数估计)在涉及物理模型时计算成本高昂,通常需要反复调用复杂的数值求解器。当涉及偏微分方程时,基于有限元法的全阶模型会使传统马尔可夫链蒙特卡洛(MCMC)方法变得不可行。虽然数据驱动的代理模型可降低评估开销,但其性能受限于高保真数据生成成本。相比之下,低保真数据可高效生成,但单独使用会降低反问题求解精度。为此,本文提出一种用于贝叶斯反问题的多保真度延迟接受方法。该方法扩展了多层级延迟接受框架,引入结合不同保真度求解器预测的多保真度神经网络,高保真评估仅在离线训练阶段进行。在线阶段,似然评估通过粗略求解器计算并输入训练好的神经网络获得,从而避免额外高保真模拟。该设计允许异构粗略求解器一致地融入层次结构,比标准多层级延迟接受更具灵活性。所提方法显著提升了低保真求解器的逼近精度,实现更长子链长度、更好混合效果和加速后验推断。在两个基准反问题上验证:(i) 稳态各向同性地下水流动,(ii) 非稳态反应-扩散系统,均获得显著计算节省。

原文摘要 · Abstract (English)

Inverse uncertainty quantification (UQ) tasks such as parameter estimation are computationally demanding whenever dealing with physics-based models, and typically require repeated evaluations of complex numerical solvers. When partial differential equations are involved, full-order models such as those based on the Finite Element Method can make traditional sampling approaches like Markov Chain Monte Carlo (MCMC) computationally infeasible. Although data-driven surrogate models may help reduce evaluation costs, their utility is often limited by the expense of generating high-fidelity data. In contrast, low-fidelity data can be produced more efficiently, although relying on them alone may degrade the accuracy of the inverse UQ solution. To address these challenges, we propose a Multi-Fidelity Delayed Acceptance scheme for Bayesian inverse problems. Extending the Multi-Level Delayed Acceptance framework, the method introduces multi-fidelity neural networks that combine the predictions of solvers of varying fidelity, with high fidelity evaluations restricted to an offline training stage. During the online phase, likelihood evaluations are obtained by evaluating the coarse solvers and passing their outputs to the trained neural networks, thereby avoiding additional high-fidelity simulations. This construction allows heterogeneous coarse solvers to be incorporated consistently within the hierarchy, providing greater flexibility than standard Multi-Level Delayed Acceptance. The proposed approach improves the approximation accuracy of the low fidelity solvers, leading to longer sub-chain lengths, better mixing, and accelerated posterior inference. The effectiveness of the strategy is demonstrated on two benchmark inverse problems involving (i) steady isotropic groundwater flow, (ii) an unsteady reaction-diffusion system, for which substantial computational savings are obtained.

贝叶斯反问题多保真度神经网络采样加速

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