对比机器学习与科学机器学习的优化差异,解析算法选择依据。
Introduction to optimization methods for training SciML models
- 区分经典机器学习与科学机器学习的优化问题结构
- 指出物理约束导致损失景观具强各向异性与刚性,影响优化效果
- 适合研究科学计算与机器学习交叉方向的读者
优化在现代机器学习(ML)和科学机器学习(SciML)中均居核心地位,但二者底层优化问题的结构差异显著。经典机器学习通常依赖随机、样本可分离的目标函数,偏好一阶与自适应梯度方法;而科学机器学习常采用物理信息或算子约束形式,微分算子引入全局耦合、刚性及强各向异性,使优化行为由物理模型的谱特性决定,而非数据统计特征,常导致标准随机方法失效,从而推动确定性或曲率感知方法的发展。本文提供对机器学习与科学机器学习中优化方法的统一入门介绍,强调问题结构如何影响算法选择。我们回顾了确定性与随机环境下的一阶与二阶优化技术,讨论其在物理约束与数据驱动的科学机器学习模型中的适应性,并通过教程实例展示实用策略,同时指出现有研究空白与科学计算和科学机器学习交汇处的前沿方向。
原文摘要 · Abstract (English)
Optimization is central to both modern machine learning (ML) and scientific machine learning (SciML), yet the structure of the underlying optimization problems differs substantially across these domains. Classical ML typically relies on stochastic, sample-separable objectives that favor first-order and adaptive gradient methods. In contrast, SciML often involves physics-informed or operator-constrained formulations in which differential operators induce global coupling, stiffness, and strong anisotropy in the loss landscape. As a result, optimization behavior in SciML is governed by the spectral properties of the underlying physical models rather than by data statistics, frequently limiting the effectiveness of standard stochastic methods and motivating deterministic or curvature-aware approaches. This document provides a unified introduction to optimization methods in ML and SciML, emphasizing how problem structure shapes algorithmic choices. We review first- and second-order optimization techniques in both deterministic and stochastic settings, discuss their adaptation to physics-constrained and data-driven SciML models, and illustrate practical strategies through tutorial examples, while highlighting open research directions at the interface of scientific computing and scientific machine learning.
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