用流匹配解决物理约束逆问题,无需显式先验似然
Conditional flow matching for physics-constrained inverse problems with finite training data
- 通过神经网络学习概率流微分方程的速场,从源分布直接生成后验样本
- 在有限训练数据下,过拟合会导致方差坍缩和选择性记忆现象
- 适合处理非线性、高维、不可微的物理模型逆问题
本文提出一种条件流匹配框架,用于求解物理约束的贝叶斯逆问题。假设可获得推断变量与观测数据的联合样本,但无需显式计算先验和似然密度。我们推导出适用于逆问题的无条件与条件流匹配算法的简洁自洽形式。在条件设置中,神经网络被训练以学习概率流常微分方程的速场,将源分布样本直接映射到给定观测值的后验分布。该黑箱方法可处理非线性、高维且可能不可微的前向模型,且对噪声模型无严格假设。我们进一步分析了有限训练数据下的学习速场行为。在温和的网络结构假设下,发现过拟合会引发退化现象,包括方差坍缩和称为选择性记忆的现象——生成样本集中在与观测相似的训练数据点附近。简化的理论分析解释了此行为,数值实验也证实其存在。我们证明,基于测试损失的标准早停能有效缓解此类退化。该方法在多个基于物理的逆问题上进行了验证,研究了不同源分布(如高斯分布与数据驱动先验)的影响。在各类案例中,条件流匹配准确捕捉了复杂的多模态后验分布,同时保持计算高效。
原文摘要 · Abstract (English)
This study presents a conditional flow matching framework for solving physics-constrained Bayesian inverse problems. In this setting, samples from the joint distribution of inferred variables and measurements are assumed available, while explicit evaluation of the prior and likelihood densities is not required. We derive a simple and self-contained formulation of both the unconditional and conditional flow matching algorithms, tailored specifically to inverse problems. In the conditional setting, a neural network is trained to learn the velocity field of a probability flow ordinary differential equation that transports samples from a chosen source distribution directly to the posterior distribution conditioned on observed measurements. This black-box formulation accommodates nonlinear, high-dimensional, and potentially non-differentiable forward models without restrictive assumptions on the noise model. We further analyze the behavior of the learned velocity field in the regime of finite training data. Under mild architectural assumptions, we show that overtraining can induce degenerate behavior in the generated conditional distributions, including variance collapse and a phenomenon termed selective memorization, wherein generated samples concentrate around training data points associated with similar observations. A simplified theoretical analysis explains this behavior, and numerical experiments confirm it in practice. We demonstrate that standard early-stopping criteria based on monitoring test loss effectively mitigate such degeneracy. The proposed method is evaluated on several physics-based inverse problems. We investigate the impact of different choices of source distributions, including Gaussian and data-informed priors. Across these examples, conditional flow matching accurately captures complex, multimodal posterior distributions while maintaining computational efficiency.
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