提出对多重物理场联合建模的新方法,严格满足线性约束且不依赖输出选择。
Multi-output Gaussian process prediction of physical fields under linear equality constraints

- 采用行向主成分分析(row-wise PCA)保留物理约束,确保降维后仍满足原方程
- 在降维空间构建受限多输出高斯过程模型,预测精度与不确定性更稳定
- 适用于需严格遵守物理规律的多场预测,如流体力学与种群动力学
我们研究多个高维物理场在线性等式约束下的联合预测问题,该场景广泛存在于物理与机器学习应用中。高斯过程(GP)回归因在小样本下表现优异且能提供不确定性量化而被广泛应用。然而,该方法在处理此类问题时面临两大挑战:输出场的高维度以及预测中如何强制满足物理约束。现有策略通常通过约束关系从其他输出推导某一输出,但这种做法对选择哪个输出进行推导极为敏感,影响预测准确性和不确定性估计。因此,亟需一种对所有场对称处理、严格遵守物理规律的方法。为此,我们提出一种稳健的联合建模框架:首先使用一种特殊的多场数据行向主成分分析(row-wise PCA),该方法具有在潜在空间中保持约束的特性;标准多场主成分分析无法保证此性质,我们进一步从理论上分析了行向选择的最优性。其次,在行向PCA的潜在空间上,基于特定核参数化构建线性约束的多输出高斯过程模型。该框架在种群动力学问题和工业级计算流体动力学(CFD)应用中得到验证,后者涉及在不可压缩条件下对雷诺应力张量分量的预测。
原文摘要 · Abstract (English)
We address the simultaneous prediction of multiple high-dimensional physical fields governed by linear equality constraints, a setting that arises in many real-world applications in physics machine learning. Gaussian process (GP) regression is a widely used surrogate modeling approach due to its effectiveness in small-sample regimes and its ability to provide uncertainty quantification. However, applying GP models in this setting raises two major challenges: the high dimensionality of the discretized output fields and the enforcement of the physical constraint in predictions. For the latter, a common strategy consists in deducing one output from the others via the constraint relation. Through a benchmark, we show that this deductive approach is sensitive to the arbitrary choice of which output to deduce, affecting both predictive accuracy and uncertainty quantification. Consequently, there is a need for an approach that treats all fields symmetrically while strictly respecting the underlying physics. Motivated by these limitations, we propose a robust framework for jointly modeling constrained multi-field data. Our approach first leverages a specific PCA procedure for multi-field data, coined row-wise PCA, which has the interesting property of preserving the constraint in the latent space. Since standard PCA strategies for multi-field data do not preserve such constraints, we investigate theoretically the optimality of the row-wise choice. In a second step, we consider a linearly-constrained multi-output GP approach based on a specific kernel parametrization which is trained on the latent space of row-wise PCA. The proposed framework is validated on a population dynamics problem and on an industrial CFD application, which involves the prediction of Reynolds stress tensor components under the incompressibility constraint.
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