Aardvark Weather: end-to-end data-driven weather forecasting

Machine learning is revolutionising medium-range weather prediction. However it has only been applied to specific and individual components of the weather prediction pipeline. Consequently these data-driven approaches are unable to be deployed without input from conventional operational numerical weather prediction (NWP) systems, which is computationally costly and does not support end-to-end optimisation. In this work, we take a radically different approach and replace the entire NWP pipeline with a machine learning model. We present Aardvark Weather, the first end-to-end data-driven forecasting system which takes raw observations as input and provides both global and local forecasts. These global forecasts are produced for 24 variables at multiple pressure levels at one-degree spatial resolution and 24 hour temporal resolution, and are skillful with respect to hourly climatology at five to seven day lead times. Local forecasts are produced for temperature, mean sea level pressure, and wind speed at a geographically diverse set of weather stations, and are skillful with respect to an IFS-HRES interpolation baseline at multiple lead-times. Aardvark, by virtue of its simplicity and scalability, opens the door to a new paradigm for performing accurate and efficient data-driven medium-range weather forecasting.

Sim2Real for Environmental Neural Processes

Machine learning (ML)-based weather models have recently undergone rapid improvements. These models are typically trained on gridded reanalysis data from numerical data assimilation systems. However, reanalysis data comes with limitations, such as assumptions about physical laws and low spatiotemporal resolution. The gap between reanalysis and reality has sparked growing interest in training ML models directly on observations such as weather stations. Modelling scattered and sparse environmental observations requires scalable and flexible ML architectures, one of which is the convolutional conditional neural process (ConvCNP). ConvCNPs can learn to condition on both gridded and off-the-grid context data to make uncertainty-aware predictions at target locations. However, the sparsity of real observations presents a challenge for data-hungry deep learning models like the ConvCNP. One potential solution is 'Sim2Real': pre-training on reanalysis and fine-tuning on observational data. We analyse Sim2Real with a ConvCNP trained to interpolate surface air temperature over Germany, using varying numbers of weather stations for fine-tuning. On held-out weather stations, Sim2Real training substantially outperforms the same model architecture trained only with reanalysis data or only with station data, showing that reanalysis data can serve as a stepping stone for learning from real observations. Sim2Real could thus enable more accurate models for weather prediction and climate monitoring.

Autoregressive Conditional Neural Processes

Conditional neural processes (CNPs; Garnelo et al., 2018a) are attractive meta-learning models which produce well-calibrated predictions and are trainable via a simple maximum likelihood procedure. Although CNPs have many advantages, they are unable to model dependencies in their predictions. Various works propose solutions to this, but these come at the cost of either requiring approximate inference or being limited to Gaussian predictions. In this work, we instead propose to change how CNPs are deployed at test time, without any modifications to the model or training procedure. Instead of making predictions independently for every target point, we autoregressively define a joint predictive distribution using the chain rule of probability, taking inspiration from the neural autoregressive density estimator (NADE) literature. We show that this simple procedure allows factorised Gaussian CNPs to model highly dependent, non-Gaussian predictive distributions. Perhaps surprisingly, in an extensive range of tasks with synthetic and real data, we show that CNPs in autoregressive (AR) mode not only significantly outperform non-AR CNPs, but are also competitive with more sophisticated models that are significantly more computationally expensive and challenging to train. This performance is remarkable given that AR CNPs are not trained to model joint dependencies. Our work provides an example of how ideas from neural distribution estimation can benefit neural processes, and motivates research into the AR deployment of other neural process models.

Active Learning with Convolutional Gaussian Neural Processes for Environmental Sensor Placement

Deploying environmental measurement stations can be a costly and time-consuming procedure, especially in remote regions that are difficult to access, such as Antarctica. Therefore, it is crucial that sensors are placed as efficiently as possible, maximising the informativeness of their measurements. This can be tackled by fitting a probabilistic model to existing data and identifying placements that would maximally reduce the model's uncertainty. The models most widely used for this purpose are Gaussian processes (GPs). However, designing a GP covariance which captures the complex behaviour of non-stationary spatiotemporal data is a difficult task. Further, the computational cost of GPs makes them challenging to scale to large environmental datasets. In this work, we explore using a convolutional Gaussian neural process (ConvGNP) to address these issues. A ConvGNP is a meta-learning model that uses neural networks to parameterise a GP predictive. Our model is data-driven, flexible, efficient, and permits multiple input predictors of gridded or scattered modalities. Using simulated surface air temperature fields over Antarctica as ground truth, we show that a ConvGNP significantly outperforms a non-stationary GP baseline in terms of predictive performance. We then use the ConvGNP in an Antarctic sensor placement toy experiment, yielding promising results.

Practical Conditional Neural Processes Via Tractable Dependent Predictions

Conditional Neural Processes (CNPs; Garnelo et al., 2018a) are meta-learning models which leverage the flexibility of deep learning to produce well-calibrated predictions and naturally handle off-the-grid and missing data. CNPs scale to large datasets and train with ease. Due to these features, CNPs appear well-suited to tasks from environmental sciences or healthcare. Unfortunately, CNPs do not produce correlated predictions, making them fundamentally inappropriate for many estimation and decision making tasks. Predicting heat waves or floods, for example, requires modelling dependencies in temperature or precipitation over time and space. Existing approaches which model output dependencies, such as Neural Processes (NPs; Garnelo et al., 2018b) or the FullConvGNP (Bruinsma et al., 2021), are either complicated to train or prohibitively expensive. What is needed is an approach which provides dependent predictions, but is simple to train and computationally tractable. In this work, we present a new class of Neural Process models that make correlated predictions and support exact maximum likelihood training that is simple and scalable. We extend the proposed models by using invertible output transformations, to capture non-Gaussian output distributions. Our models can be used in downstream estimation tasks which require dependent function samples. By accounting for output dependencies, our models show improved predictive performance on a range of experiments with synthetic and real data.

Unsupervised Change Detection of Extreme Events Using ML On-Board

In this paper, we introduce RaVAEn, a lightweight, unsupervised approach for change detection in satellite data based on Variational Auto-Encoders (VAEs) with the specific purpose of on-board deployment. Applications such as disaster management enormously benefit from the rapid availability of satellite observations. Traditionally, data analysis is performed on the ground after all data is transferred - downlinked - to a ground station. Constraint on the downlink capabilities therefore affects any downstream application. In contrast, RaVAEn pre-processes the sampled data directly on the satellite and flags changed areas to prioritise for downlink, shortening the response time. We verified the efficacy of our system on a dataset composed of time series of catastrophic events - which we plan to release alongside this publication - demonstrating that RaVAEn outperforms pixel-wise baselines. Finally we tested our approach on resource-limited hardware for assessing computational and memory limitations.

Convolutional conditional neural processes for local climate downscaling

A new model is presented for multisite statistical downscaling of temperature and precipitation using convolutional conditional neural processes (convCNPs). ConvCNPs are a recently developed class of models that allow deep learning techniques to be applied to off-the-grid spatio-temporal data. This model has a substantial advantage over existing downscaling methods in that the trained model can be used to generate multisite predictions at an arbitrary set of locations, regardless of the availability of training data. The convCNP model is shown to outperform an ensemble of existing downscaling techniques over Europe for both temperature and precipitation taken from the VALUE intercomparison project. The model also outperforms an approach that uses Gaussian processes to interpolate single-site downscaling models at unseen locations. Importantly, substantial improvement is seen in the representation of extreme precipitation events. These results indicate that the convCNP is a robust downscaling model suitable for generating localised projections for use in climate impact studies, and motivates further research into applications of deep learning techniques in statistical downscaling.