Deep Symmetric Autoencoders from the Eckart-Young-Schmidt Perspective

Deep autoencoders have become a fundamental tool in various machine learning applications, ranging from dimensionality reduction and reduced order modeling of partial differential equations to anomaly detection and neural machine translation. Despite their empirical success, a solid theoretical foundation for their expressiveness remains elusive, particularly when compared to classical projection-based techniques. In this work, we aim to take a step forward in this direction by presenting a comprehensive analysis of what we refer to as symmetric autoencoders, a broad class of deep learning architectures ubiquitous in the literature. Specifically, we introduce a formal distinction between different classes of symmetric architectures, analyzing their strengths and limitations from a mathematical perspective. For instance, we show that the reconstruction error of symmetric autoencoders with orthonormality constraints can be understood by leveraging the well-renowned Eckart-Young-Schmidt (EYS) theorem. As a byproduct of our analysis, we end up developing the EYS initialization strategy for symmetric autoencoders, which is based on an iterated application of the Singular Value Decomposition (SVD). To validate our findings, we conduct a series of numerical experiments where we benchmark our proposal against conventional deep autoencoders, discussing the importance of model design and initialization.

A practical existence theorem for reduced order models based on convolutional autoencoders

In recent years, deep learning has gained increasing popularity in the fields of Partial Differential Equations (PDEs) and Reduced Order Modeling (ROM), providing domain practitioners with new powerful data-driven techniques such as Physics-Informed Neural Networks (PINNs), Neural Operators, Deep Operator Networks (DeepONets) and Deep-Learning based ROMs (DL-ROMs). In this context, deep autoencoders based on Convolutional Neural Networks (CNNs) have proven extremely effective, outperforming established techniques, such as the reduced basis method, when dealing with complex nonlinear problems. However, despite the empirical success of CNN-based autoencoders, there are only a few theoretical results supporting these architectures, usually stated in the form of universal approximation theorems. In particular, although the existing literature provides users with guidelines for designing convolutional autoencoders, the subsequent challenge of learning the latent features has been barely investigated. Furthermore, many practical questions remain unanswered, e.g., the number of snapshots needed for convergence or the neural network training strategy. In this work, using recent techniques from sparse high-dimensional function approximation, we fill some of these gaps by providing a new practical existence theorem for CNN-based autoencoders when the parameter-to-solution map is holomorphic. This regularity assumption arises in many relevant classes of parametric PDEs, such as the parametric diffusion equation, for which we discuss an explicit application of our general theory.

On the latent dimension of deep autoencoders for reduced order modeling of PDEs parametrized by random fields

Deep Learning is having a remarkable impact on the design of Reduced Order Models (ROMs) for Partial Differential Equations (PDEs), where it is exploited as a powerful tool for tackling complex problems for which classical methods might fail. In this respect, deep autoencoders play a fundamental role, as they provide an extremely flexible tool for reducing the dimensionality of a given problem by leveraging on the nonlinear capabilities of neural networks. Indeed, starting from this paradigm, several successful approaches have already been developed, which are here referred to as Deep Learning-based ROMs (DL-ROMs). Nevertheless, when it comes to stochastic problems parameterized by random fields, the current understanding of DL-ROMs is mostly based on empirical evidence: in fact, their theoretical analysis is currently limited to the case of PDEs depending on a finite number of (deterministic) parameters. The purpose of this work is to extend the existing literature by providing some theoretical insights about the use of DL-ROMs in the presence of stochasticity generated by random fields. In particular, we derive explicit error bounds that can guide domain practitioners when choosing the latent dimension of deep autoencoders. We evaluate the practical usefulness of our theory by means of numerical experiments, showing how our analysis can significantly impact the performance of DL-ROMs.

Deep Learning-based surrogate models for parametrized PDEs: handling geometric variability through graph neural networks

Mesh-based simulations play a key role when modeling complex physical systems that, in many disciplines across science and engineering, require the solution of parametrized time-dependent nonlinear partial differential equations (PDEs). In this context, full order models (FOMs), such as those relying on the finite element method, can reach high levels of accuracy, however often yielding intensive simulations to run. For this reason, surrogate models are developed to replace computationally expensive solvers with more efficient ones, which can strike favorable trade-offs between accuracy and efficiency. This work explores the potential usage of graph neural networks (GNNs) for the simulation of time-dependent PDEs in the presence of geometrical variability. In particular, we propose a systematic strategy to build surrogate models based on a data-driven time-stepping scheme where a GNN architecture is used to efficiently evolve the system. With respect to the majority of surrogate models, the proposed approach stands out for its ability of tackling problems with parameter dependent spatial domains, while simultaneously generalizing to different geometries and mesh resolutions. We assess the effectiveness of the proposed approach through a series of numerical experiments, involving both two- and three-dimensional problems, showing that GNNs can provide a valid alternative to traditional surrogate models in terms of computational efficiency and generalization to new scenarios. We also assess, from a numerical standpoint, the importance of using GNNs, rather than classical dense deep neural networks, for the proposed framework.