Abstract:Scientific machine learning often involves representing complex solution fields that exhibit high-frequency features such as sharp transitions, fine-scale oscillations, and localized structures. While implicit neural representations (INRs) have shown promise for continuous function modeling, capturing such high-frequency behavior remains a challenge-especially when modeling multiple solution fields with a shared network. Prior work addressing spectral bias in INRs has primarily focused on single-instance settings, limiting scalability and generalization. In this work, we propose Global Fourier Modulation (GFM), a novel modulation technique that injects high-frequency information at each layer of the INR through Fourier-based reparameterization. This enables compact and accurate representation of multiple solution fields using low-dimensional latent vectors. Building upon GFM, we introduce PDEfuncta, a meta-learning framework designed to learn multi-modal solution fields and support generalization to new tasks. Through empirical studies on diverse scientific problems, we demonstrate that our method not only improves representational quality but also shows potential for forward and inverse inference tasks without the need for retraining.
Abstract:As function approximators, deep neural networks have served as an effective tool to represent various signal types. Recent approaches utilize multi-layer perceptrons (MLPs) to learn a nonlinear mapping from a coordinate to its corresponding signal, facilitating the learning of continuous neural representations from discrete data points. Despite notable successes in learning diverse signal types, coordinate-based MLPs often face issues of overfitting and limited generalizability beyond the training region, resulting in subpar extrapolation performance. This study addresses scenarios where the underlying true signals exhibit periodic properties, either spatially or temporally. We propose a novel network architecture, which extracts periodic patterns from measurements and leverages this information to represent the signal, thereby enhancing generalization and improving extrapolation performance. We demonstrate the efficacy of the proposed method through comprehensive experiments, including the learning of the periodic solutions for differential equations, and time series imputation (interpolation) and forecasting (extrapolation) on real-world datasets.
Abstract:Transformers have demonstrated remarkable performance across diverse domains. The key component of Transformers is self-attention, which learns the relationship between any two tokens in the input sequence. Recent studies have revealed that the self-attention can be understood as a normalized adjacency matrix of a graph. Notably, from the perspective of graph signal processing (GSP), the self-attention can be equivalently defined as a simple graph filter, applying GSP using the value vector as the signal. However, the self-attention is a graph filter defined with only the first order of the polynomial matrix, and acts as a low-pass filter preventing the effective leverage of various frequency information. Consequently, existing self-attention mechanisms are designed in a rather simplified manner. Therefore, we propose a novel method, called \underline{\textbf{A}}ttentive \underline{\textbf{G}}raph \underline{\textbf{F}}ilter (AGF), interpreting the self-attention as learning the graph filter in the singular value domain from the perspective of graph signal processing for directed graphs with the linear complexity w.r.t. the input length $n$, i.e., $\mathcal{O}(nd^2)$. In our experiments, we demonstrate that AGF achieves state-of-the-art performance on various tasks, including Long Range Arena benchmark and time series classification.
Abstract:Time-series anomaly detection, which detects errors and failures in a workflow, is one of the most important topics in real-world applications. The purpose of time-series anomaly detection is to reduce potential damages or losses. However, existing anomaly detection models detect anomalies through the error between the model output and the ground truth (observed) value, which makes them impractical. In this work, we present a \textit{proactive} approach for time-series anomaly detection based on a time-series forecasting model specialized for anomaly detection and a data-driven anomaly detection model. Our proactive approach establishes an anomaly threshold from training data with a data-driven anomaly detection model, and anomalies are subsequently detected by identifying predicted values that exceed the anomaly threshold. In addition, we extensively evaluated the model using four anomaly detection benchmarks and analyzed both predictable and unpredictable anomalies. We attached the source code as supplementary material.
Abstract:Recently, data-driven simulators based on graph neural networks have gained attention in modeling physical systems on unstructured meshes. However, they struggle with long-range dependencies in fluid flows, particularly in refined mesh regions. This challenge, known as the 'over-squashing' problem, hinders information propagation. While existing graph rewiring methods address this issue to some extent, they only consider graph topology, overlooking the underlying physical phenomena. We propose Physics-Informed Ollivier-Ricci Flow (PIORF), a novel rewiring method that combines physical correlations with graph topology. PIORF uses Ollivier-Ricci curvature (ORC) to identify bottleneck regions and connects these areas with nodes in high-velocity gradient nodes, enabling long-range interactions and mitigating over-squashing. Our approach is computationally efficient in rewiring edges and can scale to larger simulations. Experimental results on 3 fluid dynamics benchmark datasets show that PIORF consistently outperforms baseline models and existing rewiring methods, achieving up to 26.2 improvement.
Abstract:In this study, we examine the potential of one of the ``superexpressive'' networks in the context of learning neural functions for representing complex signals and performing machine learning downstream tasks. Our focus is on evaluating their performance on computer vision and scientific machine learning tasks including signal representation/inverse problems and solutions of partial differential equations. Through an empirical investigation in various benchmark tasks, we demonstrate that superexpressive networks, as proposed by [Zhang et al. NeurIPS, 2022], which employ a specialized network structure characterized by having an additional dimension, namely width, depth, and ``height'', can surpass recent implicit neural representations that use highly-specialized nonlinear activation functions.
Abstract:Large language models (LLMs), like ChatGPT, have shown that even trained with noisy prior data, they can generalize effectively to new tasks through in-context learning (ICL) and pre-training techniques. Motivated by this, we explore whether a similar approach can be applied to scientific foundation models (SFMs). Our methodology is structured as follows: (i) we collect low-cost physics-informed neural network (PINN)-based approximated prior data in the form of solutions to partial differential equations (PDEs) constructed through an arbitrary linear combination of mathematical dictionaries; (ii) we utilize Transformer architectures with self and cross-attention mechanisms to predict PDE solutions without knowledge of the governing equations in a zero-shot setting; (iii) we provide experimental evidence on the one-dimensional convection-diffusion-reaction equation, which demonstrate that pre-training remains robust even with approximated prior data, with only marginal impacts on test accuracy. Notably, this finding opens the path to pre-training SFMs with realistic, low-cost data instead of (or in conjunction with) numerical high-cost data. These results support the conjecture that SFMs can improve in a manner similar to LLMs, where fully cleaning the vast set of sentences crawled from the Internet is nearly impossible.
Abstract:We introduce Sparse Physics Informed Backpropagation (SPInProp), a new class of methods for accelerating backpropagation for a specialized neural network architecture called Low Rank Neural Representation (LRNR). The approach exploits the low rank structure within LRNR and constructs a reduced neural network approximation that is much smaller in size. We call the smaller network FastLRNR. We show that backpropagation of FastLRNR can be substituted for that of LRNR, enabling a significant reduction in complexity. We apply SPInProp to a physics informed neural networks framework and demonstrate how the solution of parametrized partial differential equations is accelerated.
Abstract:Gross domestic product (GDP) nowcasting is crucial for policy-making as GDP growth is a key indicator of economic conditions. Dynamic factor models (DFMs) have been widely adopted by government agencies for GDP nowcasting due to their ability to handle irregular or missing macroeconomic indicators and their interpretability. However, DFMs face two main challenges: i) the lack of capturing economic uncertainties such as sudden recessions or booms, and ii) the limitation of capturing irregular dynamics from mixed-frequency data. To address these challenges, we introduce NCDENow, a novel GDP nowcasting framework that integrates neural controlled differential equations (NCDEs) with DFMs. This integration effectively handles the dynamics of irregular time series. NCDENow consists of 3 main modules: i) factor extraction leveraging DFM, ii) dynamic modeling using NCDE, and iii) GDP growth prediction through regression. We evaluate NCDENow against 6 baselines on 2 real-world GDP datasets from South Korea and the United Kingdom, demonstrating its enhanced predictive capability. Our empirical results favor our method, highlighting the significant potential of integrating NCDE into nowcasting models. Our code and dataset are available at https://github.com/sklim84/NCDENow_CIKM2024.
Abstract:Complex physical systems are often described by partial differential equations (PDEs) that depend on parameters such as the Reynolds number in fluid mechanics. In applications such as design optimization or uncertainty quantification, solutions of those PDEs need to be evaluated at numerous points in the parameter space. While physics-informed neural networks (PINNs) have emerged as a new strong competitor as a surrogate, their usage in this scenario remains underexplored due to the inherent need for repetitive and time-consuming training. In this paper, we address this problem by proposing a novel extension, parameterized physics-informed neural networks (P$^2$INNs). P$^2$INNs enable modeling the solutions of parameterized PDEs via explicitly encoding a latent representation of PDE parameters. With the extensive empirical evaluation, we demonstrate that P$^2$INNs outperform the baselines both in accuracy and parameter efficiency on benchmark 1D and 2D parameterized PDEs and are also effective in overcoming the known "failure modes".