BEACON: Bayesian Experimental design Acceleration with Conditional Normalizing flows $-$ a case study in optimal monitor well placement for CO$_2$ sequestration

CO$_2$ sequestration is a crucial engineering solution for mitigating climate change. However, the uncertain nature of reservoir properties, necessitates rigorous monitoring of CO$_2$ plumes to prevent risks such as leakage, induced seismicity, or breaching licensed boundaries. To address this, project managers use borehole wells for direct CO$_2$ and pressure monitoring at specific locations. Given the high costs associated with drilling, it is crucial to strategically place a limited number of wells to ensure maximally effective monitoring within budgetary constraints. Our approach for selecting well locations integrates fluid-flow solvers for forecasting plume trajectories with generative neural networks for plume inference uncertainty. Our methodology is extensible to three-dimensional domains and is developed within a Bayesian framework for optimal experimental design, ensuring scalability and mathematical optimality. We use a realistic case study to verify these claims by demonstrating our method's application in a large scale domain and optimal performance as compared to baseline well placement.

Probabilistic Bayesian optimal experimental design using conditional normalizing flows

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such problems are computationally challenging because of (1) expensive and repeated evaluation of some optimality criterion that typically involves a double integration with respect to both the system parameters and the experimental data, (2) suffering from the curse-of-dimensionality when the system parameters and design variables are high-dimensional, (3) the optimization is combinatorial and highly non-convex if the design variables are binary, often leading to non-robust designs. To make the solution of the Bayesian OED problem efficient, scalable, and robust for practical applications, we propose a novel joint optimization approach. This approach performs simultaneous (1) training of a scalable conditional normalizing flow (CNF) to efficiently maximize the expected information gain (EIG) of a jointly learned experimental design (2) optimization of a probabilistic formulation of the binary experimental design with a Bernoulli distribution. We demonstrate the performance of our proposed method for a practical MRI data acquisition problem, one of the most challenging Bayesian OED problems that has high-dimensional (320 $\times$ 320) parameters at high image resolution, high-dimensional (640 $\times$ 386) observations, and binary mask designs to select the most informative observations.

InvertibleNetworks.jl: A Julia package for scalable normalizing flows

InvertibleNetworks.jl is a Julia package designed for the scalable implementation of normalizing flows, a method for density estimation and sampling in high-dimensional distributions. This package excels in memory efficiency by leveraging the inherent invertibility of normalizing flows, which significantly reduces memory requirements during backpropagation compared to existing normalizing flow packages that rely on automatic differentiation frameworks. InvertibleNetworks.jl has been adapted for diverse applications, including seismic imaging, medical imaging, and CO2 monitoring, demonstrating its effectiveness in learning high-dimensional distributions.

Inference of CO2 flow patterns -- a feasibility study

As the global deployment of carbon capture and sequestration (CCS) technology intensifies in the fight against climate change, it becomes increasingly imperative to establish robust monitoring and detection mechanisms for potential underground CO2 leakage, particularly through pre-existing or induced faults in the storage reservoir's seals. While techniques such as history matching and time-lapse seismic monitoring of CO2 storage have been used successfully in tracking the evolution of CO2 plumes in the subsurface, these methods lack principled approaches to characterize uncertainties related to the CO2 plumes' behavior. Inclusion of systematic assessment of uncertainties is essential for risk mitigation for the following reasons: (i) CO2 plume-induced changes are small and seismic data is noisy; (ii) changes between regular and irregular (e.g., caused by leakage) flow patterns are small; and (iii) the reservoir properties that control the flow are strongly heterogeneous and typically only available as distributions. To arrive at a formulation capable of inferring flow patterns for regular and irregular flow from well and seismic data, the performance of conditional normalizing flow will be analyzed on a series of carefully designed numerical experiments. While the inferences presented are preliminary in the context of an early CO2 leakage detection system, the results do indicate that inferences with conditional normalizing flows can produce high-fidelity estimates for CO2 plumes with or without leakage. We are also confident that the inferred uncertainty is reasonable because it correlates well with the observed errors. This uncertainty stems from noise in the seismic data and from the lack of precise knowledge of the reservoir's fluid flow properties.

Solving multiphysics-based inverse problems with learned surrogates and constraints

Solving multiphysics-based inverse problems for geological carbon storage monitoring can be challenging when multimodal time-lapse data are expensive to collect and costly to simulate numerically. We overcome these challenges by combining computationally cheap learned surrogates with learned constraints. Not only does this combination lead to vastly improved inversions for the important fluid-flow property, permeability, it also provides a natural platform for inverting multimodal data including well measurements and active-source time-lapse seismic data. By adding a learned constraint, we arrive at a computationally feasible inversion approach that remains accurate. This is accomplished by including a trained deep neural network, known as a normalizing flow, which forces the model iterates to remain in-distribution, thereby safeguarding the accuracy of trained Fourier neural operators that act as surrogates for the computationally expensive multiphase flow simulations involving partial differential equation solves. By means of carefully selected experiments, centered around the problem of geological carbon storage, we demonstrate the efficacy of the proposed constrained optimization method on two different data modalities, namely time-lapse well and time-lapse seismic data. While permeability inversions from both these two modalities have their pluses and minuses, their joint inversion benefits from either, yielding valuable superior permeability inversions and CO2 plume predictions near, and far away, from the monitoring wells.

Refining Amortized Posterior Approximations using Gradient-Based Summary Statistics

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in maximally informative summary statistics. Amortized variational inference is restricted by the expressive power of the chosen variational distribution and the availability of training data in the form of joint data and parameter samples, which often lead to approximation errors such as the amortization gap. To address this issue, we propose an iterative framework that refines the current amortized posterior approximation at each step. Our approach involves alternating between two steps: (1) constructing a training dataset consisting of pairs of summarized data residuals and parameters, where the summarized data residual is generated using a gradient-based summary statistic, and (2) training a conditional generative model -- a normalizing flow in our examples -- on this dataset to obtain a probabilistic update of the unknown parameter. This procedure leads to iterative refinement of the amortized posterior approximations without the need for extra training data. We validate our method in a controlled setting by applying it to a stylized problem, and observe improved posterior approximations with each iteration. Additionally, we showcase the capability of our method in tackling realistically sized problems by applying it to transcranial ultrasound, a high-dimensional, nonlinear inverse problem governed by wave physics, and observe enhanced posterior quality through better image reconstruction with the posterior mean.

Learned multiphysics inversion with differentiable programming and machine learning

We present the Seismic Laboratory for Imaging and Modeling/Monitoring (SLIM) open-source software framework for computational geophysics and, more generally, inverse problems involving the wave-equation (e.g., seismic and medical ultrasound), regularization with learned priors, and learned neural surrogates for multiphase flow simulations. By integrating multiple layers of abstraction, our software is designed to be both readable and scalable. This allows researchers to easily formulate their problems in an abstract fashion while exploiting the latest developments in high-performance computing. We illustrate and demonstrate our design principles and their benefits by means of building a scalable prototype for permeability inversion from time-lapse crosswell seismic data, which aside from coupling of wave physics and multiphase flow, involves machine learning.

Amortized Normalizing Flows for Transcranial Ultrasound with Uncertainty Quantification

We present a novel approach to transcranial ultrasound computed tomography that utilizes normalizing flows to improve the speed of imaging and provide Bayesian uncertainty quantification. Our method combines physics-informed methods and data-driven methods to accelerate the reconstruction of the final image. We make use of a physics-informed summary statistic to incorporate the known ultrasound physics with the goal of compressing large incoming observations. This compression enables efficient training of the normalizing flow and standardizes the size of the data regardless of imaging configurations. The combinations of these methods results in fast uncertainty-aware image reconstruction that generalizes to a variety of transducer configurations. We evaluate our approach with in silico experiments and demonstrate that it can significantly improve the imaging speed while quantifying uncertainty. We validate the quality of our image reconstructions by comparing against the traditional physics-only method and also verify that our provided uncertainty is calibrated with the error.

Reliable amortized variational inference with physics-based latent distribution correction

Bayesian inference for high-dimensional inverse problems is challenged by the computational costs of the forward operator and the selection of an appropriate prior distribution. Amortized variational inference addresses these challenges where a neural network is trained to approximate the posterior distribution over existing pairs of model and data. When fed previously unseen data and normally distributed latent samples as input, the pretrained deep neural network -- in our case a conditional normalizing flow -- provides posterior samples with virtually no cost. However, the accuracy of this approach relies on the availability of high-fidelity training data, which seldom exists in geophysical inverse problems due to the heterogeneous structure of the Earth. In addition, accurate amortized variational inference requires the observed data to be drawn from the training data distribution. As such, we propose to increase the resilience of amortized variational inference when faced with data distribution shift via a physics-based correction to the conditional normalizing flow latent distribution. To accomplish this, instead of a standard Gaussian latent distribution, we parameterize the latent distribution by a Gaussian distribution with an unknown mean and diagonal covariance. These unknown quantities are then estimated by minimizing the Kullback-Leibler divergence between the corrected and true posterior distributions. While generic and applicable to other inverse problems, by means of a seismic imaging example, we show that our correction step improves the robustness of amortized variational inference with respect to changes in number of source experiments, noise variance, and shifts in the prior distribution. This approach provides a seismic image with limited artifacts and an assessment of its uncertainty with approximately the same cost as five reverse-time migrations.

Memory Efficient Invertible Neural Networks for 3D Photoacoustic Imaging

Photoacoustic imaging (PAI) can image high-resolution structures of clinical interest such as vascularity in cancerous tumor monitoring. When imaging human subjects, geometric restrictions force limited-view data retrieval causing imaging artifacts. Iterative physical model based approaches reduce artifacts but require prohibitively time consuming PDE solves. Machine learning (ML) has accelerated PAI by combining physical models and learned networks. However, the depth and overall power of ML methods is limited by memory intensive training. We propose using invertible neural networks (INNs) to alleviate memory pressure. We demonstrate INNs can image 3D photoacoustic volumes in the setting of limited-view, noisy, and subsampled data. The frugal constant memory usage of INNs enables us to train an arbitrary depth of learned layers on a consumer GPU with 16GB RAM.