Kernel Neural Operators (KNOs) for Scalable, Memory-efficient, Geometrically-flexible Operator Learning

This paper introduces the Kernel Neural Operator (KNO), a novel operator learning technique that uses deep kernel-based integral operators in conjunction with quadrature for function-space approximation of operators (maps from functions to functions). KNOs use parameterized, closed-form, finitely-smooth, and compactly-supported kernels with trainable sparsity parameters within the integral operators to significantly reduce the number of parameters that must be learned relative to existing neural operators. Moreover, the use of quadrature for numerical integration endows the KNO with geometric flexibility that enables operator learning on irregular geometries. Numerical results demonstrate that on existing benchmarks the training and test accuracy of KNOs is higher than popular operator learning techniques while using at least an order of magnitude fewer trainable parameters. KNOs thus represent a new paradigm of low-memory, geometrically-flexible, deep operator learning, while retaining the implementation simplicity and transparency of traditional kernel methods from both scientific computing and machine learning.

Complexity-Aware Deep Symbolic Regression with Robust Risk-Seeking Policy Gradients

This paper proposes a novel deep symbolic regression approach to enhance the robustness and interpretability of data-driven mathematical expression discovery. Despite the success of the state-of-the-art method, DSR, it is built on recurrent neural networks, purely guided by data fitness, and potentially meet tail barriers, which can zero out the policy gradient and cause inefficient model updates. To overcome these limitations, we use transformers in conjunction with breadth-first-search to improve the learning performance. We use Bayesian information criterion (BIC) as the reward function to explicitly account for the expression complexity and optimize the trade-off between interpretability and data fitness. We propose a modified risk-seeking policy that not only ensures the unbiasness of the gradient, but also removes the tail barriers, thus ensuring effective updates from top performers. Through a series of benchmarks and systematic experiments, we demonstrate the advantages of our approach.

Polynomial-Augmented Neural Networks (PANNs) with Weak Orthogonality Constraints for Enhanced Function and PDE Approximation

We present polynomial-augmented neural networks (PANNs), a novel machine learning architecture that combines deep neural networks (DNNs) with a polynomial approximant. PANNs combine the strengths of DNNs (flexibility and efficiency in higher-dimensional approximation) with those of polynomial approximation (rapid convergence rates for smooth functions). To aid in both stable training and enhanced accuracy over a variety of problems, we present (1) a family of orthogonality constraints that impose mutual orthogonality between the polynomial and the DNN within a PANN; (2) a simple basis pruning approach to combat the curse of dimensionality introduced by the polynomial component; and (3) an adaptation of a polynomial preconditioning strategy to both DNNs and polynomials. We test the resulting architecture for its polynomial reproduction properties, ability to approximate both smooth functions and functions of limited smoothness, and as a method for the solution of partial differential equations (PDEs). Through these experiments, we demonstrate that PANNs offer superior approximation properties to DNNs for both regression and the numerical solution of PDEs, while also offering enhanced accuracy over both polynomial and DNN-based regression (each) when regressing functions with limited smoothness.

ElastoGen: 4D Generative Elastodynamics

We present ElastoGen, a knowledge-driven model that generates physically accurate and coherent 4D elastodynamics. Instead of relying on petabyte-scale data-driven learning, ElastoGen leverages the principles of physics-in-the-loop and learns from established physical knowledge, such as partial differential equations and their numerical solutions. The core idea of ElastoGen is converting the global differential operator, corresponding to the nonlinear elastodynamic equations, into iterative local convolution-like operations, which naturally fit modern neural networks. Each network module is specifically designed to support this goal rather than functioning as a black box. As a result, ElastoGen is exceptionally lightweight in terms of both training requirements and network scale. Additionally, due to its alignment with physical procedures, ElastoGen efficiently generates accurate dynamics for a wide range of hyperelastic materials and can be easily integrated with upstream and downstream deep modules to enable end-to-end 4D generation.

Invertible Fourier Neural Operators for Tackling Both Forward and Inverse Problems

Fourier Neural Operator (FNO) is a popular operator learning method, which has demonstrated state-of-the-art performance across many tasks. However, FNO is mainly used in forward prediction, yet a large family of applications rely on solving inverse problems. In this paper, we propose an invertible Fourier Neural Operator (iFNO) that tackles both the forward and inverse problems. We designed a series of invertible Fourier blocks in the latent channel space to share the model parameters, efficiently exchange the information, and mutually regularize the learning for the bi-directional tasks. We integrated a variational auto-encoder to capture the intrinsic structures within the input space and to enable posterior inference so as to overcome challenges of illposedness, data shortage, noises, etc. We developed a three-step process for pre-training and fine tuning for efficient training. The evaluations on five benchmark problems have demonstrated the effectiveness of our approach.

Standard Gaussian Process is All You Need for High-Dimensional Bayesian Optimization

There has been a long-standing and widespread belief that Bayesian Optimization (BO) with standard Gaussian process (GP), referred to as standard BO, is ineffective in high-dimensional optimization problems. This perception may partly stem from the intuition that GPs struggle with high-dimensional inputs for covariance modeling and function estimation. While these concerns seem reasonable, empirical evidence supporting this belief is lacking. In this paper, we systematically investigated BO with standard GP regression across a variety of synthetic and real-world benchmark problems for high-dimensional optimization. Surprisingly, the performance with standard GP consistently ranks among the best, often outperforming existing BO methods specifically designed for high-dimensional optimization by a large margin. Contrary to the stereotype, we found that standard GP can serve as a capable surrogate for learning high-dimensional target functions. Without strong structural assumptions, BO with standard GP not only excels in high-dimensional optimization but also proves robust in accommodating various structures within the target functions. Furthermore, with standard GP, achieving promising optimization performance is possible by only using maximum likelihood estimation, eliminating the need for expensive Markov-Chain Monte Carlo (MCMC) sampling that might be required by more complex surrogate models. We thus advocate for a re-evaluation and in-depth study of the potential of standard BO in addressing high-dimensional problems.

Diffusion-Generative Multi-Fidelity Learning for Physical Simulation

Multi-fidelity surrogate learning is important for physical simulation related applications in that it avoids running numerical solvers from scratch, which is known to be costly, and it uses multi-fidelity examples for training and greatly reduces the cost of data collection. Despite the variety of existing methods, they all build a model to map the input parameters outright to the solution output. Inspired by the recent breakthrough in generative models, we take an alternative view and consider the solution output as generated from random noises. We develop a diffusion-generative multi-fidelity (DGMF) learning method based on stochastic differential equations (SDE), where the generation is a continuous denoising process. We propose a conditional score model to control the solution generation by the input parameters and the fidelity. By conditioning on additional inputs (temporal or spacial variables), our model can efficiently learn and predict multi-dimensional solution arrays. Our method naturally unifies discrete and continuous fidelity modeling. The advantage of our method in several typical applications shows a promising new direction for multi-fidelity learning.

Solving High Frequency and Multi-Scale PDEs with Gaussian Processes

Machine learning based solvers have garnered much attention in physical simulation and scientific computing, with a prominent example, physics-informed neural networks (PINNs). However, PINNs often struggle to solve high-frequency and multi-scale PDEs, which can be due to spectral bias during neural network training. To address this problem, we resort to the Gaussian process (GP) framework. To flexibly capture the dominant frequencies, we model the power spectrum of the PDE solution with a student t mixture or Gaussian mixture. We then apply the inverse Fourier transform to obtain the covariance function (according to the Wiener-Khinchin theorem). The covariance derived from the Gaussian mixture spectrum corresponds to the known spectral mixture kernel. We are the first to discover its rationale and effectiveness for PDE solving. Next,we estimate the mixture weights in the log domain, which we show is equivalent to placing a Jeffreys prior. It automatically induces sparsity, prunes excessive frequencies, and adjusts the remaining toward the ground truth. Third, to enable efficient and scalable computation on massive collocation points, which are critical to capture high frequencies, we place the collocation points on a grid, and multiply our covariance function at each input dimension. We use the GP conditional mean to predict the solution and its derivatives so as to fit the boundary condition and the equation itself. As a result, we can derive a Kronecker product structure in the covariance matrix. We use Kronecker product properties and multilinear algebra to greatly promote computational efficiency and scalability, without any low-rank approximations. We show the advantage of our method in systematic experiments.

Functional Bayesian Tucker Decomposition for Continuous-indexed Tensor Data

Tucker decomposition is a powerful tensor model to handle multi-aspect data. It demonstrates the low-rank property by decomposing the grid-structured data as interactions between a core tensor and a set of object representations (factors). A fundamental assumption of such decomposition is that there were finite objects in each aspect or mode, corresponding to discrete indexes of data entries. However, many real-world data are not naturally posed in the setting. For example, geographic data is represented as continuous indexes of latitude and longitude coordinates, and cannot fit tensor models directly. To generalize Tucker decomposition to such scenarios, we propose Functional Bayesian Tucker Decomposition (FunBaT). We treat the continuous-indexed data as the interaction between the Tucker core and a group of latent functions. We use Gaussian processes (GP) as functional priors to model the latent functions, and then convert the GPs into a state-space prior by constructing an equivalent stochastic differential equation (SDE) to reduce computational cost. An efficient inference algorithm is further developed for scalable posterior approximation based on advanced message-passing techniques. The advantage of our method is shown in both synthetic data and several real-world applications.

Streaming Factor Trajectory Learning for Temporal Tensor Decomposition

Practical tensor data is often along with time information. Most existing temporal decomposition approaches estimate a set of fixed factors for the objects in each tensor mode, and hence cannot capture the temporal evolution of the objects' representation. More important, we lack an effective approach to capture such evolution from streaming data, which is common in real-world applications. To address these issues, we propose Streaming Factor Trajectory Learning for temporal tensor decomposition. We use Gaussian processes (GPs) to model the trajectory of factors so as to flexibly estimate their temporal evolution. To address the computational challenges in handling streaming data, we convert the GPs into a state-space prior by constructing an equivalent stochastic differential equation (SDE). We develop an efficient online filtering algorithm to estimate a decoupled running posterior of the involved factor states upon receiving new data. The decoupled estimation enables us to conduct standard Rauch-Tung-Striebel smoothing to compute the full posterior of all the trajectories in parallel, without the need for revisiting any previous data. We have shown the advantage of SFTL in both synthetic tasks and real-world applications. The code is available at {https://github.com/xuangu-fang/Streaming-Factor-Trajectory-Learning}.