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Paula Chen, Tingwei Meng, Zongren Zou, Jérôme Darbon, George Em Karniadakis

We address two major challenges in scientific machine learning (SciML): interpretability and computational efficiency. We increase the interpretability of certain learning processes by establishing a new theoretical connection between optimization problems arising from SciML and a generalized Hopf formula, which represents the viscosity solution to a Hamilton-Jacobi partial differential equation (HJ PDE) with time-dependent Hamiltonian. Namely, we show that when we solve certain regularized learning problems with integral-type losses, we actually solve an optimal control problem and its associated HJ PDE with time-dependent Hamiltonian. This connection allows us to reinterpret incremental updates to learned models as the evolution of an associated HJ PDE and optimal control problem in time, where all of the previous information is intrinsically encoded in the solution to the HJ PDE. As a result, existing HJ PDE solvers and optimal control algorithms can be reused to design new efficient training approaches for SciML that naturally coincide with the continual learning framework, while avoiding catastrophic forgetting. As a first exploration of this connection, we consider the special case of linear regression and leverage our connection to develop a new Riccati-based methodology for solving these learning problems that is amenable to continual learning applications. We also provide some corresponding numerical examples that demonstrate the potential computational and memory advantages our Riccati-based approach can provide.

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Liu Yang, Tingwei Meng, Siting Liu, Stanley J. Osher

In the growing domain of scientific machine learning, in-context operator learning has demonstrated notable potential in learning operators from prompted data during inference stage without weight updates. However, the current model's overdependence on sensor data, may inadvertently overlook the invaluable human insight into the operator. To address this, we present a transformation of in-context operator learning into a multi-modal paradigm. We propose the use of "captions" to integrate human knowledge about the operator, expressed through natural language descriptions and equations. We illustrate how this method not only broadens the flexibility and generality of physics-informed learning, but also significantly boosts learning performance and reduces data needs. Furthermore, we introduce a more efficient neural network architecture for multi-modal in-context operator learning, referred to as "ICON-LM", based on a language-model-like architecture. We demonstrate the viability of "ICON-LM" for scientific machine learning tasks, which creates a new path for the application of language models.

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Liu Yang, Siting Liu, Tingwei Meng, Stanley J. Osher

This paper introduces a new neural-network-based approach, namely IN-context Differential Equation Encoder-Decoder (INDEED), to simultaneously learn operators from data and apply it to new questions during the inference stage, without any weight update. Existing methods are limited to using a neural network to approximate a specific equation solution or a specific operator, requiring retraining when switching to a new problem with different equations. By training a single neural network as an operator learner, we can not only get rid of retraining (even fine-tuning) the neural network for new problems, but also leverage the commonalities shared across operators so that only a few demos are needed when learning a new operator. Our numerical results show the neural network's capability as a few-shot operator learner for a diversified type of differential equation problems, including forward and inverse problems of ODEs and PDEs, and also show that it can generalize its learning capability to operators beyond the training distribution, even to an unseen type of operator.

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Paula Chen, Tingwei Meng, Zongren Zou, Jérôme Darbon, George Em Karniadakis

Hamilton-Jacobi partial differential equations (HJ PDEs) have deep connections with a wide range of fields, including optimal control, differential games, and imaging sciences. By considering the time variable to be a higher dimensional quantity, HJ PDEs can be extended to the multi-time case. In this paper, we establish a novel theoretical connection between specific optimization problems arising in machine learning and the multi-time Hopf formula, which corresponds to a representation of the solution to certain multi-time HJ PDEs. Through this connection, we increase the interpretability of the training process of certain machine learning applications by showing that when we solve these learning problems, we also solve a multi-time HJ PDE and, by extension, its corresponding optimal control problem. As a first exploration of this connection, we develop the relation between the regularized linear regression problem and the Linear Quadratic Regulator (LQR). We then leverage our theoretical connection to adapt standard LQR solvers (namely, those based on the Riccati ordinary differential equations) to design new training approaches for machine learning. Finally, we provide some numerical examples that demonstrate the versatility and possible computational advantages of our Riccati-based approach in the context of continual learning, post-training calibration, transfer learning, and sparse dynamics identification.

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Tingwei Meng, Zhen Zhang, Jérôme Darbon, George Em Karniadakis

Solving high-dimensional optimal control problems in real-time is an important but challenging problem, with applications to multi-agent path planning problems, which have drawn increased attention given the growing popularity of drones in recent years. In this paper, we propose a novel neural network method called SympOCnet that applies the Symplectic network to solve high-dimensional optimal control problems with state constraints. We present several numerical results on path planning problems in two-dimensional and three-dimensional spaces. Specifically, we demonstrate that our SympOCnet can solve a problem with more than 500 dimensions in 1.5 hours on a single GPU, which shows the effectiveness and efficiency of SympOCnet. The proposed method is scalable and has the potential to solve truly high-dimensional path planning problems in real-time.

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Jérôme Darbon, Tingwei Meng, Elena Resmerita

We consider image denoising problems formulated as variational problems. It is known that Hamilton-Jacobi PDEs govern the solution of such optimization problems when the noise model is additive. In this work, we address certain non-additive noise models and show that they are also related to Hamilton-Jacobi PDEs. These findings allow us to establish new connections between additive and non-additive noise imaging models. With these connections, some non-convex models for non-additive noise can be solved by applying convex optimization algorithms to the equivalent convex models for additive noise. Several numerical results are provided for denoising problems with Poisson noise or multiplicative noise.

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Jérôme Darbon, Peter M. Dower, Tingwei Meng

Solving high dimensional optimal control problems and corresponding Hamilton-Jacobi PDEs are important but challenging problems in control engineering. In this paper, we propose two abstract neural network architectures which respectively represent the value function and the state feedback characterisation of the optimal control for certain class of high dimensional optimal control problems. We provide the mathematical analysis for the two abstract architectures. We also show several numerical results computed using the deep neural network implementations of these abstract architectures. This work paves the way to leverage efficient dedicated hardware designed for neural networks to solve high dimensional optimal control problems and Hamilton-Jacobi PDEs.

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Jérôme Darbon, Gabriel P. Langlois, Tingwei Meng

Many imaging problems can be formulated as inverse problems expressed as finite-dimensional optimization problems. These optimization problems generally consist of minimizing the sum of a data fidelity and regularization terms. In [23,26], connections between these optimization problems and (multi-time) Hamilton--Jacobi partial differential equations have been proposed under the convexity assumptions of both the data fidelity and regularization terms. In particular, under these convexity assumptions, some representation formulas for a minimizer can be obtained. From a Bayesian perspective, such a minimizer can be seen as a maximum a posteriori estimator. In this chapter, we consider a certain class of non-convex regularizations and show that similar representation formulas for the minimizer can also be obtained. This is achieved by leveraging min-plus algebra techniques that have been originally developed for solving certain Hamilton--Jacobi partial differential equations arising in optimal control. Note that connections between viscous Hamilton--Jacobi partial differential equations and Bayesian posterior mean estimators with Gaussian data fidelity terms and log-concave priors have been highlighted in [25]. We also present similar results for certain Bayesian posterior mean estimators with Gaussian data fidelity and certain non-log-concave priors using an analogue of min-plus algebra techniques.

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Liu Yang, Tingwei Meng, George Em Karniadakis

We propose a simple but effective modification of the discriminators, namely measure-conditional discriminators, as a plug-and-play module for different GANs. By taking the generated distributions as part of input so that the target optimum for the discriminator is stationary, the proposed discriminator is more robust than the vanilla one. A variant of the measure-conditional discriminator can also handle multiple target distributions, or act as a surrogate model of statistical distances such as KL divergence with applications to transfer learning.

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