Score-fPINN: Fractional Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker-Planck-Levy Equations

We introduce an innovative approach for solving high-dimensional Fokker-Planck-L\'evy (FPL) equations in modeling non-Brownian processes across disciplines such as physics, finance, and ecology. We utilize a fractional score function and Physical-informed neural networks (PINN) to lift the curse of dimensionality (CoD) and alleviate numerical overflow from exponentially decaying solutions with dimensions. The introduction of a fractional score function allows us to transform the FPL equation into a second-order partial differential equation without fractional Laplacian and thus can be readily solved with standard physics-informed neural networks (PINNs). We propose two methods to obtain a fractional score function: fractional score matching (FSM) and score-fPINN for fitting the fractional score function. While FSM is more cost-effective, it relies on known conditional distributions. On the other hand, score-fPINN is independent of specific stochastic differential equations (SDEs) but requires evaluating the PINN model's derivatives, which may be more costly. We conduct our experiments on various SDEs and demonstrate numerical stability and effectiveness of our method in dealing with high-dimensional problems, marking a significant advancement in addressing the CoD in FPL equations.

Tackling the Curse of Dimensionality in Fractional and Tempered Fractional PDEs with Physics-Informed Neural Networks

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus struggling with the curse of dimensionality (CoD). Physics-informed neural networks (PINNs) offer a promising solution due to their universal approximation, generalization ability, and mesh-free training. In principle, Monte Carlo fractional PINN (MC-fPINN) estimates fractional derivatives using Monte Carlo methods and thus could lift CoD. However, this may cause significant variance and errors, hence affecting convergence; in addition, MC-fPINN is sensitive to hyperparameters. In general, numerical methods and specifically PINNs for tempered fractional PDEs are under-developed. Herein, we extend MC-fPINN to tempered fractional PDEs to address these issues, resulting in the Monte Carlo tempered fractional PINN (MC-tfPINN). To reduce possible high variance and errors from Monte Carlo sampling, we replace the one-dimensional (1D) Monte Carlo with 1D Gaussian quadrature, applicable to both MC-fPINN and MC-tfPINN. We validate our methods on various forward and inverse problems of fractional and tempered fractional PDEs, scaling up to 100,000 dimensions. Our improved MC-fPINN/MC-tfPINN using quadrature consistently outperforms the original versions in accuracy and convergence speed in very high dimensions.

Yell At Your Robot: Improving On-the-Fly from Language Corrections

Hierarchical policies that combine language and low-level control have been shown to perform impressively long-horizon robotic tasks, by leveraging either zero-shot high-level planners like pretrained language and vision-language models (LLMs/VLMs) or models trained on annotated robotic demonstrations. However, for complex and dexterous skills, attaining high success rates on long-horizon tasks still represents a major challenge -- the longer the task is, the more likely it is that some stage will fail. Can humans help the robot to continuously improve its long-horizon task performance through intuitive and natural feedback? In this paper, we make the following observation: high-level policies that index into sufficiently rich and expressive low-level language-conditioned skills can be readily supervised with human feedback in the form of language corrections. We show that even fine-grained corrections, such as small movements ("move a bit to the left"), can be effectively incorporated into high-level policies, and that such corrections can be readily obtained from humans observing the robot and making occasional suggestions. This framework enables robots not only to rapidly adapt to real-time language feedback, but also incorporate this feedback into an iterative training scheme that improves the high-level policy's ability to correct errors in both low-level execution and high-level decision-making purely from verbal feedback. Our evaluation on real hardware shows that this leads to significant performance improvement in long-horizon, dexterous manipulation tasks without the need for any additional teleoperation. Videos and code are available at https://yay-robot.github.io/.

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker-Planck Equations

The Fokker-Planck (FP) equation is a foundational PDE in stochastic processes. However, curse of dimensionality (CoD) poses challenge when dealing with high-dimensional FP PDEs. Although Monte Carlo and vanilla Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimension increases, surpassing the precision of numerical simulations and resulting in substantial errors. Moreover, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a difficult HJB equation, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in SDEs. The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling. Three fitting methods, Score Matching (SM), Sliced SM (SSM), and Score-PINN, are introduced. The proposed score-based SDE solver operates in two stages: first, employing SM, SSM, or Score-PINN to acquire the score; and second, solving the LL via an ODE using the obtained score. Comparative evaluations across these methods showcase varying trade-offs. The proposed method is evaluated across diverse SDEs, including anisotropic OU processes, geometric Brownian, and Brownian with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy. The numerical results demonstrate the score-based SDE solver's stability, speed, and performance across different settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

SERL: A Software Suite for Sample-Efficient Robotic Reinforcement Learning

In recent years, significant progress has been made in the field of robotic reinforcement learning (RL), enabling methods that handle complex image observations, train in the real world, and incorporate auxiliary data, such as demonstrations and prior experience. However, despite these advances, robotic RL remains hard to use. It is acknowledged among practitioners that the particular implementation details of these algorithms are often just as important (if not more so) for performance as the choice of algorithm. We posit that a significant challenge to widespread adoption of robotic RL, as well as further development of robotic RL methods, is the comparative inaccessibility of such methods. To address this challenge, we developed a carefully implemented library containing a sample efficient off-policy deep RL method, together with methods for computing rewards and resetting the environment, a high-quality controller for a widely-adopted robot, and a number of challenging example tasks. We provide this library as a resource for the community, describe its design choices, and present experimental results. Perhaps surprisingly, we find that our implementation can achieve very efficient learning, acquiring policies for PCB board assembly, cable routing, and object relocation between 25 to 50 minutes of training per policy on average, improving over state-of-the-art results reported for similar tasks in the literature. These policies achieve perfect or near-perfect success rates, extreme robustness even under perturbations, and exhibit emergent recovery and correction behaviors. We hope that these promising results and our high-quality open-source implementation will provide a tool for the robotics community to facilitate further developments in robotic RL. Our code, documentation, and videos can be found at https://serl-robot.github.io/

Hutchinson Trace Estimation for High-Dimensional and High-Order Physics-Informed Neural Networks

Physics-Informed Neural Networks (PINNs) have proven effective in solving partial differential equations (PDEs), especially when some data are available by blending seamlessly data and physics. However, extending PINNs to high-dimensional and even high-order PDEs encounters significant challenges due to the computational cost associated with automatic differentiation in the residual loss. Herein, we address the limitations of PINNs in handling high-dimensional and high-order PDEs by introducing Hutchinson Trace Estimation (HTE). Starting with the second-order high-dimensional PDEs ubiquitous in scientific computing, HTE transforms the calculation of the entire Hessian matrix into a Hessian vector product (HVP). This approach alleviates the computational bottleneck via Taylor-mode automatic differentiation and significantly reduces memory consumption from the Hessian matrix to HVP. We further showcase HTE's convergence to the original PINN loss and its unbiased behavior under specific conditions. Comparisons with Stochastic Dimension Gradient Descent (SDGD) highlight the distinct advantages of HTE, particularly in scenarios with significant variance among dimensions. We further extend HTE to higher-order and higher-dimensional PDEs, specifically addressing the biharmonic equation. By employing tensor-vector products (TVP), HTE efficiently computes the colossal tensor associated with the fourth-order high-dimensional biharmonic equation, saving memory and enabling rapid computation. The effectiveness of HTE is illustrated through experimental setups, demonstrating comparable convergence rates with SDGD under memory and speed constraints. Additionally, HTE proves valuable in accelerating the Gradient-Enhanced PINN (gPINN) version as well as the Biharmonic equation. Overall, HTE opens up a new capability in scientific machine learning for tackling high-order and high-dimensional PDEs.

Bias-Variance Trade-off in Physics-Informed Neural Networks with Randomized Smoothing for High-Dimensional PDEs

While physics-informed neural networks (PINNs) have been proven effective for low-dimensional partial differential equations (PDEs), the computational cost remains a hurdle in high-dimensional scenarios. This is particularly pronounced when computing high-order and high-dimensional derivatives in the physics-informed loss. Randomized Smoothing PINN (RS-PINN) introduces Gaussian noise for stochastic smoothing of the original neural net model, enabling Monte Carlo methods for derivative approximation, eliminating the need for costly auto-differentiation. Despite its computational efficiency in high dimensions, RS-PINN introduces biases in both loss and gradients, negatively impacting convergence, especially when coupled with stochastic gradient descent (SGD). We present a comprehensive analysis of biases in RS-PINN, attributing them to the nonlinearity of the Mean Squared Error (MSE) loss and the PDE nonlinearity. We propose tailored bias correction techniques based on the order of PDE nonlinearity. The unbiased RS-PINN allows for a detailed examination of its pros and cons compared to the biased version. Specifically, the biased version has a lower variance and runs faster than the unbiased version, but it is less accurate due to the bias. To optimize the bias-variance trade-off, we combine the two approaches in a hybrid method that balances the rapid convergence of the biased version with the high accuracy of the unbiased version. In addition, we present an enhanced implementation of RS-PINN. Extensive experiments on diverse high-dimensional PDEs, including Fokker-Planck, HJB, viscous Burgers', Allen-Cahn, and Sine-Gordon equations, illustrate the bias-variance trade-off and highlight the effectiveness of the hybrid RS-PINN. Empirical guidelines are provided for selecting biased, unbiased, or hybrid versions, depending on the dimensionality and nonlinearity of the specific PDE problem.

REBOOT: Reuse Data for Bootstrapping Efficient Real-World Dexterous Manipulation

Dexterous manipulation tasks involving contact-rich interactions pose a significant challenge for both model-based control systems and imitation learning algorithms. The complexity arises from the need for multi-fingered robotic hands to dynamically establish and break contacts, balance non-prehensile forces, and control large degrees of freedom. Reinforcement learning (RL) offers a promising approach due to its general applicability and capacity to autonomously acquire optimal manipulation strategies. However, its real-world application is often hindered by the necessity to generate a large number of samples, reset the environment, and obtain reward signals. In this work, we introduce an efficient system for learning dexterous manipulation skills with RL to alleviate these challenges. The main idea of our approach is the integration of recent advances in sample-efficient RL and replay buffer bootstrapping. This combination allows us to utilize data from different tasks or objects as a starting point for training new tasks, significantly improving learning efficiency. Additionally, our system completes the real-world training cycle by incorporating learned resets via an imitation-based pickup policy as well as learned reward functions, eliminating the need for manual resets and reward engineering. We demonstrate the benefits of reusing past data as replay buffer initialization for new tasks, for instance, the fast acquisition of intricate manipulation skills in the real world on a four-fingered robotic hand. (Videos: https://sites.google.com/view/reboot-dexterous)

Tackling the Curse of Dimensionality with Physics-Informed Neural Networks

The curse-of-dimensionality (CoD) taxes computational resources heavily with exponentially increasing computational cost as the dimension increases. This poses great challenges in solving high-dimensional PDEs as Richard Bellman first pointed out over 60 years ago. While there has been some recent success in solving numerically partial differential equations (PDEs) in high dimensions, such computations are prohibitively expensive, and true scaling of general nonlinear PDEs to high dimensions has never been achieved. In this paper, we develop a new method of scaling up physics-informed neural networks (PINNs) to solve arbitrary high-dimensional PDEs. The new method, called Stochastic Dimension Gradient Descent (SDGD), decomposes a gradient of PDEs into pieces corresponding to different dimensions and samples randomly a subset of these dimensional pieces in each iteration of training PINNs. We theoretically prove the convergence guarantee and other desired properties of the proposed method. We experimentally demonstrate that the proposed method allows us to solve many notoriously hard high-dimensional PDEs, including the Hamilton-Jacobi-Bellman (HJB) and the Schr\"{o}dinger equations in thousands of dimensions very fast on a single GPU using the PINNs mesh-free approach. For instance, we solve nontrivial nonlinear PDEs (one HJB equation and one Black-Scholes equation) in 100,000 dimensions in 6 hours on a single GPU using SDGD with PINNs. Since SDGD is a general training methodology of PINNs, SDGD can be applied to any current and future variants of PINNs to scale them up for arbitrary high-dimensional PDEs.

D4FT: A Deep Learning Approach to Kohn-Sham Density Functional Theory

Kohn-Sham Density Functional Theory (KS-DFT) has been traditionally solved by the Self-Consistent Field (SCF) method. Behind the SCF loop is the physics intuition of solving a system of non-interactive single-electron wave functions under an effective potential. In this work, we propose a deep learning approach to KS-DFT. First, in contrast to the conventional SCF loop, we propose to directly minimize the total energy by reparameterizing the orthogonal constraint as a feed-forward computation. We prove that such an approach has the same expressivity as the SCF method, yet reduces the computational complexity from O(N^4) to O(N^3). Second, the numerical integration which involves a summation over the quadrature grids can be amortized to the optimization steps. At each step, stochastic gradient descent (SGD) is performed with a sampled minibatch of the grids. Extensive experiments are carried out to demonstrate the advantage of our approach in terms of efficiency and stability. In addition, we show that our approach enables us to explore more complex neural-based wave functions.