论文标题

使用随机先验的深层操作员网络的可扩展不确定性量化

Scalable Uncertainty Quantification for Deep Operator Networks using Randomized Priors

论文作者

Yang, Yibo, Kissas, Georgios, Perdikaris, Paris

论文摘要

我们提出了一种简单有效的方法,用于深层操作员网络中的后部不确定性定量(DeepOnets);用于在功能空间中监督学习的新兴范式。我们基于先前的合奏采用了一种常见的方法,并提出了有效的矢量实现,以快速对加速硬件的快速平行推断。通过计算力学和气候建模中的代表性示例的集合,我们表明所提出的方法的优点是四倍。 (1)与确定性deponets相比,它可以提供更健壮和准确的预测。 (2)它显示出具有多尺度函数对的稀缺数据集提供可靠的不确定性估计的功能。 (3)它可以有效地检测到分布和对抗性示例。 (4)由于模型偏差以及数据中的噪声腐败,它可以无缝量化不确定性。最后,我们提供了一个名为{\ em uqdeeponet}的优化JAX库,该库可以容纳大型模型架构,大型合奏尺寸,以及在加速硬件上具有出色并行性能的大型数据集,从而在现实大型应用程序中实现了Deponets的不确定性量化。

We present a simple and effective approach for posterior uncertainty quantification in deep operator networks (DeepONets); an emerging paradigm for supervised learning in function spaces. We adopt a frequentist approach based on randomized prior ensembles, and put forth an efficient vectorized implementation for fast parallel inference on accelerated hardware. Through a collection of representative examples in computational mechanics and climate modeling, we show that the merits of the proposed approach are fourfold. (1) It can provide more robust and accurate predictions when compared against deterministic DeepONets. (2) It shows great capability in providing reliable uncertainty estimates on scarce data-sets with multi-scale function pairs. (3) It can effectively detect out-of-distribution and adversarial examples. (4) It can seamlessly quantify uncertainty due to model bias, as well as noise corruption in the data. Finally, we provide an optimized JAX library called {\em UQDeepONet} that can accommodate large model architectures, large ensemble sizes, as well as large data-sets with excellent parallel performance on accelerated hardware, thereby enabling uncertainty quantification for DeepONets in realistic large-scale applications.

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