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The frontier of simulation-based inference

arXiv.org Machine Learning

Many domains of science have developed complex simulations to describe phenomena of interest. While these simulations provide high-fidelity models, they are poorly suited for inference and lead to challenging inverse problems. We review the rapidly developing field of simulation-based inference and identify the forces giving new momentum to the field. Finally, we describe how the frontier is expanding so that a broad audience can appreciate the profound change these developments may have on science.


SBI -- A toolkit for simulation-based inference

arXiv.org Machine Learning

Scientists and engineers employ stochastic numerical simulators to model empirically observed phenomena. In contrast to purely statistical models, simulators express scientific principles that provide powerful inductive biases, improve generalization to new data or scenarios and allow for fewer, more interpretable and domain-relevant parameters. Despite these advantages, tuning a simulator's parameters so that its outputs match data is challenging. Simulation-based inference (SBI) seeks to identify parameter sets that a) are compatible with prior knowledge and b) match empirical observations. Importantly, SBI does not seek to recover a single 'best' data-compatible parameter set, but rather to identify all high probability regions of parameter space that explain observed data, and thereby to quantify parameter uncertainty. In Bayesian terminology, SBI aims to retrieve the posterior distribution over the parameters of interest. In contrast to conventional Bayesian inference, SBI is also applicable when one can run model simulations, but no formula or algorithm exists for evaluating the probability of data given parameters, i.e. the likelihood. We present $\texttt{sbi}$, a PyTorch-based package that implements SBI algorithms based on neural networks. $\texttt{sbi}$ facilitates inference on black-box simulators for practising scientists and engineers by providing a unified interface to state-of-the-art algorithms together with documentation and tutorials.


Integrating Physics-Based Modeling with Machine Learning: A Survey

arXiv.org Machine Learning

In this manuscript, we provide a structured and comprehensive overview of techniques to integrate machine learning with physics-based modeling. First, we provide a summary of application areas for which these approaches have been applied. Then, we describe classes of methodologies used to construct physics-guided machine learning models and hybrid physics-machine learning frameworks from a machine learning standpoint. With this foundation, we then provide a systematic organization of these existing techniques and discuss ideas for future research.


A Review of Physics-based Machine Learning in Civil Engineering

arXiv.org Artificial Intelligence

ML and DL, e.g., deep neural networks (DNNs), are becoming increasingly prevalent in the scientific process, replacing traditional statistical methods and mechanistic models in various commercial applications and fields, including education [1], natural science [2, 3] medical [4-6] engineering [7-9], and social science[10]. ML is also applied in civil engineering, where mechanistic models have traditionally dominated [11-14]. Despite its wide adoption, researchers and other end users often criticize ML methods as a "black box," meaning they are thought to take inputs and provide outputs but not yield physically interpretable information to the user[15]. As a result, some scientists have developed physics-based ML to reckon with widespread concern about the opacity of black-box models [16-19]. The civil engineering ML models are created directly from data by an algorithm; even researchers who design them cannot understand how variables are combined to make predictions. Even with a list of input variables, black-box predictive ML models can be such complex functions that no researchers can understand how the variables are connected to arrive at a final prediction.


Knowledge-Integrated Informed AI for National Security

arXiv.org Artificial Intelligence

The state of artificial intelligence technology has a rich history that dates back decades and includes two fall-outs before the explosive resurgence of today, which is credited largely to data-driven techniques. While AI technology has and continues to become increasingly mainstream with impact across domains and industries, it's not without several drawbacks, weaknesses, and potential to cause undesired effects. AI techniques are numerous with many approaches and variants, but they can be classified simply based on the degree of knowledge they capture and how much data they require; two broad categories emerge as prominent across AI to date: (1) techniques that are primarily, and often solely, data-driven while leveraging little to no knowledge and (2) techniques that primarily leverage knowledge and depend less on data. Now, a third category is starting to emerge that leverages both data and knowledge, that some refer to as "informed AI." This third category can be a game changer within the national security domain where there is ample scientific and domain-specific knowledge that stands ready to be leveraged, and where purely data-driven AI can lead to serious unwanted consequences. This report shares findings from a thorough exploration of AI approaches that exploit data as well as principled and/or practical knowledge, which we refer to as "knowledge-integrated informed AI." Specifically, we review illuminating examples of knowledge integrated in deep learning and reinforcement learning pipelines, taking note of the performance gains they provide. We also discuss an apparent trade space across variants of knowledge-integrated informed AI, along with observed and prominent issues that suggest worthwhile future research directions. Most importantly, this report suggests how the advantages of knowledge-integrated informed AI stand to benefit the national security domain.