What do data tell us about physics-and what don't they tell us? There has been a surge of interest in using machine learning models to discover governing physical laws such as differential equations from data, but current methods lack uncertainty quantification to communicate their credibility. This work addresses this shortcoming from a Bayesian perspective. We introduce a novel model comprising "leaf" modules that learn to represent distinct experiments' spatiotemporal functional data as neural networks and a single "root" module that expresses a nonparametric distribution over their governing nonlinear differential operator as a Gaussian process. Automatic differentiation is used to compute the required partial derivatives from the leaf functions as inputs to the root. Our approach quantifies the reliability of the learned physics in terms of a posterior distribution over operators and propagates this uncertainty to solutions of novel initial-boundary value problem instances. Numerical experiments demonstrate the method on several nonlinear PDEs.

Industrial applications frequently pose a notorious challenge for state-of-the-art methods in the contexts of optimization, designing experiments and modeling unknown physical response. This problem is aggravated by limited availability of clean data, uncertainty in available physics-based models and additional logistic and computational expense associated with experiments. In such a scenario, Bayesian methods have played an impactful role in alleviating the aforementioned obstacles by quantifying uncertainty of different types under limited resources. These methods, usually deployed as a framework, allows decision makers to make informed choices under uncertainty while being able to incorporate information on the the fly, usually in the form of data, from multiple sources while being consistent with the physical intuition about the problem. This is a major advantage that Bayesian methods bring to fruition especially in the industrial context. This paper is a compendium of the Bayesian modeling methodology that is being consistently developed at GE Research. The methodology, called GE's Bayesian Hybrid Modeling (GEBHM), is a probabilistic modeling method, based on the Kennedy and O'Hagan framework, that has been continuously scaled-up and industrialized over several years. In this work, we explain the various advancements in GEBHM's methods and demonstrate their impact on several challenging industrial problems.

We present a method of discovering governing differential equations from data without the need to specify a priori the terms to appear in the equation. The input to our method is a dataset (or ensemble of datasets) corresponding to a particular solution (or ensemble of particular solutions) of a differential equation. The output is a human-readable differential equation with parameters calibrated to the individual particular solutions provided. The key to our method is to learn differentiable models of the data that subsequently serve as inputs to a genetic programming algorithm in which graphs specify computation over arbitrary compositions of functions, parameters, and (potentially differential) operators on functions. Differential operators are composed and evaluated using recursive application of automatic differentiation, allowing our algorithm to explore arbitrary compositions of operators without the need for human intervention. We also demonstrate an active learning process to identify and remedy deficiencies in the proposed governing equations.

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a low-dimensional generative model of the sample-based stochastic prior as well as a surrogate for the forward evaluation. Its Bayesian formulation captures epistemic uncertainty introduced by the limited number of input and output examples, automatically selects an appropriate dimensionality for the learned latent representation of the data, and rigorously propagates the uncertainty of the data-driven dimensionality reduction of the stochastic space through the forward model surrogate. The structured Gaussian process model explicitly leverages spatial information for an informative generative prior to improve sample efficiency while achieving computational tractability through Kronecker product decompositions of the relevant kernel matrices. Importantly, the Bayesian inversion is carried out by solving a variational optimization problem, replacing traditional computationally-expensive Monte Carlo sampling. The methodology is demonstrated on an elliptic PDE and is shown to return well-calibrated posteriors and is tractable with latent spaces with over 100 dimensions.