Bertalan, Tom
Data-Driven, ML-assisted Approaches to Problem Well-Posedness
Bertalan, Tom, Kevrekidis, George A., Koronaki, Eleni D, Mishra, Siddhartha, Rebrova, Elizaveta, Kevrekidis, Yannis G.
Classically, to solve differential equation problems, it is necessary to specify sufficient initial and/or boundary conditions so as to allow the existence of a unique solution. Well-posedness of differential equation problems thus involves studying the existence and uniqueness of solutions, and their dependence to such pre-specified conditions. However, in part due to mathematical necessity, these conditions are usually specified "to arbitrary precision" only on (appropriate portions of) the boundary of the space-time domain. This does not mirror how data acquisition is performed in realistic situations, where one may observe entire "patches" of solution data at arbitrary space-time locations; alternatively one might have access to more than one solutions stemming from the same differential operator. In our short work, we demonstrate how standard tools from machine and manifold learning can be used to infer, in a data driven manner, certain well-posedness features of differential equation problems, for initial/boundary condition combinations under which rigorous existence/uniqueness theorems are not known. Our study naturally combines a data assimilation perspective with an operator-learning one.
Implementation and (Inverse Modified) Error Analysis for implicitly-templated ODE-nets
Zhu, Aiqing, Bertalan, Tom, Zhu, Beibei, Tang, Yifa, Kevrekidis, Ioannis G.
We focus on learning unknown dynamics from data using ODE-nets templated on implicit numerical initial value problem solvers. First, we perform Inverse Modified error analysis of the ODE-nets using unrolled implicit schemes for ease of interpretation. It is shown that training an ODE-net using an unrolled implicit scheme returns a close approximation of an Inverse Modified Differential Equation (IMDE). In addition, we establish a theoretical basis for hyper-parameter selection when training such ODE-nets, whereas current strategies usually treat numerical integration of ODE-nets as a black box. We thus formulate an adaptive algorithm which monitors the level of error and adapts the number of (unrolled) implicit solution iterations during the training process, so that the error of the unrolled approximation is less than the current learning loss. This helps accelerate training, while maintaining accuracy. Several numerical experiments are performed to demonstrate the advantages of the proposed algorithm compared to nonadaptive unrollings, and validate the theoretical analysis. We also note that this approach naturally allows for incorporating partially known physical terms in the equations, giving rise to what is termed ``gray box" identification.
LOCA: LOcal Conformal Autoencoder for standardized data coordinates
Peterfreund, Erez, Lindenbaum, Ofir, Dietrich, Felix, Bertalan, Tom, Gavish, Matan, Kevrekidis, Ioannis G., Coifman, Ronald R.
We propose a deep-learning based method for obtaining standardized data coordinates from scientific measurements.Data observations are modeled as samples from an unknown, non-linear deformation of an underlying Riemannian manifold, which is parametrized by a few normalized latent variables. By leveraging a repeated measurement sampling strategy, we present a method for learning an embedding in $\mathbb{R}^d$ that is isometric to the latent variables of the manifold. These data coordinates, being invariant under smooth changes of variables, enable matching between different instrumental observations of the same phenomenon. Our embedding is obtained using a LOcal Conformal Autoencoder (LOCA), an algorithm that constructs an embedding to rectify deformations by using a local z-scoring procedure while preserving relevant geometric information. We demonstrate the isometric embedding properties of LOCA on various model settings and observe that it exhibits promising interpolation and extrapolation capabilities. Finally, we apply LOCA to single-site Wi-Fi localization data, and to $3$-dimensional curved surface estimation based on a $2$-dimensional projection.
Learning emergent PDEs in a learned emergent space
Kemeth, Felix P., Bertalan, Tom, Thiem, Thomas, Dietrich, Felix, Moon, Sung Joon, Laing, Carlo R., Kevrekidis, Ioannis G.
We extract data-driven, intrinsic spatial coordinates from observations of the dynamics of large systems of coupled heterogeneous agents. These coordinates then serve as an emergent space in which to learn predictive models in the form of partial differential equations (PDEs) for the collective description of the coupled-agent system. They play the role of the independent spatial variables in this PDE (as opposed to the dependent, possibly also data-driven, state variables). This leads to an alternative description of the dynamics, local in these emergent coordinates, thus facilitating an alternative modeling path for complex coupled-agent systems. We illustrate this approach on a system where each agent is a limit cycle oscillator (a so-called Stuart-Landau oscillator); the agents are heterogeneous (they each have a different intrinsic frequency $\omega$) and are coupled through the ensemble average of their respective variables. After fast initial transients, we show that the collective dynamics on a slow manifold can be approximated through a learned model based on local "spatial" partial derivatives in the emergent coordinates. The model is then used for prediction in time, as well as to capture collective bifurcations when system parameters vary. The proposed approach thus integrates the automatic, data-driven extraction of emergent space coordinates parametrizing the agent dynamics, with machine-learning assisted identification of an "emergent PDE" description of the dynamics in this parametrization.
Coarse-grained and emergent distributed parameter systems from data
Arbabi, Hassan, Kemeth, Felix P., Bertalan, Tom, Kevrekidis, Ioannis
For example, For many systems of interest in physics or engineering, in the case of collective particle motion, a natural choice we are given a fine-scale description of the system evolution, for such an independent variable would be the coordinates e.g. at the particle-based or agent-based level; yet the system of the space in which the particles move, and the coarsegrained exhibits large-scale, coarse-grained, spatiotemporal patterns PDE would involve the spatial derivatives of some which may well be captured by a set of unknown effective, unknown, coarse dependent variables. We assume that these coarse-grained possibly emergent PDEs. Such reduced, effective unknown dependent variables capture the local collective PDEs, when they exist and can be derived (whether (possibly averaged) statistical features of the particles, and mathematically, or in a data-driven fashion) can serve as hence can be written in terms of the local particle distribution cheap surrogate models, drastically facilitating computationintensive observations. We use manifold learning to extract tasks like prediction, optimization, uncertainty these coarse nonlinear observables from mining local particle quantification and even control.
Transformations between deep neural networks
Bertalan, Tom, Dietrich, Felix, Kevrekidis, Ioannis G.
We propose to test, and when possible establish, an equivalence between two different artificial neural networks by attempting to construct a data-driven transformation between them, using manifold-learning techniques. In particular, we employ diffusion maps with a Mahalanobis-like metric. If the construction succeeds, the two networks can be thought of as belonging to the same equivalence class. We first discuss transformation functions between only the outputs of the two networks; we then also consider transformations that take into account outputs (activations) of a number of internal neurons from each network. In general, Whitney's theorem dictates the number of measurements from one of the networks required to reconstruct each and every feature of the second network. The construction of the transformation function relies on a consistent, intrinsic representation of the network input space. We illustrate our algorithm by matching neural network pairs trained to learn (a) observations of scalar functions; (b) observations of two-dimensional vector fields; and (c) representations of images of a moving three-dimensional object (a rotating horse). The construction of such equivalence classes across different network instantiations clearly relates to transfer learning. We also expect that it will be valuable in establishing equivalence between different Machine Learning-based models of the same phenomenon observed through different instruments and by different research groups.