Maulik, Romit
SALSA-RL: Stability Analysis in the Latent Space of Actions for Reinforcement Learning
Li, Xuyang, Maulik, Romit
Modern deep reinforcement learning (DRL) methods have made significant advances in handling continuous action spaces. However, real-world control systems--especially those requiring precise and reliable performance--often demand formal stability, and existing DRL approaches typically lack explicit mechanisms to ensure or analyze stability. To address this limitation, we propose SALSA-RL (Stability Analysis in the Latent Space of Actions), a novel RL framework that models control actions as dynamic, time-dependent variables evolving within a latent space. By employing a pre-trained encoder-decoder and a state-dependent linear system, our approach enables both stability analysis and interpretability. We demonstrated that SALSA-RL can be deployed in a non-invasive manner for assessing the local stability of actions from pretrained RL agents without compromising on performance across diverse benchmark environments. By enabling a more interpretable analysis of action generation, SALSA-RL provides a powerful tool for advancing the design, analysis, and theoretical understanding of RL systems.
CondensNet: Enabling stable long-term climate simulations via hybrid deep learning models with adaptive physical constraints
Wang, Xin, Yang, Juntao, Adie, Jeff, See, Simon, Furtado, Kalli, Chen, Chen, Arcomano, Troy, Maulik, Romit, Mengaldo, Gianmarco
Accurate and efficient climate simulations are crucial for understanding Earth's evolving climate. However, current general circulation models (GCMs) face challenges in capturing unresolved physical processes, such as cloud and convection. A common solution is to adopt cloud resolving models, that provide more accurate results than the standard subgrid parametrisation schemes typically used in GCMs. However, cloud resolving models, also referred to as super paramtetrizations, remain computationally prohibitive. Hybrid modeling, which integrates deep learning with equation-based GCMs, offers a promising alternative but often struggles with long-term stability and accuracy issues. In this work, we find that water vapor oversaturation during condensation is a key factor compromising the stability of hybrid models. To address this, we introduce CondensNet, a novel neural network architecture that embeds a self-adaptive physical constraint to correct unphysical condensation processes. CondensNet effectively mitigates water vapor oversaturation, enhancing simulation stability while maintaining accuracy and improving computational efficiency compared to super parameterization schemes. We integrate CondensNet into a GCM to form PCNN-GCM (Physics-Constrained Neural Network GCM), a hybrid deep learning framework designed for long-term stable climate simulations in real-world conditions, including ocean and land. PCNN-GCM represents a significant milestone in hybrid climate modeling, as it shows a novel way to incorporate physical constraints adaptively, paving the way for accurate, lightweight, and stable long-term climate simulations.
Binned Spectral Power Loss for Improved Prediction of Chaotic Systems
Chakraborty, Dibyajyoti, Mohan, Arvind T., Maulik, Romit
Forecasting multiscale chaotic dynamical systems with deep learning remains a formidable challenge due to the spectral bias of neural networks, which hinders the accurate representation of fine-scale structures in long-term predictions. This issue is exacerbated when models are deployed autoregressively, leading to compounding errors and instability. In this work, we introduce a novel approach to mitigate the spectral bias which we call the Binned Spectral Power (BSP) Loss. The BSP loss is a frequency-domain loss function that adaptively weighs errors in predicting both larger and smaller scales of the dataset. Unlike traditional losses that focus on pointwise misfits, our BSP loss explicitly penalizes deviations in the energy distribution across different scales, promoting stable and physically consistent predictions. We demonstrate that the BSP loss mitigates the well-known problem of spectral bias in deep learning. We further validate our approach for the data-driven high-dimensional time-series forecasting of a range of benchmark chaotic systems which are typically intractable due to spectral bias. Our results demonstrate that the BSP loss significantly improves the stability and spectral accuracy of neural forecasting models without requiring architectural modifications. By directly targeting spectral consistency, our approach paves the way for more robust deep learning models for long-term forecasting of chaotic dynamical systems.
Semi-Implicit Neural Ordinary Differential Equations
Zhang, Hong, Liu, Ying, Maulik, Romit
Classical neural ODEs trained with explicit methods are intrinsically limited by stability, crippling their efficiency and robustness for stiff learning problems that are common in graph learning and scientific machine learning. We present a semi-implicit neural ODE approach that exploits the partitionable structure of the underlying dynamics. Our technique leads to an implicit neural network with significant computational advantages over existing approaches because of enhanced stability and efficient linear solves during time integration. We show that our approach outperforms existing approaches on a variety of applications including graph classification and learning complex dynamical systems. We also demonstrate that our approach can train challenging neural ODEs where both explicit methods and fully implicit methods are intractable.
Improved deep learning of chaotic dynamical systems with multistep penalty losses
Chakraborty, Dibyajyoti, Chung, Seung Whan, Chattopadhyay, Ashesh, Maulik, Romit
Predicting the long-term behavior of chaotic systems remains a formidable challenge due to their extreme sensitivity to initial conditions and the inherent limitations of traditional data-driven modeling approaches. This paper introduces a novel framework that addresses these challenges by leveraging the recently proposed multi-step penalty (MP) optimization technique. Our approach extends the applicability of MP optimization to a wide range of deep learning architectures, including Fourier Neural Operators and UNETs. By introducing penalized local discontinuities in the forecast trajectory, we effectively handle the non-convexity of loss landscapes commonly encountered in training neural networks for chaotic systems. We demonstrate the effectiveness of our method through its application to two challenging use-cases: the prediction of flow velocity evolution in two-dimensional turbulence and ocean dynamics using reanalysis data. Our results highlight the potential of this approach for accurate and stable long-term prediction of chaotic dynamics, paving the way for new advancements in data-driven modeling of complex natural phenomena.
Scalable and Consistent Graph Neural Networks for Distributed Mesh-based Data-driven Modeling
Barwey, Shivam, Balin, Riccardo, Lusch, Bethany, Patel, Saumil, Balakrishnan, Ramesh, Pal, Pinaki, Maulik, Romit, Vishwanath, Venkatram
This work develops a distributed graph neural network (GNN) methodology for mesh-based modeling applications using a consistent neural message passing layer. As the name implies, the focus is on enabling scalable operations that satisfy physical consistency via halo nodes at sub-graph boundaries. Here, consistency refers to the fact that a GNN trained and evaluated on one rank (one large graph) is arithmetically equivalent to evaluations on multiple ranks (a partitioned graph). This concept is demonstrated by interfacing GNNs with NekRS, a GPU-capable exascale CFD solver developed at Argonne National Laboratory. It is shown how the NekRS mesh partitioning can be linked to the distributed GNN training and inference routines, resulting in a scalable mesh-based data-driven modeling workflow. We study the impact of consistency on the scalability of mesh-based GNNs, demonstrating efficient scaling in consistent GNNs for up to O(1B) graph nodes on the Frontier exascale supercomputer.
A competitive baseline for deep learning enhanced data assimilation using conditional Gaussian ensemble Kalman filtering
Malik, Zachariah, Maulik, Romit
Ensemble Kalman Filtering (EnKF) is a popular technique for data assimilation, with far ranging applications. However, the vanilla EnKF framework is not well-defined when perturbations are nonlinear. We study two non-linear extensions of the vanilla EnKF - dubbed the conditional-Gaussian EnKF (CG-EnKF) and the normal score EnKF (NS-EnKF) - which sidestep assumptions of linearity by constructing the Kalman gain matrix with the `conditional Gaussian' update formula in place of the traditional one. We then compare these models against a state-of-the-art deep learning based particle filter called the score filter (SF). This model uses an expensive score diffusion model for estimating densities and also requires a strong assumption on the perturbation operator for validity. In our comparison, we find that CG-EnKF and NS-EnKF dramatically outperform SF for a canonical problem in high-dimensional multiscale data assimilation given by the Lorenz-96 system. Our analysis also demonstrates that the CG-EnKF and NS-EnKF can handle highly non-Gaussian additive noise perturbations, with the latter typically outperforming the former.
Divide And Conquer: Learning Chaotic Dynamical Systems With Multistep Penalty Neural Ordinary Differential Equations
Chakraborty, Dibyajyoti, Chung, Seung Whan, Maulik, Romit
Forecasting high-dimensional dynamical systems is a fundamental challenge in various fields, such as the geosciences and engineering. Neural Ordinary Differential Equations (NODEs), which combine the power of neural networks and numerical solvers, have emerged as a promising algorithm for forecasting complex nonlinear dynamical systems. However, classical techniques used for NODE training are ineffective for learning chaotic dynamical systems. In this work, we propose a novel NODE-training approach that allows for robust learning of chaotic dynamical systems. Our method addresses the challenges of non-convexity and exploding gradients associated with underlying chaotic dynamics. Training data trajectories from such systems are split into multiple, non-overlapping time windows. In addition to the deviation from the training data, the optimization loss term further penalizes the discontinuities of the predicted trajectory between the time windows. The window size is selected based on the fastest Lyapunov time scale of the system. Multi-step penalty(MP) method is first demonstrated on Lorenz equation, to illustrate how it improves the loss landscape and thereby accelerating the optimization convergence. MP method can optimize chaotic systems in a manner similar to least-squares shadowing with significantly lower computational costs. Our proposed algorithm, denoted the Multistep Penalty NODE(MP-NODE), is applied to chaotic systems such as the Kuramoto-Sivashinsky equation and the two-dimensional Kolmogorov flow. It is observed that MP-NODE provide viable performance for such chaotic systems, not only for short-term trajectory predictions but also for invariant statistics that are hallmarks of the chaotic nature of these dynamics.
A note on the error analysis of data-driven closure models for large eddy simulations of turbulence
Chakraborty, Dibyajyoti, Barwey, Shivam, Zhang, Hong, Maulik, Romit
In this work, we provide a mathematical formulation for error propagation in flow trajectory prediction using data-driven turbulence closure modeling. Under the assumption that the predicted state of a large eddy simulation prediction must be close to that of a subsampled direct numerical simulation, we retrieve an upper bound for the prediction error when utilizing a data-driven closure model. We also demonstrate that this error is significantly affected by the time step size and the Jacobian which play a role in amplifying the initial one-step error made by using the closure. Our analysis also shows that the error propagates exponentially with rollout time and the upper bound of the system Jacobian which is itself influenced by the Jacobian of the closure formulation. These findings could enable the development of new regularization techniques for ML models based on the identified error-bound terms, improving their robustness and reducing error propagation.
LUCIE: A Lightweight Uncoupled ClImate Emulator with long-term stability and physical consistency for O(1000)-member ensembles
Guan, Haiwen, Arcomano, Troy, Chattopadhyay, Ashesh, Maulik, Romit
We present LUCIE, a $1000$- member ensemble data-driven atmospheric emulator that remains stable during autoregressive inference for thousands of years without a drifting climatology. LUCIE has been trained on $9.5$ years of coarse-resolution ERA5 data with $4$ prognostic variables on a single A100 GPU for $2.4$ h. Owing to the cheap computational cost of inference, $1000$ model ensembles are executed for $5$ years to compute an uncertainty-quantified climatology for the prognostic variables that closely match the climatology obtained from ERA5. Unlike all the other state-of-the-art AI weather models, LUCIE is neither unstable nor does it produce hallucinations that result in unphysical drift of the emulated climate. Furthermore, LUCIE \textbf{does not impose} ``true" sea-surface temperature (SST) from a coupled numerical model to enforce the annual cycle in temperature. We demonstrate the long-term climatology obtained from LUCIE as well as subseasonal-to-seasonal scale prediction skills on the prognostic variables. We also demonstrate a $20$-year emulation with LUCIE here: https://drive.google.com/file/d/1mRmhx9RRGiF3uGo_mRQK8RpwQatrCiMn/view