finite difference
Analyzing Error Sources in Global Feature Effect Estimation
Heiß, Timo, Bögel, Coco, Bischl, Bernd, Casalicchio, Giuseppe
Global feature effects such as partial dependence (PD) and accumulated local effects (ALE) plots are widely used to interpret black-box models. However, they are only estimates of true underlying effects, and their reliability depends on multiple sources of error. Despite the popularity of global feature effects, these error sources are largely unexplored. In particular, the practically relevant question of whether to use training or holdout data to estimate feature effects remains unanswered. We address this gap by providing a systematic, estimator-level analysis that disentangles sources of bias and variance for PD and ALE. To this end, we derive a mean-squared-error decomposition that separates model bias, estimation bias, model variance, and estimation variance, and analyze their dependence on model characteristics, data selection, and sample size. We validate our theoretical findings through an extensive simulation study across multiple data-generating processes, learners, estimation strategies (training data, validation data, and cross-validation), and sample sizes. Our results reveal that, while using holdout data is theoretically the cleanest, potential biases arising from the training data are empirically negligible and dominated by the impact of the usually higher sample size. The estimation variance depends on both the presence of interactions and the sample size, with ALE being particularly sensitive to the latter. Cross-validation-based estimation is a promising approach that reduces the model variance component, particularly for overfitting models. Our analysis provides a principled explanation of the sources of error in feature effect estimates and offers concrete guidance on choosing estimation strategies when interpreting machine learning models.
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Differentiation Strategies for Acoustic Inverse Problems: Admittance Estimation and Shape Optimization
Borrel-Jensen, Nikolas, Bjorgaard, Josiah
We demonstrate a practical differentiable programming approach for acoustic inverse problems through two applications: admittance estimation and shape optimization for resonance damping. First, we show that JAX-FEM's automatic differentiation (AD) enables direct gradient-based estimation of complex boundary admittance from sparse pressure measurements, achieving 3-digit precision without requiring manual derivation of adjoint equations. Second, we apply randomized finite differences to acoustic shape optimization, combining JAX-FEM for forward simulation with PyTorch3D for mesh manipulation through AD. By separating physics-driven boundary optimization from geometry-driven interior mesh adaptation, we achieve 48.1% energy reduction at target frequencies with 30-fold fewer FEM solutions compared to standard finite difference on the full mesh. This work showcases how modern differentiable software stacks enable rapid prototyping of optimization workflows for physics-based inverse problems, with automatic differentiation for parameter estimation and a combination of finite differences and AD for geometric design.
Enabling Automatic Differentiation with Mollified Graph Neural Operators
Lin, Ryan Y., Berner, Julius, Duruisseaux, Valentin, Pitt, David, Leibovici, Daniel, Kossaifi, Jean, Azizzadenesheli, Kamyar, Anandkumar, Anima
Physics-informed neural operators offer a powerful framework for learning solution operators of partial differential equations (PDEs) by combining data and physics losses. However, these physics losses rely on derivatives. Computing these derivatives remains challenging, with spectral and finite difference methods introducing approximation errors due to finite resolution. Here, we propose the mollified graph neural operator ($m$GNO), the first method to leverage automatic differentiation and compute exact gradients on arbitrary geometries. This enhancement enables efficient training on irregular grids and varying geometries while allowing seamless evaluation of physics losses at randomly sampled points for improved generalization. For a PDE example on regular grids, $m$GNO paired with autograd reduced the L2 relative data error by 20x compared to finite differences, although training was slower. It can also solve PDEs on unstructured point clouds seamlessly, using physics losses only, at resolutions vastly lower than those needed for finite differences to be accurate enough. On these unstructured point clouds, $m$GNO leads to errors that are consistently 2 orders of magnitude lower than machine learning baselines (Meta-PDE, which accelerates PINNs) for comparable runtimes, and also delivers speedups from 1 to 3 orders of magnitude compared to the numerical solver for similar accuracy. $m$GNOs can also be used to solve inverse design and shape optimization problems on complex geometries.
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Comparison to optimization methods (e.g., Wang et al.) using finite differences (Reviewers # 1, # 3)
Dear Reviewers: Thank you for the comments. We address the main issues and clarify some confusions below. With known external forces and labeled data, they used L-BFGS to optimize the parameters to fit the observed data. They used finite differences to estimate the gradient. For comparison, we run their optimization method in our environments, as requested.
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