Andrew Millard

Andrew Millard, Fredrik Lindsten, Zheng Zhao

We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples remain physically admissible. We embed this sampling procedure within a new Sequential Monte Carlo (SMC) framework, yielding a scalable generative PDE solver. Across multiple benchmark PDE systems as well as multiphysics and interacting PDE systems, our method produces solution fields with lower numerical error than existing state-of-the-art generative methods.

Andrew Millard, Joshua Murphy, Peter Green et al.

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational inference - is computationally efficient when using mini-batch stochastic gradient descent as subsets of the data are used for likelihood and gradient evaluations, though the approach relies on the selection of a variational distribution which sufficiently matches the form of the posterior. Particle-based methods such as Markov chain Monte Carlo and Sequential Monte Carlo (SMC) do not assume a parametric family for the posterior by typically require higher computational cost. These sampling methods typically use the full-batch of data for likelihood and gradient evaluations, which contributes to this computational expense. We explore several methods of gradually introducing more mini-batches of data (data annealing) into likelihood and gradient evaluations of an SMC sampler. We find that we can achieve up to $6\times$ faster training with minimal loss in accuracy on benchmark image classification problems using NNs.

Andrew Millard, Zheng Zhao, Henrik Pedersen

Physics-guided sampling with diffusion priors has recently shown strong performance in solving complex systems of partial differential equations (PDEs) from sparse observations. However, these methods are typically evaluated on benchmark problems that do not fully demonstrate their ability to generate temporally consistent solutions of time-dependent PDEs, often focusing instead on reconstructing a single snapshot. In this work, we apply these methods to gas-phase reaction kinetics problems governed by the advection-reaction-diffusion (ARD) equation, providing a setting that more closely reflects realistic laboratory experiments. We demonstrate that guided sampling can be used to reconstruct full spatiotemporal trajectories, rather than isolated states. Furthermore, we show that these methods generalise to previously unseen parameter regimes, highlighting their potential for real-world applications.

Sophia N. Wilson, Guðrún Fjóla Guðmundsdóttir, Andrew Millard et al.

This position paper argues that the machine learning community must move from preaching to practising data frugality for responsible artificial intelligence (AI) development. For long, progress has been equated with ever-larger datasets, driving remarkable advances but now yielding increasingly diminishing performance gains alongside rising energy use and carbon emissions. While awareness of data frugal approaches has grown, their adoption has remained rhetorical, and data scaling continues to dominate development practice. We argue that this gap between preach and practice must be closed, as continued data scaling entails substantial and under-accounted environmental impacts. To ground our position, we provide indicative estimates of the energy use and carbon emissions associated with the downstream use of ImageNet-1K. We then present empirical evidence that data frugality is both practical and beneficial, demonstrating that coreset-based subset selection can substantially reduce training energy consumption with little loss in accuracy, while also mitigating dataset bias. Finally, we outline actionable recommendations for moving data frugality from rhetorical preach to concrete practice for responsible development of AI.

Andrew Millard, Joshua Murphy, Daniel Frisch et al.

Markov chain Monte Carlo (MCMC) methods are a powerful but computationally expensive way of performing non-parametric Bayesian inference. MCMC proposals which utilise gradients, such as Hamiltonian Monte Carlo (HMC), can better explore the parameter space of interest if the additional hyper-parameters are chosen well. The No-U-Turn Sampler (NUTS) is a variant of HMC which is extremely effective at selecting these hyper-parameters but is slow to run and is not suited to GPU architectures. An alternative to NUTS, Change in the Estimator of the Expected Square HMC (ChEES-HMC) was shown not only to run faster than NUTS on GPU but also sample from posteriors more efficiently. Sequential Monte Carlo (SMC) samplers are another sampling method which instead output weighted samples from the posterior. They are very amenable to parallelisation and therefore being run on GPUs while having additional flexibility in their choice of proposal over MCMC. We incorporate (ChEEs-HMC) as a proposal into SMC samplers and demonstrate competitive but faster performance than NUTS on a number of tasks.

Andrew Millard, Henrik Pedersen

Physics-guided sampling with diffusion model priors has shown promise for solving partial differential equation (PDE) governed problems, but applications to chemically meaningful reaction-transport systems remain limited. We apply diffusion-based guided sampling to gas-phase chemical reactions by training on solutions of the advection-reaction-diffusion (ARD) equation across varying parameters. The method generates physically consistent concentration fields and accurately predicts outlet concentrations, including at unseen parameter values, demonstrating the potential of diffusion models for inference in reactive transport.

Joshua Murphy, Conor Rosato, Andrew Millard et al.

When performing Bayesian inference using Sequential Monte Carlo (SMC) methods, two considerations arise: the accuracy of the posterior approximation and computational efficiency. To address computational demands, Sequential Monte Carlo Squared (SMC$^2$) is well-suited for high-performance computing (HPC) environments. The design of the proposal distribution within SMC$^2$ can improve accuracy and exploration of the posterior as poor proposals may lead to high variance in importance weights and particle degeneracy. The Metropolis-Adjusted Langevin Algorithm (MALA) uses gradient information so that particles preferentially explore regions of higher probability. In this paper, we extend this idea by incorporating second-order information, specifically the Hessian of the log-target. While second-order proposals have been explored previously in particle Markov Chain Monte Carlo (p-MCMC) methods, we are the first to introduce them within the SMC$^2$ framework. Second-order proposals not only use the gradient (first-order derivative), but also the curvature (second-order derivative) of the target distribution. Experimental results on synthetic models highlight the benefits of our approach in terms of step-size selection and posterior approximation accuracy when compared to other proposals.

Andrew Millard, Joshua Murphy, Simon Maskell et al.

Partial Bayesian neural networks (pBNNs) have been shown to perform competitively with fully Bayesian neural networks while only having a subset of the parameters be stochastic. Using sequential Monte Carlo (SMC) samplers as the inference method for pBNNs gives a non-parametric probabilistic estimation of the stochastic parameters, and has shown improved performance over parametric methods. In this paper we introduce a new SMC-based training method for pBNNs by utilising a guided proposal and incorporating gradient-based Markov kernels, which gives us better scalability on high dimensional problems. We show that our new method outperforms the state-of-the-art in terms of predictive performance and optimal loss. We also show that pBNNs scale well with larger batch sizes, resulting in significantly reduced training times and often better performance.