David S. Greenberg

Siddhant Agarwal, Nicola Tosi, Christian Hüttig et al.

Simulating mantle convection often requires reaching a computationally expensive steady-state, crucial for deriving scaling laws for thermal and dynamical flow properties and benchmarking numerical solutions. The strong temperature dependence of the rheology of mantle rocks causes viscosity variations of several orders of magnitude, leading to a slow-evolving stagnant lid where heat conduction dominates, overlying a rapidly-evolving and strongly convecting region. Time-stepping methods, while effective for fluids with constant viscosity, are hindered by the Courant criterion, which restricts the time step based on the system's maximum velocity and grid size. Consequently, achieving steady-state requires a large number of time steps due to the disparate time scales governing the stagnant and convecting regions. We present a concept for accelerating mantle convection simulations using machine learning. We generate a dataset of 128 two-dimensional simulations with mixed basal and internal heating, and pressure- and temperature-dependent viscosity. We train a feedforward neural network on 97 simulations to predict steady-state temperature profiles. These can then be used to initialize numerical time stepping methods for different simulation parameters. Compared to typical initializations, the number of time steps required to reach steady-state is reduced by a median factor of 3.75. The benefit of this method lies in requiring very few simulations to train on, providing a solution with no prediction error as we initialize a numerical method, and posing minimal computational overhead at inference time. We demonstrate the effectiveness of our approach and discuss the potential implications for accelerated simulations for advancing mantle convection research.

Vadim Zinchenko, David S. Greenberg

Fitting nonlinear dynamical models to sparse and noisy observations is fundamentally challenging. Identifying dynamics requires data assimilation (DA) to estimate system states, but DA requires an accurate dynamical model. To break this deadlock we present CODA, an end-to-end optimization scheme for jointly learning dynamics and DA directly from sparse and noisy observations. A neural network is trained to carry out data accurate, efficient and parallel-in-time DA, while free parameters of the dynamical system are simultaneously optimized. We carry out end-to-end learning directly on observation data, introducing a novel learning objective that combines unrolled auto-regressive dynamics with the data- and self-consistency terms of weak-constraint 4Dvar DA. By taking into account interactions between new and existing simulation components over multiple time steps, CODA can recover initial conditions, fit unknown dynamical parameters and learn neural network-based PDE terms to match both available observations and self-consistency constraints. In addition to facilitating end-to-end learning of dynamics and providing fast, amortized, non-sequential DA, CODA provides greater robustness to model misspecification than classical DA approaches.

Anthony Frion, David S Greenberg

Data assimilation, consisting in the combination of a dynamical model with a set of noisy and incomplete observations in order to infer the state of a system over time, involves uncertainty in most settings. Building upon an existing deterministic machine learning approach, we propose a variational inference-based extension in which the predicted state follows a multivariate Gaussian distribution. Using the chaotic Lorenz-96 dynamics as a testing ground, we show that our new model enables to obtain nearly perfectly calibrated predictions, and can be integrated in a wider variational data assimilation pipeline in order to achieve greater benefit from increasing lengths of data assimilation windows. Our code is available at https://github.com/anthony-frion/Stochastic_CODA.

Jan-Matthis Lueckmann, Jan Boelts, David S. Greenberg et al.

Recent advances in probabilistic modelling have led to a large number of simulation-based inference algorithms which do not require numerical evaluation of likelihoods. However, a public benchmark with appropriate performance metrics for such 'likelihood-free' algorithms has been lacking. This has made it difficult to compare algorithms and identify their strengths and weaknesses. We set out to fill this gap: We provide a benchmark with inference tasks and suitable performance metrics, with an initial selection of algorithms including recent approaches employing neural networks and classical Approximate Bayesian Computation methods. We found that the choice of performance metric is critical, that even state-of-the-art algorithms have substantial room for improvement, and that sequential estimation improves sample efficiency. Neural network-based approaches generally exhibit better performance, but there is no uniformly best algorithm. We provide practical advice and highlight the potential of the benchmark to diagnose problems and improve algorithms. The results can be explored interactively on a companion website. All code is open source, making it possible to contribute further benchmark tasks and inference algorithms.

Yunfei Huang, David S. Greenberg

Neural PDE surrogates can improve the cost-accuracy tradeoff of classical solvers, but often generalize poorly to new initial conditions and accumulate errors over time. Physical and symmetry constraints have shown promise in closing this performance gap, but existing techniques for imposing these inductive biases are incompatible with the staggered grids commonly used in computational fluid dynamics. Here we introduce novel input and output layers that respect physical laws and symmetries on the staggered grids, and for the first time systematically investigate how these constraints, individually and in combination, affect the accuracy of PDE surrogates. We focus on two challenging problems: shallow water equations with closed boundaries and decaying incompressible turbulence. Compared to strong baselines, symmetries and physical constraints consistently improve performance across tasks, architectures, autoregressive prediction steps, accuracy measures, and network sizes. Symmetries are more effective than physical constraints, but surrogates with both performed best, even compared to baselines with data augmentation or pushforward training, while themselves benefiting from the pushforward trick. Doubly-constrained surrogates also generalize better to initial conditions and durations beyond the range of the training data, and more accurately predict real-world ocean currents.

Alvaro Tejero-Cantero, Jan Boelts, Michael Deistler et al.

Scientists and engineers employ stochastic numerical simulators to model empirically observed phenomena. In contrast to purely statistical models, simulators express scientific principles that provide powerful inductive biases, improve generalization to new data or scenarios and allow for fewer, more interpretable and domain-relevant parameters. Despite these advantages, tuning a simulator's parameters so that its outputs match data is challenging. Simulation-based inference (SBI) seeks to identify parameter sets that a) are compatible with prior knowledge and b) match empirical observations. Importantly, SBI does not seek to recover a single 'best' data-compatible parameter set, but rather to identify all high probability regions of parameter space that explain observed data, and thereby to quantify parameter uncertainty. In Bayesian terminology, SBI aims to retrieve the posterior distribution over the parameters of interest. In contrast to conventional Bayesian inference, SBI is also applicable when one can run model simulations, but no formula or algorithm exists for evaluating the probability of data given parameters, i.e. the likelihood. We present $\texttt{sbi}$, a PyTorch-based package that implements SBI algorithms based on neural networks. $\texttt{sbi}$ facilitates inference on black-box simulators for practising scientists and engineers by providing a unified interface to state-of-the-art algorithms together with documentation and tutorials.

David S. Greenberg, Marcel Nonnenmacher, Jakob H. Macke

How can one perform Bayesian inference on stochastic simulators with intractable likelihoods? A recent approach is to learn the posterior from adaptively proposed simulations using neural network-based conditional density estimators. However, existing methods are limited to a narrow range of proposal distributions or require importance weighting that can limit performance in practice. Here we present automatic posterior transformation (APT), a new sequential neural posterior estimation method for simulation-based inference. APT can modify the posterior estimate using arbitrary, dynamically updated proposals, and is compatible with powerful flow-based density estimators. It is more flexible, scalable and efficient than previous simulation-based inference techniques. APT can operate directly on high-dimensional time series and image data, opening up new applications for likelihood-free inference.