6.0MLMar 20
Graph-Informed Adversarial Modeling: Infimal Subadditivity of Interpolative DivergencesPanagiota Birmpa, Eric Joseph Hall
We study adversarial learning when the target distribution factorizes according to a known Bayesian network. For interpolative divergences, including $(f,Î)$-divergences, we prove a new infimal subadditivity principle showing that, under suitable conditions, a global variational discrepancy is controlled by an average of family-level discrepancies aligned with the graph. In an additive regime, this surrogate is exact. This provides a variational justification for replacing a graph-agnostic GAN with a monolithic discriminator by a graph-informed GAN with localized family-level discriminators. The result does not require the optimizer itself to factorize according to the graph. We also obtain parallel results for integral probability metrics and proximal optimal transport divergences, identify natural discriminator classes for which the theory applies, and present experiments showing improved stability and structural recovery relative to graph-agnostic baselines.
8.5LGSep 7, 2020
Mutual Information for Explainable Deep Learning of Multiscale SystemsSøren Taverniers, Eric J. Hall, Markos A. Katsoulakis et al.
Timely completion of design cycles for complex systems ranging from consumer electronics to hypersonic vehicles relies on rapid simulation-based prototyping. The latter typically involves high-dimensional spaces of possibly correlated control variables (CVs) and quantities of interest (QoIs) with non-Gaussian and possibly multimodal distributions. We develop a model-agnostic, moment-independent global sensitivity analysis (GSA) that relies on differential mutual information to rank the effects of CVs on QoIs. The data requirements of this information-theoretic approach to GSA are met by replacing computationally intensive components of the physics-based model with a deep neural network surrogate. Subsequently, the GSA is used to explain the network predictions, and the surrogate is deployed to close design loops. Viewed as an uncertainty quantification method for interrogating the surrogate, this framework is compatible with a wide variety of black-box models. We demonstrate that the surrogate-driven mutual information GSA provides useful and distinguishable rankings on two applications of interest in energy storage. Consequently, our information-theoretic GSA provides an "outer loop" for accelerated product design by identifying the most and least sensitive input directions and performing subsequent optimization over appropriately reduced parameter subspaces.
9.7COMP-PHJun 26, 2020
GINNs: Graph-Informed Neural Networks for Multiscale PhysicsEric J. Hall, Søren Taverniers, Markos A. Katsoulakis et al.
We introduce the concept of a Graph-Informed Neural Network (GINN), a hybrid approach combining deep learning with probabilistic graphical models (PGMs) that acts as a surrogate for physics-based representations of multiscale and multiphysics systems. GINNs address the twin challenges of removing intrinsic computational bottlenecks in physics-based models and generating large data sets for estimating probability distributions of quantities of interest (QoIs) with a high degree of confidence. Both the selection of the complex physics learned by the NN and its supervised learning/prediction are informed by the PGM, which includes the formulation of structured priors for tunable control variables (CVs) to account for their mutual correlations and ensure physically sound CV and QoI distributions. GINNs accelerate the prediction of QoIs essential for simulation-based decision-making where generating sufficient sample data using physics-based models alone is often prohibitively expensive. Using a real-world application grounded in supercapacitor-based energy storage, we describe the construction of GINNs from a Bayesian network-embedded homogenized model for supercapacitor dynamics, and demonstrate their ability to produce kernel density estimates of relevant non-Gaussian, skewed QoIs with tight confidence intervals.
3.3NAJan 6, 2019
Causality and Bayesian network PDEs for multiscale representations of porous mediaKimoon Um, Eric Joseph Hall, Markos A. Katsoulakis et al.
Microscopic (pore-scale) properties of porous media affect and often determine their macroscopic (continuum- or Darcy-scale) counterparts. Understanding the relationship between processes on these two scales is essential to both the derivation of macroscopic models of, e.g., transport phenomena in natural porous media, and the design of novel materials, e.g., for energy storage. Most microscopic properties exhibit complex statistical correlations and geometric constraints, which presents challenges for the estimation of macroscopic quantities of interest (QoIs), e.g., in the context of global sensitivity analysis (GSA) of macroscopic QoIs with respect to microscopic material properties. We present a systematic way of building correlations into stochastic multiscale models through Bayesian networks. This allows us to construct the joint probability density function (PDF) of model parameters through causal relationships that emulate engineering processes, e.g., the design of hierarchical nanoporous materials. Such PDFs also serve as input for the forward propagation of parametric uncertainty; our findings indicate that the inclusion of causal relationships impacts predictions of macroscopic QoIs. To assess the impact of correlations and causal relationships between microscopic parameters on macroscopic material properties, we use a moment-independent GSA based on the differential mutual information. Our GSA accounts for the correlated inputs and complex non-Gaussian QoIs. The global sensitivity indices are used to rank the effect of uncertainty in microscopic parameters on macroscopic QoIs, to quantify the impact of causality on the multiscale model's predictions, and to provide physical interpretations of these results for hierarchical nanoporous materials.