Nikola B. Kovachki

Jae Hyun Lim, Nikola B. Kovachki, Ricardo Baptista et al.

Diffusion models have recently emerged as a powerful framework for generative modeling. They consist of a forward process that perturbs input data with Gaussian white noise and a reverse process that learns a score function to generate samples by denoising. Despite their tremendous success, they are mostly formulated on finite-dimensional spaces, e.g., Euclidean, limiting their applications to many domains where the data has a functional form, such as in scientific computing and 3D geometric data analysis. This work introduces a mathematically rigorous framework called Denoising Diffusion Operators (DDOs) for training diffusion models in function space. In DDOs, the forward process perturbs input functions gradually using a Gaussian process. The generative process is formulated by a function-valued annealed Langevin dynamic. Our approach requires an appropriate notion of the score for the perturbed data distribution, which we obtain by generalizing denoising score matching to function spaces that can be infinite-dimensional. We show that the corresponding discretized algorithm generates accurate samples at a fixed cost independent of the data resolution. We theoretically and numerically verify the applicability of our approach on a set of function-valued problems, including generating solutions to the Navier-Stokes equation viewed as the push-forward distribution of forcings from a Gaussian Random Field (GRF), as well as volcano InSAR and MNIST-SDF.

Nikola B. Kovachki, Samuel Lanthaler, Andrew M. Stuart

Operator learning refers to the application of ideas from machine learning to approximate (typically nonlinear) operators mapping between Banach spaces of functions. Such operators often arise from physical models expressed in terms of partial differential equations (PDEs). In this context, such approximate operators hold great potential as efficient surrogate models to complement traditional numerical methods in many-query tasks. Being data-driven, they also enable model discovery when a mathematical description in terms of a PDE is not available. This review focuses primarily on neural operators, built on the success of deep neural networks in the approximation of functions defined on finite dimensional Euclidean spaces. Empirically, neural operators have shown success in a variety of applications, but our theoretical understanding remains incomplete. This review article summarizes recent progress and the current state of our theoretical understanding of neural operators, focusing on an approximation theoretic point of view.

Ricardo Baptista, Agnimitra Dasgupta, Nikola B. Kovachki et al.

Diffusion models have emerged as a powerful framework for generative modeling. At the heart of the methodology is score matching: learning gradients of families of log-densities for noisy versions of the data distribution at different scales. When the loss function adopted in score matching is evaluated using empirical data, rather than the population loss, the minimizer corresponds to the score of a time-dependent Gaussian mixture. However, use of this analytically tractable minimizer leads to data memorization: in both unconditioned and conditioned settings, the generative model returns the training samples. This paper contains an analysis of the dynamical mechanism underlying memorization. The analysis highlights the need for regularization to avoid reproducing the analytically tractable minimizer; and, in so doing, lays the foundations for a principled understanding of how to regularize. Numerical experiments investigate the properties of: (i) Tikhonov regularization; (ii) regularization designed to promote asymptotic consistency; and (iii) regularizations induced by under-parameterization of a neural network or by early stopping when training a neural network. These experiments are evaluated in the context of memorization, and directions for future development of regularization are highlighted.

Maarten V. de Hoop, Nikola B. Kovachki, Matti Lassas et al.

This paper considers the problem of noise-robust neural operator approximation for the solution map of Calderón's inverse conductivity problem. In this continuum model of electrical impedance tomography (EIT), the boundary measurements are realized as a noisy perturbation of the Neumann-to-Dirichlet map's integral kernel. The theoretical analysis proceeds by extending the domain of the inversion operator to a Hilbert space of kernel functions. The resulting extension shares the same stability properties as the original inverse map from kernels to conductivities, but is now amenable to neural operator approximation. Numerical experiments demonstrate that Fourier neural operators excel at reconstructing infinite-dimensional piecewise constant and lognormal conductivities in noisy setups both within and beyond the theory's assumptions. The methodology developed in this paper for EIT exemplifies a broader strategy for addressing nonlinear inverse problems with a noise-aware operator learning framework.

Edoardo Calvello, Nikola B. Kovachki, Matthew E. Levine et al.

Transformers, and the attention mechanism in particular, have become ubiquitous in machine learning. Their success in modeling nonlocal, long-range correlations has led to their widespread adoption in natural language processing, computer vision, and time series problems. Neural operators, which map spaces of functions into spaces of functions, are necessarily both nonlinear and nonlocal if they are universal; it is thus natural to ask whether the attention mechanism can be used in the design of neural operators. Motivated by this, we study transformers in the function space setting. We formulate attention as a map between infinite dimensional function spaces and prove that the attention mechanism as implemented in practice is a Monte Carlo or finite difference approximation of this operator. The function space formulation allows for the design of transformer neural operators, a class of architectures designed to learn mappings between function spaces. In this paper, we state and prove the first universal approximation result for transformer neural operators, using only a slight modification of the architecture implemented in practice. The prohibitive cost of applying the attention operator to functions defined on multi-dimensional domains leads to the need for more efficient attention-based architectures. For this reason we also introduce a function space generalization of the patching strategy from computer vision, and introduce a class of associated neural operators. Numerical results, on an array of operator learning problems, demonstrate the promise of our approaches to function space formulations of attention and their use in neural operators.

Maarten V. de Hoop, Nikola B. Kovachki, Nicholas H. Nelsen et al.

This paper studies the learning of linear operators between infinite-dimensional Hilbert spaces. The training data comprises pairs of random input vectors in a Hilbert space and their noisy images under an unknown self-adjoint linear operator. Assuming that the operator is diagonalizable in a known basis, this work solves the equivalent inverse problem of estimating the operator's eigenvalues given the data. Adopting a Bayesian approach, the theoretical analysis establishes posterior contraction rates in the infinite data limit with Gaussian priors that are not directly linked to the forward map of the inverse problem. The main results also include learning-theoretic generalization error guarantees for a wide range of distribution shifts. These convergence rates quantify the effects of data smoothness and true eigenvalue decay or growth, for compact or unbounded operators, respectively, on sample complexity. Numerical evidence supports the theory in diagonal and non-diagonal settings.

Ricardo Baptista, Bamdad Hosseini, Nikola B. Kovachki et al.

We present a novel framework for conditional sampling of probability measures, using block triangular transport maps. We develop the theoretical foundations of block triangular transport in a Banach space setting, establishing general conditions under which conditional sampling can be achieved and drawing connections between monotone block triangular maps and optimal transport. Based on this theory, we then introduce a computational approach, called monotone generative adversarial networks (M-GANs), to learn suitable block triangular maps. Our algorithm uses only samples from the underlying joint probability measure and is hence likelihood-free. Numerical experiments with M-GAN demonstrate accurate sampling of conditional measures in synthetic examples, Bayesian inverse problems involving ordinary and partial differential equations, and probabilistic image in-painting.

Kaushik Bhattacharya, Bamdad Hosseini, Nikola B. Kovachki et al.

We develop a general framework for data-driven approximation of input-output maps between infinite-dimensional spaces. The proposed approach is motivated by the recent successes of neural networks and deep learning, in combination with ideas from model reduction. This combination results in a neural network approximation which, in principle, is defined on infinite-dimensional spaces and, in practice, is robust to the dimension of finite-dimensional approximations of these spaces required for computation. For a class of input-output maps, and suitably chosen probability measures on the inputs, we prove convergence of the proposed approximation methodology. We also include numerical experiments which demonstrate the effectiveness of the method, showing convergence and robustness of the approximation scheme with respect to the size of the discretization, and compare it with existing algorithms from the literature; our examples include the mapping from coefficient to solution in a divergence form elliptic partial differential equation (PDE) problem, and the solution operator for viscous Burgers' equation.

Lixue Cheng, Nikola B. Kovachki, Matthew Welborn et al.

Machine learning (ML) in the representation of molecular-orbital-based (MOB) features has been shown to be an accurate and transferable approach to the prediction of post-Hartree-Fock correlation energies. Previous applications of MOB-ML employed Gaussian Process Regression (GPR), which provides good prediction accuracy with small training sets; however, the cost of GPR training scales cubically with the amount of data and becomes a computational bottleneck for large training sets. In the current work, we address this problem by introducing a clustering/regression/classification implementation of MOB-ML. In a first step, regression clustering (RC) is used to partition the training data to best fit an ensemble of linear regression (LR) models; in a second step, each cluster is regressed independently, using either LR or GPR; and in a third step, a random forest classifier (RFC) is trained for the prediction of cluster assignments based on MOB feature values. Upon inspection, RC is found to recapitulate chemically intuitive groupings of the frontier molecular orbitals, and the combined RC/LR/RFC and RC/GPR/RFC implementations of MOB-ML are found to provide good prediction accuracy with greatly reduced wall-clock training times. For a dataset of thermalized geometries of 7211 organic molecules of up to seven heavy atoms, both implementations reach chemical accuracy (1 kcal/mol error) with only 300 training molecules, while providing 35000-fold and 4500-fold reductions in the wall-clock training time, respectively, compared to MOB-ML without clustering. The resulting models are also demonstrated to retain transferability for the prediction of large-molecule energies with only small-molecule training data. Finally, it is shown that capping the number of training datapoints per cluster leads to further improvements in prediction accuracy with negligible increases in wall-clock training time.

Nikola B. Kovachki, Andrew M. Stuart

Gradient descent-based optimization methods underpin the parameter training of neural networks, and hence comprise a significant component in the impressive test results found in a number of applications. Introducing stochasticity is key to their success in practical problems, and there is some understanding of the role of stochastic gradient descent in this context. Momentum modifications of gradient descent such as Polyak's Heavy Ball method (HB) and Nesterov's method of accelerated gradients (NAG), are also widely adopted. In this work our focus is on understanding the role of momentum in the training of neural networks, concentrating on the common situation in which the momentum contribution is fixed at each step of the algorithm. To expose the ideas simply we work in the deterministic setting. Our approach is to derive continuous time approximations of the discrete algorithms; these continuous time approximations provide insights into the mechanisms at play within the discrete algorithms. We prove three such approximations. Firstly we show that standard implementations of fixed momentum methods approximate a time-rescaled gradient descent flow, asymptotically as the learning rate shrinks to zero; this result does not distinguish momentum methods from pure gradient descent, in the limit of vanishing learning rate. We then proceed to prove two results aimed at understanding the observed practical advantages of fixed momentum methods over gradient descent. We achieve this by proving approximations to continuous time limits in which the small but fixed learning rate appears as a parameter. Furthermore in a third result we show that the momentum methods admit an exponentially attractive invariant manifold on which the dynamics reduces, approximately, to a gradient flow with respect to a modified loss function.

Nikola B. Kovachki, Andrew M. Stuart

The standard probabilistic perspective on machine learning gives rise to empirical risk-minimization tasks that are frequently solved by stochastic gradient descent (SGD) and variants thereof. We present a formulation of these tasks as classical inverse or filtering problems and, furthermore, we propose an efficient, gradient-free algorithm for finding a solution to these problems using ensemble Kalman inversion (EKI). Applications of our approach include offline and online supervised learning with deep neural networks, as well as graph-based semi-supervised learning. The essence of the EKI procedure is an ensemble based approximate gradient descent in which derivatives are replaced by differences from within the ensemble. We suggest several modifications to the basic method, derived from empirically successful heuristics developed in the context of SGD. Numerical results demonstrate wide applicability and robustness of the proposed algorithm.