Accelerated replica exchange stochastic gradient Langevin diffusion enhanced Bayesian DeepONet for solving noisy parametric PDEs
This work addresses a practical issue for researchers and practitioners using DeepONets to solve parametric PDEs with noisy data, offering an incremental improvement over existing methods.
The paper tackles the problem of DeepONet performance deteriorating with noisy training data by proposing a Bayesian replica-exchange Langevin diffusion framework, which improves training convergence, provides uncertainty estimates, and enhances mean prediction accuracy, with an accelerated version reducing computational cost by up to 25% without performance loss.
The Deep Operator Networks~(DeepONet) is a fundamentally different class of neural networks that we train to approximate nonlinear operators, including the solution operator of parametric partial differential equations (PDE). DeepONets have shown remarkable approximation and generalization capabilities even when trained with relatively small datasets. However, the performance of DeepONets deteriorates when the training data is polluted with noise, a scenario that occurs very often in practice. To enable DeepONets training with noisy data, we propose using the Bayesian framework of replica-exchange Langevin diffusion. Such a framework uses two particles, one for exploring and another for exploiting the loss function landscape of DeepONets. We show that the proposed framework's exploration and exploitation capabilities enable (1) improved training convergence for DeepONets in noisy scenarios and (2) attaching an uncertainty estimate for the predicted solutions of parametric PDEs. In addition, we show that replica-exchange Langeving Diffusion (remarkably) also improves the DeepONet's mean prediction accuracy in noisy scenarios compared with vanilla DeepONets trained with state-of-the-art gradient-based optimization algorithms (e.g. Adam). To reduce the potentially high computational cost of replica, in this work, we propose an accelerated training framework for replica-exchange Langevin diffusion that exploits the neural network architecture of DeepONets to reduce its computational cost up to 25% without compromising the proposed framework's performance. Finally, we illustrate the effectiveness of the proposed Bayesian framework using a series of experiments on four parametric PDE problems.