Interpretability and Generalization Bounds for Learning Spatial Physics
This work addresses the critical need for rigorous accuracy assessment in scientific ML applications, though it is incremental in applying numerical analysis techniques to a specific equation.
The paper tackles the problem of quantifying accuracy and generalization when applying machine learning to differential equations, specifically the 1D Poisson equation, by proving generalization bounds and convergence rates under finite data and restricted training subspaces. The results show that generalization to the true physical equation is not guaranteed across various models, with different model classes exhibiting opposing generalization behaviors.
While there are many applications of ML to scientific problems that look promising, visuals can be deceiving. For scientific applications, actual quantitative accuracy is crucial. This work applies the rigor of numerical analysis for differential equations to machine learning by specifically quantifying the accuracy of applying different ML techniques to the elementary 1D Poisson differential equation. Beyond the quantity and discretization of data, we identify that the function space of the data is critical to the generalization of the model. We prove generalization bounds and convergence rates under finite data discretizations and restricted training data subspaces by analyzing the training dynamics and deriving optimal parameters for both a white-box differential equation discovery method and a black-box linear model. The analytically derived generalization bounds are replicated empirically. Similar lack of generalization is empirically demonstrated for deep linear models, shallow neural networks, and physics-specific DeepONets and Neural Operators. We theoretically and empirically demonstrate that generalization to the true physical equation is not guaranteed in each explored case. Surprisingly, we find that different classes of models can exhibit opposing generalization behaviors. Based on our theoretical analysis, we also demonstrate a new mechanistic interpretability lens on scientific models whereby Green's function representations can be extracted from the weights of black-box models. Our results inform a new cross-validation technique for measuring generalization in physical systems. We propose applying it to the Poisson equation as an evaluation benchmark of future methods.