Shibo Li (栗识博)

Fourier Neural Operator (FNO) is a popular operator learning framework. It not only achieves the state-of-the-art performance in many tasks, but also is efficient in training and prediction. However, collecting training data for the FNO can be a costly bottleneck in practice, because it often demands expensive physical simulations. To overcome this problem, we propose Multi-Resolution Active learning of FNO (MRA-FNO), which can dynamically select the input functions and resolutions to lower the data cost as much as possible while optimizing the learning efficiency. Specifically, we propose a probabilistic multi-resolution FNO and use ensemble Monte-Carlo to develop an effective posterior inference algorithm. To conduct active learning, we maximize a utility-cost ratio as the acquisition function to acquire new examples and resolutions at each step. We use moment matching and the matrix determinant lemma to enable tractable, efficient utility computation. Furthermore, we develop a cost annealing framework to avoid over-penalizing high-resolution queries at the early stage. The over-penalization is severe when the cost difference is significant between the resolutions, which renders active learning often stuck at low-resolution queries and inferior performance. Our method overcomes this problem and applies to general multi-fidelity active learning and optimization problems. We have shown the advantage of our method in several benchmark operator learning tasks.

Model Agnostic Meta-Learning (MAML) is widely used to find a good initialization for a family of tasks. Despite its success, a critical challenge in MAML is to calculate the gradient w.r.t. the initialization of a long training trajectory for the sampled tasks, because the computation graph can rapidly explode and the computational cost is very expensive. To address this problem, we propose Adjoint MAML (A-MAML). We view gradient descent in the inner optimization as the evolution of an Ordinary Differential Equation (ODE). To efficiently compute the gradient of the validation loss w.r.t. the initialization, we use the adjoint method to construct a companion, backward ODE. To obtain the gradient w.r.t. the initialization, we only need to run the standard ODE solver twice — one is forward in time that evolves a long trajectory of gradient flow for the sampled task; the other is backward and solves the adjoint ODE. We need not create or expand any intermediate computational graphs, adopt aggressive approximations, or impose proximal regularizers in the training loss. Our approach is cheap, accurate, and adaptable to different trajectory lengths. We demonstrate the advantage of our approach in both synthetic and real-world meta-learning tasks.

Multi-fidelity modeling and learning is important in physical simulation related applications. It can leverage both low-fidelity and high-fidelity examples for training so as to reduce the cost of data generation yet still achieving good performance. While existing approaches only model finite, discrete fidelities, in practice, the feasible fidelity choice is often infinite, which can correspond to a continuous mesh spacing or finite element length. In this paper, we propose Infinite Fidelity Coregionalization (IFC). Given the data, our method can extract and exploit rich information within infinite, continuous fidelities to bolster the prediction accuracy. Our model can interpolate and/or extrapolate the predictions to novel fidelities that are not covered by the training data. Specifically, we introduce a low-dimensional latent output as a continuous function of the fidelity and input, and multiple it with a basis matrix to predict high-dimensional solution outputs. We model the latent output as a neural Ordinary Differential Equation (ODE) to capture the complex relationships within and integrate information throughout the continuous fidelities. We then use Gaussian processes or another ODE to estimate the fidelity-varying bases. For efficient inference, we reorganize the bases as a tensor, and use a tensor-Gaussian variational posterior approximation to develop a scalable inference algorithm for massive outputs. We show the advantage of our method in several benchmark tasks in computational physics.

Many applications, such as in physical simulation and engineering design, demand we estimate functions with high-dimensional outputs. To reduce the expensive cost of generating training examples, we usually choose several fidelities to enable a cost/quality trade-off. In this paper, we consider the active learning task to automatically identify the fidelities and training inputs to query new examples so as to achieve the best learning benefit-cost ratio. To this end, we propose DMFAL, a Deep Multi-Fidelity Active Learning approach. We first develop a deep neural network-based multi-fidelity model for high-dimensional outputs, which can flexibly capture strong complex correlations across the outputs and fidelities to enhance the learning of the target function. We then propose a mutual information based acquisition function that extends the predictive entropy principle. To overcome the computational challenges caused by large output dimensions, we use the multi-variate delta method and moment-matching to estimate the output posterior, and Weinstein-Aronszajn identity to calculate and optimize the acquisition function. We show the advantage of our method in several applications of computational physics and engineering design.

Bayesian optimization (BO) is a popular framework to optimize black-box functions. In many applications, the objective function can be evaluated at multiple fidelities to enable a trade-off between the cost and accuracy. To reduce the optimization cost, many multi-fidelity BO methods have been proposed. Despite their success, these methods either ignore or over-simplify the strong, complex correlations across the fidelities, and hence can be inefficient in estimating the objective function. To address this issue, we propose Deep Neural Network Multi-Fidelity Bayesian Optimization (DNN-MFBO) that can flexibly capture all kinds of complicated relationships between the fidelities to improve the objective function estimation and hence the optimization performance. We use sequential, fidelity-wise Gauss-Hermite quadrature and moment-matching to fulfill a mutual information-based acquisition function, which is computationally tractable and efficient. We show the advantages of our method in both synthetic benchmark datasets and real-world applications in engineering design.