Abstract:Deep generative models such as flow matching and diffusion models have shown great potential in learning complex distributions and dynamical systems, but often act as black-boxes, neglecting underlying physics. In contrast, physics-based simulation models described by ODEs/PDEs remain interpretable, but may have missing or unknown terms, unable to fully describe real-world observations. We bridge this gap with a novel grey-box method that integrates incomplete physics models directly into generative models. Our approach learns dynamics from observational trajectories alone, without ground-truth physics parameters, in a simulation-free manner that avoids scalability and stability issues of Neural ODEs. The core of our method lies in modelling a structured variational distribution within the flow matching framework, by using two latent encodings: one to model the missing stochasticity and multi-modal velocity, and a second to encode physics parameters as a latent variable with a physics-informed prior. Furthermore, we present an adaptation of the framework to handle second-order dynamics. Our experiments on representative ODE/PDE problems show that our method performs on par with or superior to fully data-driven approaches and previous grey-box baselines, while preserving the interpretability of the physics model. Our code is available at https://github.com/DMML-Geneva/VGB-DM.
Abstract:PyBADS is a Python implementation of the Bayesian Adaptive Direct Search (BADS) algorithm for fast and robust black-box optimization (Acerbi and Ma 2017). BADS is an optimization algorithm designed to efficiently solve difficult optimization problems where the objective function is rough (non-convex, non-smooth), mildly expensive (e.g., the function evaluation requires more than 0.1 seconds), possibly noisy, and gradient information is unavailable. With BADS, these issues are well addressed, making it an excellent choice for fitting computational models using methods such as maximum-likelihood estimation. The algorithm scales efficiently to black-box functions with up to $D \approx 20$ continuous input parameters and supports bounds or no constraints. PyBADS comes along with an easy-to-use Pythonic interface for running the algorithm and inspecting its results. PyBADS only requires the user to provide a Python function for evaluating the target function, and optionally other constraints. Extensive benchmarks on both artificial test problems and large real model-fitting problems models drawn from cognitive, behavioral and computational neuroscience, show that BADS performs on par with or better than many other common and state-of-the-art optimizers (Acerbi and Ma 2017), making it a general model-fitting tool which provides fast and robust solutions.