Abstract:One of the core problems in variational inference is a choice of approximate posterior distribution. It is crucial to trade-off between efficient inference with simple families as mean-field models and accuracy of inference. We propose a variant of a greedy approximation of the posterior distribution with tractable base learners. Using Max-Entropy approach, we obtain a well-defined optimization problem. We demonstrate the ability of the method to capture complex multimodal posterior via continual learning setting for neural networks.
Abstract:We present a novel technique for assessing the dynamics of multiphase fluid flow in the oil reservoir. We demonstrate an efficient workflow for handling the 3D reservoir simulation data in a way which is orders of magnitude faster than the conventional routine. The workflow (we call it "Metamodel") is based on a projection of the system dynamics into a latent variable space, using Variational Autoencoder model, where Recurrent Neural Network predicts the dynamics. We show that being trained on multiple results of the conventional reservoir modelling, the Metamodel does not compromise the accuracy of the reservoir dynamics reconstruction in a significant way. It allows forecasting not only the flow rates from the wells, but also the dynamics of pressure and fluid saturations within the reservoir. The results open a new perspective in the optimization of oilfield development as the scenario screening could be accelerated sufficiently.