Abstract:The fundamental computational issues in Bayesian inverse problems (BIPs) governed by partial differential equations (PDEs) stem from the requirement of repeated forward model evaluations. A popular strategy to reduce such cost is to replace expensive model simulations by computationally efficient approximations using operator learning, motivated by recent progresses in deep learning. However, using the approximated model directly may introduce a modeling error, exacerbating the already ill-posedness of inverse problems. Thus, balancing between accuracy and efficiency is essential for the effective implementation of such approaches. To this end, we develop an adaptive operator learning framework that can reduce modeling error gradually by forcing the surrogate to be accurate in local areas. This is accomplished by fine-tuning the pre-trained approximate model during the inversion process with adaptive points selected by a greedy algorithm, which requires only a few forward model evaluations. To validate our approach, we adopt DeepOnet to construct the surrogate and use unscented Kalman inversion (UKI) to approximate the solution of BIPs, respectively. Furthermore, we present rigorous convergence guarantee in the linear case using the framework of UKI. We test the approach on several benchmarks, including the Darcy flow, the heat source inversion problem, and the reaction diffusion problems. Numerical results demonstrate that our method can significantly reduce computational costs while maintaining inversion accuracy.
Abstract:This is the second part of our series works on failure-informed adaptive sampling for physic-informed neural networks (FI-PINNs). In our previous work \cite{gao2022failure}, we have presented an adaptive sampling framework by using the failure probability as the posterior error indicator, where the truncated Gaussian model has been adopted for estimating the indicator. In this work, we present two novel extensions to FI-PINNs. The first extension consist in combining with a re-sampling technique, so that the new algorithm can maintain a constant training size. This is achieved through a cosine-annealing, which gradually transforms the sampling of collocation points from uniform to adaptive via training progress. The second extension is to present the subset simulation algorithm as the posterior model (instead of the truncated Gaussian model) for estimating the error indicator, which can more effectively estimate the failure probability and generate new effective training points in the failure region. We investigate the performance of the new approach using several challenging problems, and numerical experiments demonstrate a significant improvement over the original algorithm.
Abstract:Physics-informed neural networks (PINNs) have emerged as an effective technique for solving PDEs in a wide range of domains. It is noticed, however, the performance of PINNs can vary dramatically with different sampling procedures. For instance, a fixed set of (prior chosen) training points may fail to capture the effective solution region (especially for problems with singularities). To overcome this issue, we present in this work an adaptive strategy, termed the failure-informed PINNs (FI-PINNs), which is inspired by the viewpoint of reliability analysis. The key idea is to define an effective failure probability based on the residual, and then, with the aim of placing more samples in the failure region, the FI-PINNs employs a failure-informed enrichment technique to adaptively add new collocation points to the training set, such that the numerical accuracy is dramatically improved. In short, similar as adaptive finite element methods, the proposed FI-PINNs adopts the failure probability as the posterior error indicator to generate new training points. We prove rigorous error bounds of FI-PINNs and illustrate its performance through several problems.
Abstract:Motion planning is one of the key modules in autonomous driving systems to generate trajectories for self-driving vehicles to follow. A common motion planning approach is to generate trajectories within semantic safe corridors. The trajectories are generated by optimizing parametric curves (\textit{e.g.} Bezier curves) according to an objective function. To guarantee safety, the curves are required to satisfy the convex hull property, and be contained within the safety corridors. The convex hull property however does not necessary hold for time-dependent corridors, and depends on the shape of corridors. The existing approaches only support simple shape corridors, which is restrictive in real-world, complex scenarios. In this paper, we provide a sufficient condition for general convex, spatio-temporal corridors with theoretical proof of guaranteed convex hull property. The theorem allows for using more complicated shapes to generate spatio-temporal corridors and minimizing the uncovered search space to $O(\frac{1}{n^2})$ compared to $O(1)$ of trapezoidal corridors, which can improve the optimality of the solution. Simulation results show that using general convex corridors yields less harsh brakes, hence improving the overall smoothness of the resulting trajectories.