More Like this

1. Domain-driven models yield better predictions at lower cost than reservoir computers in Lorenz systems

   https://doi.org/10.1098/rsta.2020.0246  

   Pyle, Ryan ; Jovanovic, Nikola ; Subramanian, Devika ; Palem, Krishna V. ; Patel, Ankit B. ( April 2021 , Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences)

   null (Ed.)

   Recent advances in computing algorithms and hardware have rekindled interest in developing high-accuracy, low-cost surrogate models for simulating physical systems. The idea is to replace expensive numerical integration of complex coupled partial differential equations at fine time scales performed on supercomputers, with machine-learned surrogates that efficiently and accurately forecast future system states using data sampled from the underlying system. One particularly popular technique being explored within the weather and climate modelling community is the echo state network (ESN), an attractive alternative to other well-known deep learning architectures. Using the classical Lorenz 63 system, and the three tier multi-scale Lorenz 96 system (Thornes T, Duben P, Palmer T. 2017 Q. J. R. Meteorol. Soc. 143 , 897–908. ( doi:10.1002/qj.2974 )) as benchmarks, we realize that previously studied state-of-the-art ESNs operate in two distinct regimes, corresponding to low and high spectral radius (LSR/HSR) for the sparse, randomly generated, reservoir recurrence matrix. Using knowledge of the mathematical structure of the Lorenz systems along with systematic ablation and hyperparameter sensitivity analyses, we show that state-of-the-art LSR-ESNs reduce to a polynomial regression model which we call Domain-Driven Regularized Regression (D2R2). Interestingly, D2R2 is a generalization of the well-known SINDy algorithm (Brunton SL, Proctor JL, Kutz JN. 2016 Proc. Natl Acad. Sci. USA 113 , 3932–3937. ( doi:10.1073/pnas.1517384113 )). We also show experimentally that LSR-ESNs (Chattopadhyay A, Hassanzadeh P, Subramanian D. 2019 ( http://arxiv.org/abs/1906.08829 )) outperform HSR ESNs (Pathak J, Hunt B, Girvan M, Lu Z, Ott E. 2018 Phys. Rev. Lett. 120 , 024102. ( doi:10.1103/PhysRevLett.120.024102 )) while D2R2 dominates both approaches. A significant goal in constructing surrogates is to cope with barriers to scaling in weather prediction and simulation of dynamical systems that are imposed by time and energy consumption in supercomputers. Inexact computing has emerged as a novel approach to helping with scaling. In this paper, we evaluate the performance of three models (LSR-ESN, HSR-ESN and D2R2) by varying the precision or word size of the computation as our inexactness-controlling parameter. For precisions of 64, 32 and 16 bits, we show that, surprisingly, the least expensive D2R2 method yields the most robust results and the greatest savings compared to ESNs. Specifically, D2R2 achieves 68 × in computational savings, with an additional 2 × if precision reductions are also employed, outperforming ESN variants by a large margin. This article is part of the theme issue ‘Machine learning for weather and climate modelling’. 

   more » « less
2. Deep Learning Approaches to Surrogates for Solving the Diffusion Equation for Mechanistic Real-World Simulations

   https://doi.org/10.3389/fphys.2021.667828  

   Toledo-Marín, J. Quetzalcóatl ; Fox, Geoffrey ; Sluka, James P. ; Glazier, James A. ( June 2021 , Frontiers in Physiology)

   In many mechanistic medical, biological, physical, and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs), especially for diffusion, fluid flow and mechanical relaxation, can make simulations impractically slow. Biological models of tissues and organs often require the simultaneous calculation of the spatial variation of concentration of dozens of diffusing chemical species. One clinical example where rapid calculation of a diffusing field is of use is the estimation of oxygen gradients in the retina, based on imaging of the retinal vasculature, to guide surgical interventions in diabetic retinopathy. Furthermore, the ability to predict blood perfusion and oxygenation may one day guide clinical interventions in diverse settings, i.e., from stent placement in treating heart disease to BOLD fMRI interpretation in evaluating cognitive function (Xie et al., 2019 ; Lee et al., 2020 ). Since the quasi-steady-state solutions required for fast-diffusing chemical species like oxygen are particularly computationally costly, we consider the use of a neural network to provide an approximate solution to the steady-state diffusion equation. Machine learning surrogates, neural networks trained to provide approximate solutions to such complicated numerical problems, can often provide speed-ups of several orders of magnitude compared to direct calculation. Surrogates of PDEs could enable use of larger and more detailed models than are possible with direct calculation and can make including such simulations in real-time or near-real time workflows practical. Creating a surrogate requires running the direct calculation tens of thousands of times to generate training data and then training the neural network, both of which are computationally expensive. Often the practical applications of such models require thousands to millions of replica simulations, for example for parameter identification and uncertainty quantification, each of which gains speed from surrogate use and rapidly recovers the up-front costs of surrogate generation. We use a Convolutional Neural Network to approximate the stationary solution to the diffusion equation in the case of two equal-diameter, circular, constant-value sources located at random positions in a two-dimensional square domain with absorbing boundary conditions. Such a configuration caricatures the chemical concentration field of a fast-diffusing species like oxygen in a tissue with two parallel blood vessels in a cross section perpendicular to the two blood vessels. To improve convergence during training, we apply a training approach that uses roll-back to reject stochastic changes to the network that increase the loss function. The trained neural network approximation is about 1000 times faster than the direct calculation for individual replicas. Because different applications will have different criteria for acceptable approximation accuracy, we discuss a variety of loss functions and accuracy estimators that can help select the best network for a particular application. We briefly discuss some of the issues we encountered with overfitting, mismapping of the field values and the geometrical conditions that lead to large absolute and relative errors in the approximate solution. 

   more » « less
3. Issues in the Reproducibility of Deep Learning Results

   https://doi.org/10.1109/SPMB47826.2019.9037840  

   Jean-Paul, S. ; Elseify, T. ; Obeid, I. ; Picone, J. ( December 2019 , IEEE Signal Processing in Medicine and Biology Symposium (SPMB))

   Obeid, I. ; Selesnik, I. ; Picone, J. (Ed.)

   The Neuronix high-performance computing cluster allows us to conduct extensive machine learning experiments on big data [1]. This heterogeneous cluster uses innovative scheduling technology, Slurm [2], that manages a network of CPUs and graphics processing units (GPUs). The GPU farm consists of a variety of processors ranging from low-end consumer grade devices such as the Nvidia GTX 970 to higher-end devices such as the GeForce RTX 2080. These GPUs are essential to our research since they allow extremely compute-intensive deep learning tasks to be executed on massive data resources such as the TUH EEG Corpus [2]. We use TensorFlow [3] as the core machine learning library for our deep learning systems, and routinely employ multiple GPUs to accelerate the training process. Reproducible results are essential to machine learning research. Reproducibility in this context means the ability to replicate an existing experiment – performance metrics such as error rates should be identical and floating-point calculations should match closely. Three examples of ways we typically expect an experiment to be replicable are: (1) The same job run on the same processor should produce the same results each time it is run. (2) A job run on a CPU and GPU should produce identical results. (3) A job should produce comparable results if the data is presented in a different order. System optimization requires an ability to directly compare error rates for algorithms evaluated under comparable operating conditions. However, it is a difficult task to exactly reproduce the results for large, complex deep learning systems that often require more than a trillion calculations per experiment [5]. This is a fairly well-known issue and one we will explore in this poster. Researchers must be able to replicate results on a specific data set to establish the integrity of an implementation. They can then use that implementation as a baseline for comparison purposes. A lack of reproducibility makes it very difficult to debug algorithms and validate changes to the system. Equally important, since many results in deep learning research are dependent on the order in which the system is exposed to the data, the specific processors used, and even the order in which those processors are accessed, it becomes a challenging problem to compare two algorithms since each system must be individually optimized for a specific data set or processor. This is extremely time-consuming for algorithm research in which a single run often taxes a computing environment to its limits. Well-known techniques such as cross-validation [5,6] can be used to mitigate these effects, but this is also computationally expensive. These issues are further compounded by the fact that most deep learning algorithms are susceptible to the way computational noise propagates through the system. GPUs are particularly notorious for this because, in a clustered environment, it becomes more difficult to control which processors are used at various points in time. Another equally frustrating issue is that upgrades to the deep learning package, such as the transition from TensorFlow v1.9 to v1.13, can also result in large fluctuations in error rates when re-running the same experiment. Since TensorFlow is constantly updating functions to support GPU use, maintaining an historical archive of experimental results that can be used to calibrate algorithm research is quite a challenge. This makes it very difficult to optimize the system or select the best configurations. The overall impact of all of these issues described above is significant as error rates can fluctuate by as much as 25% due to these types of computational issues. Cross-validation is one technique used to mitigate this, but that is expensive since you need to do multiple runs over the data, which further taxes a computing infrastructure already running at max capacity. GPUs are preferred when training a large network since these systems train at least two orders of magnitude faster than CPUs [7]. Large-scale experiments are simply not feasible without using GPUs. However, there is a tradeoff to gain this performance. Since all our GPUs use the NVIDIA CUDA® Deep Neural Network library (cuDNN) [8], a GPU-accelerated library of primitives for deep neural networks, it adds an element of randomness into the experiment. When a GPU is used to train a network in TensorFlow, it automatically searches for a cuDNN implementation. NVIDIA’s cuDNN implementation provides algorithms that increase the performance and help the model train quicker, but they are non-deterministic algorithms [9,10]. Since our networks have many complex layers, there is no easy way to avoid this randomness. Instead of comparing each epoch, we compare the average performance of the experiment because it gives us a hint of how our model is performing per experiment, and if the changes we make are efficient. In this poster, we will discuss a variety of issues related to reproducibility and introduce ways we mitigate these effects. For example, TensorFlow uses a random number generator (RNG) which is not seeded by default. TensorFlow determines the initialization point and how certain functions execute using the RNG. The solution for this is seeding all the necessary components before training the model. This forces TensorFlow to use the same initialization point and sets how certain layers work (e.g., dropout layers). However, seeding all the RNGs will not guarantee a controlled experiment. Other variables can affect the outcome of the experiment such as training using GPUs, allowing multi-threading on CPUs, using certain layers, etc. To mitigate our problems with reproducibility, we first make sure that the data is processed in the same order during training. Therefore, we save the data from the last experiment and to make sure the newer experiment follows the same order. If we allow the data to be shuffled, it can affect the performance due to how the model was exposed to the data. We also specify the float data type to be 32-bit since Python defaults to 64-bit. We try to avoid using 64-bit precision because the numbers produced by a GPU can vary significantly depending on the GPU architecture [11-13]. Controlling precision somewhat reduces differences due to computational noise even though technically it increases the amount of computational noise. We are currently developing more advanced techniques for preserving the efficiency of our training process while also maintaining the ability to reproduce models. In our poster presentation we will demonstrate these issues using some novel visualization tools, present several examples of the extent to which these issues influence research results on electroencephalography (EEG) and digital pathology experiments and introduce new ways to manage such computational issues. 

   more » « less
4. Learning Controllable Adaptive Simulation for Multi-resolution Physics

   Wu, Tailin ; Maruyama, Takashi ; Zhao, Qingqing ; Wetzstein, Gordon ; Leskovec, Jure ( May 2023 , International Conference on Learning Representations (ICLR))

   Simulating the time evolution of physical systems is pivotal in many scientific and engineering problems. An open challenge in simulating such systems is their multi-resolution dynamics: a small fraction of the system is extremely dynamic, and requires very fine-grained resolution, while a majority of the system is changing slowly and can be modeled by coarser spatial scales. Typical learning-based surrogate models use a uniform spatial scale, which needs to resolve to the finest required scale and can waste a huge compute to achieve required accuracy. We introduced Learning controllable Adaptive simulation for Multiresolution Physics (LAMP) as the first full deep learning-based surrogate model that jointly learns the evolution model and optimizes appropriate spatial resolutions that devote more compute to the highly dynamic regions. LAMP consists of a Graph Neural Network (GNN) for learning the forward evolution, and a GNNbased actor-critic for learning the policy of spatial refinement and coarsening. We introduced learning techniques that optimize LAMP with weighted sum of error and computational cost as objective, allowing LAMP to adapt to varying relative importance of error vs. computation tradeoff at inference time. We evaluated our method in a 1D benchmark of nonlinear PDEs and a challenging 2D mesh-based simulation. We demonstrated that our LAMP outperforms state-of-the-art deep learning surrogate models, and can adaptively trade-off computation to improve long-term prediction error: it achieves an average of 33.7% error reduction for 1D nonlinear PDEs, and outperforms MeshGraphNets + classical Adaptive Mesh Refinement (AMR) in 2D mesh-based simulations. 

   more » « less
5. Learning to Accelerate Partial Differential Equations via Latent Global Evolution

   Wu, Tailin ; Maruyama, Takashi ; Leskovec, Jure ( January 2022 , Advances in neural information processing systems)

   Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems. However, both classical solvers and recent deep learning-based surrogate models are typically extremely computationally intensive, because of their local evolution: they need to update the state of each discretized cell at each time step during inference. Here we develop Latent Evolution of PDEs (LE-PDE), a simple, fast and scalable method to accelerate the simulation and inverse optimization of PDEs. LE-PDE learns a compact, global representation of the system and efficiently evolves it fully in the latent space with learned latent evolution models. LE-PDE achieves speedup by having a much smaller latent dimension to update during long rollout as compared to updating in the input space. We introduce new learning objectives to effectively learn such latent dynamics to ensure long-term stability. We further introduce techniques for speeding-up inverse optimization of boundary conditions for PDEs via backpropagation through time in latent space, and an annealing technique to address the non-differentiability and sparse interaction of boundary conditions. We test our method in a 1D benchmark of nonlinear PDEs, 2D Navier-Stokes flows into turbulent phase and an inverse optimization of boundary conditions in 2D Navier-Stokes flow. Compared to state-of-the-art deep learning-based surrogate models and other strong baselines, we demonstrate up to 128x reduction in the dimensions to update, and up to 15x improvement in speed, while achieving competitive accuracy. 

   more » « less