Conditional deep surrogate models for stochastic, high-dimensional, and multi-fidelity systems

Code

• github.com/PredictiveIntelligenceLab/CADGMs
  OfficialIn papertf★ 0
• github.com/ybyangpku/CADGMs
  tf★ 0

Abstract

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a statistical inference framework that enables the end-to-end training of surrogate models on paired input-output observations that may be stochastic in nature, originate from different information sources of variable fidelity, or be corrupted by complex noise processes. The resulting surrogates can accommodate high-dimensional inputs and outputs and are able to return predictions with quantified uncertainty. The effectiveness our approach is demonstrated through a series of canonical studies, including the regression of noisy data, multi-fidelity modeling of stochastic processes, and uncertainty propagation in high-dimensional dynamical systems.

Tasks

Reproductions