Generative Priors Conditioned on Natural Language for Bayesian Inversion in PDEs
Organizations: Department of Engineering University of Cambridge Cambridge, CB3 0FA, UK
Abstract
Inferring quantities of interest (QoI) from data is a central task in Science and Engineering. In such contexts, we often have access to both quantitative data and qualitative data. Quantitative data may be represented by noisy sensor measurements, simulation data, re-analysis data; qualitative data may be in the form of text descriptions of experimental setups, expected experiment outcomes, and human-perceived system behaviours. The task we address in this paper is the following. Given a training set of paired qualitative text and quantitative QoI data, we learn to exploit the inherent correlation between the two modalities to learn a highly informative data-driven natural-language-conditional Bayesian prior, such that when presented with a new physical system, we can coherently combine (i) the training dataset, (ii) qualitative text describing the new system, and (iii) a small number of noisy sensor readings from that new system, to perform inference and uncertainty quantification (UQ) over the QoI. To achieve this task, we develop two parallel approaches, one uses conditional diffusion and the other conditional autoencoders, and compare both against classical Bayesian methodology, unconditional generative models and deterministic supervised methods. Each approach has specific strengths and tradeoffs; conditional autoencoder offers theoretical tractability, allows for fast posterior sampling, and provides better-calibrated UQ, whereas conditional diffusion is explored for greater expressiveness and capturing complex posteriors with irregular QoI fields. The approach is tested on the steady-state heat equation, damped Helmholtz equation, and UK weather reanalysis data.
Figures & tables
| Cost | |||||||||||||||
| Model | NMSE | NMSE | Param(M) | Train(hr) | Pred(s) | ||||||||||
| GP | (14.8) | ( 5.5) | (13.8) | ( 7.5) | – | – | 0.0004 | ||||||||
| Uncon Supervised | – | – | – | – | 5.13 | 1.91 | 0.0003 | ||||||||
| Cond Supervised | – | – | – | – | 5.13 | 0.93 | 0.0003 | ||||||||
| Uncon AE | (22.4) | (12.0) | (17.8) | ( 8.5) | 9.48 | 3.63 | 28.51 | ||||||||
| Cond AE | (23.4) | ( 8.2) | (20.8) | ( 7.9) | 9.87 | 2.40 | 10.25 | ||||||||
| Cost | |||||||||||||||
| Model | NMSE | NMSE | Param(M) | Train(hr) | Pred(s) | ||||||||||
| GP | (23.0) | ( 7.4) | (23.1) | ( 7.7) | – | – | 0.005 | ||||||||
| Uncon Supervised | – | – | – | – | 8.22 | 13.64 | 0.002 | ||||||||
| Cond Supervised | – | – | – | – | 8.32 | 10.91 | 0.002 | ||||||||
| Uncon AE | (28.7) | (28.3) | (26.9) | (28.5) | 19.71 | 19.37 | 145.25 | ||||||||
| Cond AE | (13.6) | ( 5.5) | (11.8) | ( 5.4) | 20.66 | 15.91 | 43.90 | ||||||||
| Cost | |||||||||||||||
| Model | NMSE | NMSE | Params(M) | Train(hr) | Pred.(s) | ||||||||||
| GP | ( 8.5) | ( 5.0) | ( 8.1) | ( 4.6) | – | – | 0.002 | ||||||||
| Uncon Supervised | – | – | – | – | 8.23 | 22.34 | 0.002 | ||||||||
| Cond Supervised | – | – | – | – | 8.32 | 14.89 | 0.002 | ||||||||
| Uncon AE | ( 6.5) | ( 3.3) | ( 5.9) | ( 3.6) | 16.92 | 14.08 | 47.02 | ||||||||
| Cond AE | ( 5.6) | ( 3.5) | ( 6.6) | ( 4.5) | 17.71 | 15.73 | 47.08 | ||||||||
Appendix figures & tables34 assets
Supplementary material from the paper’s appendix.
Appendix
| Symbol | Description | Example |
| Quantity of Interest (QoI) | Heat distribution over the physical domain | |
| Human-perceivable quantity related to | The left boundary condition | |
| Qualitative data: description of | "the left boundary is hot" | |
| Euclidean description of | Text encoding of "the left boundary is hot" | |
| Quantitative data: incomplete/indirect measurements of | Sparse sensor measurements of heat on domain |
| Model NMSE CRPS NMSE CRPS NMSE CRPS GP (13.0) ( 5.0) (14.8) ( 5.5) (14.8) ( 6.4) Uncon Supervised – – – – – – – – – Cond Supervised – – – – – – – – – Uncon AE (26.5) (17.8) (22.4) (12.0) (19.3) ( 9.0) Cond AE (24.5) ( 8.6) (23.4) ( 8.2) (22.5) ( 8.4) Uncon Diffusion (22.5) (10.7) (25.2) (12.2) (27.0) (14.8) Cond Diffusion (26.4) (11.7) (25.2) (12.0) (24.3) (12.2) Uncon Diffusion (DPS) (21.4) (16.5) (35.8) (31.3) (41.1) (41.1) Cond Diffusion (DPS) (31.9) (25.2) (35.5) (29.2) (32.9) (28.6) |
| Model NMSE CRPS NMSE CRPS GP (13.8) ( 7.5) (13.5) ( 7.8) Uncon Supervised – – – – – – Cond Supervised – – – – – – Uncon AE (17.8) ( 8.5) (17.7) ( 8.3) Cond AE (20.8) ( 7.9) (21.3) ( 8.7) Uncon Diffusion (26.0) (14.3) (26.7) (15.4) Cond Diffusion (22.7) (11.2) (23.0) (11.1) Uncon Diffusion (DPS) (39.3) (40.1) (39.0) (41.1) Cond Diffusion (DPS) (31.9) (26.8) (31.3) (26.2) |
| Model NMSE | Median | Median | Median | Median | Median | ||||||||||
| Uncon AE | 50.64 | 158.02 | 287.87 | 1.31 | 5.20 | 23.29 | 0.58 | 1.60 | 4.65 | 0.41 | 0.83 | 2.19 | 0.29 | 0.69 | 1.46 |
| Cond AE | 2.02 | 5.96 | 17.10 | 0.52 | 1.59 | 5.45 | 0.30 | 0.72 | 2.12 | 0.18 | 0.50 | 1.12 | 0.16 | 0.38 | 0.91 |
| Uncon Diffusion | 60.89 | 159.12 | 312.58 | 0.73 | 2.99 | 26.18 | 0.27 | 0.72 | 2.46 | 0.15 | 0.40 | 1.06 | 0.14 | 0.27 | 0.75 |
| Cond Diffusion | 1.70 | 5.08 | 13.97 | 0.44 | 1.33 | 4.87 | 0.25 | 0.66 | 1.93 | 0.18 | 0.44 | 0.96 | 0.13 | 0.32 | 0.74 |
| Model | ||||||||||
| Uncon AE | ||||||||||
| Cond AE | ||||||||||
| Forcing magnitude | Damping | Radial position | |||
| Level | Range | Level | Range | Level | Range |
| faint | 1.00–2.15 | very light | 0.020–0.036 | centre | 0.00–0.25 |
| moderate | 2.15–4.64 | light | 0.036–0.063 | mid | 0.25–0.55 |
| strong | 4.64–10.0 | moderate | 0.063–0.113 | rim | 0.55–0.80 |
| heavy | 0.113–0.200 | ||||
| Model NMSE CRPS NMSE CRPS NMSE CRPS GP (23.0) ( 8.1) (23.0) ( 7.4) (23.0) ( 8.2) Uncon Supervised – – – – – – – – – Cond Supervised – – – – – – – – – Uncon AE (33.7) (35.9) (28.7) (28.3) (27.6) (28.4) Cond AE (18.6) (10.7) (13.6) ( 5.5) (12.5) ( 5.6) Uncon Diffusion (19.7) (10.5) (18.0) ( 6.7) (18.0) ( 7.0) Cond Diffusion (26.1) (21.2) (23.5) (15.3) (21.7) (15.9) Uncon Diffusion (DPS) (19.1) ( 9.7) (17.3) ( 8.0) (18.2) ( 8.7) Cond Diffusion (DPS) (28.3) (24.0) (26.8) (19.7) (24.9) (20.9) |
| Model NMSE CRPS NMSE CRPS GP (23.1) ( 7.7) (23.0) ( 7.6) Uncon Supervised – – – – – – Cond Supervised – – – – – – Uncon AE (26.9) (28.5) (26.8) (27.7) Cond AE (11.8) ( 5.4) (12.0) ( 5.7) Uncon Diffusion (19.1) ( 8.4) (17.6) ( 7.6) Cond Diffusion (20.7) (14.1) (20.3) (13.8) Uncon Diffusion (DPS) (18.8) (10.1) (18.3) (10.5) Cond Diffusion (DPS) (24.1) (20.3) (23.9) (19.3) |
| Model NMSE | Median | Median | Median | Median | Median | ||||||||||
| Uncon AE | 6.98 | 52.42 | 118.06 | 1.36 | 6.62 | 44.52 | 0.91 | 4.04 | 22.46 | 0.78 | 2.65 | 17.39 | 0.55 | 2.14 | 9.19 |
| Cond AE | 0.99 | 4.55 | 18.83 | 0.46 | 1.50 | 5.11 | 0.35 | 1.14 | 4.41 | 0.31 | 0.80 | 2.99 | 0.25 | 0.60 | 2.26 |
| Uncon Diffusion | 21.18 | 48.36 | 66.97 | 4.16 | 13.37 | 36.19 | 0.66 | 3.42 | 11.01 | 0.18 | 1.37 | 6.66 | 0.09 | 0.54 | 2.40 |
| Cond Diffusion | 1.78 | 7.79 | 29.61 | 0.62 | 2.10 | 6.79 | 0.34 | 0.94 | 4.86 | 0.21 | 0.70 | 2.91 | 0.12 | 0.48 | 2.39 |
| Temperature (°C) | Wind speed (m s -1 ) | ||
| Level | Range | Level | Range |
| freezing | calm | ||
| cold | – | light | – |
| chilly | – | moderate | – |
| cool | – | breezy | – |
| mild | – | strong | |
| Model | NMSE | CRPS | NMSE | CRPS | NMSE | CRPS | ||||||||||||||||||
| GP | ( 9.5) | ( 4.7) | ( 9.4) | ( 4.3) | ( 8.5) | ( 5.0) | ||||||||||||||||||
| Uncon Supervised | – | – | – | – | – | – | – | – | – | |||||||||||||||
| Cond Supervised | – | – | – | – | – | – | – | – | – | |||||||||||||||
| Uncon AE | ( 8.0) | ( 3.5) | ( 7.3) | ( 3.2) | ( 6.5) | ( 3.3) | ||||||||||||||||||
| Cond AE | ( 6.7) | ( 3.9) | ( 6.0) | ( 3.4) | ( 5.6) | ( 3.5) | ||||||||||||||||||
| Model NMSE | Median | Median | Median | Median | Median | Median | ||||||||||||
| Uncon AE | 2.52 | 4.74 | 13.58 | 1.79 | 3.27 | 11.32 | 1.71 | 2.75 | 8.53 | 1.54 | 2.49 | 7.45 | 1.43 | 2.36 | 7.25 | 1.41 | 2.43 | 6.23 |
| Cond AE | 2.04 | 3.56 | 9.45 | 1.66 | 3.21 | 8.57 | 1.46 | 2.63 | 7.49 | 1.40 | 2.32 | 7.40 | 1.34 | 2.36 | 7.29 | 1.32 | 2.31 | 6.11 |
| Uncon Diffusion | 2.49 | 4.39 | 11.91 | 1.74 | 3.29 | 9.42 | 1.43 | 2.50 | 7.09 | 1.31 | 2.32 | 6.20 | 1.18 | 2.19 | 5.88 | 1.13 | 2.06 | 5.77 |
| Cond Diffusion | 1.84 | 3.70 | 9.15 | 1.45 | 2.80 | 7.85 | 1.30 | 2.28 | 6.99 | 1.20 | 2.26 | 6.25 | 1.09 | 1.99 | 6.03 | 1.05 | 1.81 | 6.07 |
| Model | NMSE | ||
| Uncon Supervised | 5.95 5.31 | – | – |
| Cond Supervised | 5.11 4.36 | – | – |
| Uncon AE | 5.22 4.86 | 68.9 (4.6) | 94.0 (2.3) |
| Cond AE | 4.41 4.01 | 65.9 (5.6) | 92.3 (3.6) |
| Uncon Diffusion | 5.04 4.72 | 56.7 (11.6) | 86.3 (9.0) |
| Cond Diffusion | 4.20 3.70 | 57.2 (11.5) | 86.7 (8.5) |
Bayesian Inverse Problems
Bayesian inverse problems infer hidden signals or physical parameters from indirect, noisy measurements while quantifying uncertainty.
See all 118 papersEfficient Message Passing for Partial Differential Equation Priors
The Right Measure for Physics-Constrained Generation: A Co-Area Correction for Posterior-Consistent PDE Inverse Problems
satisfying the physics'' is not the same as sampling the posterior,'' and give a principled correction for uncertainty-aware scientific inference.