Uncovering and Fixing Collider Bias in Bayesian PINNs
Organizations: TU Graz
Abstract
Bayesian physics-informed neural networks (B-PINNs) are a popular framework for parameter and state inference from sparse or noisy observations. They are commonly formulated via a collider structure, in which physical and trajectory parameters are assumed to be a priori independent and become coupled through virtual likelihoods on differential-equation residuals that enforce physical consistency. We show that this modeling choice can induce severe systematic bias in the posterior over physical parameters: even when the prior is favorably centered on the ground-truth parameters, the resulting posterior can drift away and concentrate far from them. As a remedy, we advocate a hierarchical chain model in which physics generates trajectories, which in turn generate observations. The chain model does not suffer from this posterior bias, but it poses a harder, so-called doubly intractable, inference problem due to a physics-dependent normalization constant. This challenge can be resolved by discretizing the underlying stochastic dynamics, after which the chain posterior can be sampled exactly with particle MCMC. We identify two distinct mechanisms characterizing the collider bias, derive analytical approximations of their magnitudes, and establish diagnostic criteria for predicting when standard B-PINNs remain reliable. Experiments confirm the predicted bias and show that the chain formulation successfully avoids it.
Figures & tables
| Oscillator | Double Pendulum | Relativistic Particle | ||||
| Model (latent) | ||||||
| Acceleration residuals ( ): metric bias inactive | ||||||
| Chain (state space) | 0.99 | 0.99 | 0.89 | |||
| Collider (state space) | 0.99 | 0.99 | 0.89 | |||
| Chain (Fourier MLP) | 1.00 | — | — | — | — | |
| Collider B-PINN (Fourier MLP) | 0.61 | 0.94 | 1.78 | |||
Appendix figures & tables10 assets
Supplementary material from the paper’s appendix.
Appendix
| Mechanism | Physical Origin | Scaling | Null Condition |
|---|---|---|---|
| Residual Metric | State-space map depends on | or | invariant to |
| Dissipation | Phase-space volume contraction | Markovian latent, or invariant to |
| Oscillator | Double pendulum | Relativistic particle | |
| ground truth | |||
| residual scale (fixed) | |||
| horizon | |||
| observations | |||
| observation noise | rad | ||
| Euler–Maruyama steps |
| residual | leg | (1.00) | (1.20) | (4.00) | (1.20) | (4.00) |
|---|---|---|---|---|---|---|
| force residual | Chain (state space) | |||||
| Collider (state space) | ||||||
| Collider (B-PINN) | ||||||
| acceleration residual | Chain (state space) | |||||
| Collider (state space) | ||||||
| Collider (B-PINN) |
| residual | leg | (1.00) | (0.500) | (1.00) | (0.800) | (1.50) | (0.500) |
|---|---|---|---|---|---|---|---|
| force residual | Chain (state space) | ||||||
| Collider (state space) | |||||||
| Collider (B-PINN) | |||||||
| acceleration residual | Chain (state space) | ||||||
| Collider (state space) | |||||||
| Collider (B-PINN) |
| residual | leg | (1.00) | (1.00) | (1.00) | (1.00) |
|---|---|---|---|---|---|
| force residual | Chain (state space) | ||||
| Collider (state space) | |||||
| Collider (B-PINN) | |||||
| acceleration residual | Chain (state space) | ||||
| Collider (state space) | |||||
| Collider (B-PINN) |
| Model (latent) | displ. | sd | cov. | displ. | sd | cov. |
|---|---|---|---|---|---|---|
| Sampled posteriors, ten datasets | ||||||
| Chain (state space) | ||||||
| Collider B-PINN (MLP) | ||||||
| Exact posteriors on a linear surrogate, ten datasets | ||||||
| Chain (state space) | ||||||
| Chain (state space) | Chain (linear surrogate) | Collider (linear surrogate) | |||||
| data | model | displ. | cov. | displ. | cov. | displ. | cov. |
| Configuration | Active terms | Direction | Collider | Chain (MLP) | Removed |
|---|---|---|---|---|---|
| force residuals | metric, dissipation | ||||
| acceleration residuals | dissipation |
| System | Method | Runs | Location | ESS | Width | Cost | |
|---|---|---|---|---|---|---|---|
| Oscillator | PF + PMMH (ours) | ||||||
| force residuals | NSVI | – | — | — | – | — | |
| NPSGLD | – | – | – | – | – | ||
| Oscillator | PF + PMMH (ours) | ||||||
| accel. residuals | NSVI | — | — | – | — | ||
| NPSGLD | – | – | – | – | – |