arXiv Machine Learning

Active Learning with Bayesian Multi-Fidelity Laplace Neural Operators for Oscillatory Parametric PDEs

arXiv Machine Learning
Sep 4

Active learning for data-driven reduced models of parametric differential systems with Bayesian operator inference

The paper presents an active learning framework that enhances data-driven reduced-order models (ROMs) for parametric dynamical systems by intelligently selecting training parameters. Using a Bayesian linear regression version of operator inference, the method quantifies prediction uncertainty to guide sequential adaptive sampling, aiming to improve ROM stability and accuracy across the parameter domain. Numerical experiments on nonlinear PDE systems show that this adaptive strategy outperforms random sampling under the same computational budget.

By Shane A. McQuarrie, Mengwu Guo, Anirban Chaudhuri
arXiv Machine Learning
Oct 9

Exploiting Gradients in Bayesian Inference of Expensive Simulators

The paper explores how to use gradients of simulator outputs with respect to input parameters to improve Bayesian inference for expensive simulators. By incorporating gradient information into Gaussian process surrogate models, the authors show that Bayesian optimization can converge faster under a limited simulation budget. They find that reverse‑mode differentiation yields efficiency gains, while forward‑mode does not offset its computational cost, especially when the number of parameters exceeds the output dimensionality.

By \v{S}imon Sold\'at, V\'aclav \v{S}m\'idl
arXiv AI
Oct 9

Scalable AI Uncertainty Quantification via Generalized Laplace Active Subspaces

The paper introduces a scalable method for uncertainty quantification in neural networks by applying a low‑rank generalized Laplace approximation within a data‑informed active subspace. It constructs a local Gaussian posterior around pretrained weights, calibrates the prior variance via empirical Bayes, and compares two posterior scalings: standard Bayesian and mean‑loss scaling. The study finds that mean‑loss scaling yields a more stable, lower‑dimensional subspace and produces calibrated, coherent predictive confidence intervals, whereas standard scaling can cause posterior variance contraction and degrade predictive coherence.

By Wouter N. Edeling, Peter V. Coveney
arXiv AI
Jul 20

Energy-based Transport for Amortized Bayesian Inference

arXiv:2605. 15407v3 Announce Type: replace-cross Abstract: We consider amortized Bayesian inference for nonlinear inverse problems using only samples from the joint distribution of parameters and observations, including problems with unknown functions in a Banach space.

By Ricardo Baptista, Hojjat Kaveh, Andrew M. Stuart