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Mechanistic Neural Networks for Scientific Machine Learning

ICML 2024 · Probabilistic and scientific modeling › Differential equations and PDEs · approach: Neural ODE training and analysis · 1 citations (OpenAlex)

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Proposes Mechanistic Neural Networks, which embed learnable ODE representations (Mechanistic Blocks) solved by a GPU-parallel relaxed linear-programming solver (NeuRLP), and applies them to equation discovery, PDE solving, N-body, parameter discovery and time series.

Problem

Scientific machine learning needs models that explicitly learn governing differential equations from data while remaining efficient to train, whereas sequential ODE solvers and symbolic regression (SINDy) are slow for batched training or restricted to linear combinations of basis functions.

Approach

A mechanistic encoder outputs coefficients of a family of ODEs per input, which are solved in a single differentiable layer by NeuRLP: a linear-program formulation of ODE solving, relaxed to an equality-constrained quadratic program solved via a batched KKT system on GPU, with learnable step sizes and initial conditions.</120>

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Mechanistic NN instead of FNO2d Darcy Flow modeling · 2d Darcy FlowRMSE: 0.0070 -> 0.0065Helped
Use NeuRLP (QP) instead of RK4Noisy sinusoidal wave fitting · Noisy sinusoidal waves, 1000 stepsMSE loss: 589 -> 292Helped
Use NeuRLP (QP) instead of RK4Noisy sinusoidal wave fitting · Noisy sinusoidal waves, 1000 stepstime (seconds): 666.69 -> 3.68Helped
Use NeuRLP instead of the torchdiffeq RK4 adjoint solverLong and noisy sinusoidal fitting · 1000 stepstime (speed): about 200x fasterHelped
Use Mechanistic NN instead of Neural ODEN-body prediction · Solar system ephemeridesevaluation loss: at least a factor of 10Helped
Use Mechanistic NN instead of second-order Neural ODEAirplane vibration forecasting · Aircraft shaker accelerationstraining error: two times lower training errorHelped

Surprising findings

Limitations

Experimental setup

Datasets: Lorenz system trajectories 1-d KdV equation 2-d Darcy Flow JPL Horizons planetary ephemerides aircraft vibration benchmark nested spheres synthetic two-body problem

Benchmarks: Lorenz system discovery KdV 1-d PDE 2-d Darcy Flow JPL Horizons N-body ephemerides aircraft vibration nested spheres scipy odeint linear ODE validation

Metrics: MSE relative MSE RMSE evaluation loss cosine similarity of forces computation time

Baselines: SINDy Neural ODE Second-order Neural ODE Augmented Neural ODE FNO Lie-group augmented ResNet RK4 (torchdiffeq)

Builds on: Neural ODE SINDy Fourier Neural Operator differentiable optimization (OptNet)

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