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Adjoint-aided inference of Gaussian process driven differential equations

NeurIPS 2022 · Probabilistic and scientific modeling › Differential equations and PDEs · approach: Probabilistic inference for ODEs and SDEs · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use adjoint-aided inference instead of a Gaussian process baselineRound Hill II concentration prediction · Round Hill II, 30s measurementsMSE: 21385 -> 14444Helped
Use adjoint-aided inference instead of a Gaussian process baselineRound Hill II concentration prediction · Round Hill II, 180s measurementsMSE: 12968 -> 6628Helped
Use adjoint-aided inference instead of a Gaussian process baselineRound Hill II concentration prediction · Round Hill II, 600s measurementsMSE: 8490 -> 4503Helped
Increase the number of sensors (ablation)Adjoint-aided inference · Advection-diffusion PDE, held-out dataMSE: Table 2: 1 sensor, 10 features: 3.42 (2.82,4.39); 16 sensors, 10 features: 1.73 (1.23,3.28)Helped
Increase RFF features from 10 to 500 (ablation)Adjoint-aided inference · Advection-diffusion PDE, held-out data (25 sensors)MSE: 1.35 (1.19,3.09) -> 1.05 (0.89,1.45)Helped
Use only 10 RFF features rather than 100 (ablation)Adjoint-aided inference · ODE forcing inferencePosterior fidelityHurt
Increase observations and features for shorter GP length-scales (ablation)Adjoint-aided inference · Advection-diffusion PDE, source inference, length-scale l=2MSE: 0.68 -> 0.07Helped
Increase observations and features for shorter GP length-scales (ablation)Adjoint-aided inference · Advection-diffusion PDE, source inference, length-scale l=1MSE: 1.85 for scenario 1; 2.55 for scenario 2Mixed
Use adjoint-aided inference rather than MCMCPDE forcing posterior estimation · Advection-diffusion PDEForward model solves: 10,000s -> 75Helped
Use adjoint method rather than Green's function inferenceODE source inference · ODEMSE: 0.0860 -> 0.079Helped
Increase Green's function RFF features from 20 to 500 (ablation)Green's function method · ODE source inferenceMSE: 0.099 -> 0.0856Helped

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