NeuralUQ: A Comprehensive Library for Uncertainty Quantification in Neural Differential Equations and Operators
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Publication:6154538
DOI10.1137/22M1518189arXiv2208.11866OpenAlexW4391652323WikidataQ128426742 ScholiaQ128426742MaRDI QIDQ6154538FDOQ6154538
Authors: Zongren Zou, Xuhui Meng, Apostolos F. Psaros, George Em Karniadakis 
Publication date: 15 February 2024
Published in: SIAM Review (Search for Journal in Brave)
Abstract: Uncertainty quantification (UQ) in machine learning is currently drawing increasing research interest, driven by the rapid deployment of deep neural networks across different fields, such as computer vision, natural language processing, and the need for reliable tools in risk-sensitive applications. Recently, various machine learning models have also been developed to tackle problems in the field of scientific computing with applications to computational science and engineering (CSE). Physics-informed neural networks and deep operator networks are two such models for solving partial differential equations and learning operator mappings, respectively. In this regard, a comprehensive study of UQ methods tailored specifically for scientific machine learning (SciML) models has been provided in [45]. Nevertheless, and despite their theoretical merit, implementations of these methods are not straightforward, especially in large-scale CSE applications, hindering their broad adoption in both research and industry settings. In this paper, we present an open-source Python library (https://github.com/Crunch-UQ4MI), termed NeuralUQ and accompanied by an educational tutorial, for employing UQ methods for SciML in a convenient and structured manner. The library, designed for both educational and research purposes, supports multiple modern UQ methods and SciML models. It is based on a succinct workflow and facilitates flexible employment and easy extensions by the users. We first present a tutorial of NeuralUQ and subsequently demonstrate its applicability and efficiency in four diverse examples, involving dynamical systems and high-dimensional parametric and time-dependent PDEs.
Full work available at URL: https://arxiv.org/abs/2208.11866
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Cited In (9)
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- Conformalized-DeepONet: a distribution-free framework for uncertainty quantification in deep operator networks
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