There is much interest in building ultra-fast samplers that map a density that is easy to sample from, typically, an n-dimensional normal to a desired n-dimensional density. One way to compute this mapping is to solve the reverse-time diffusion equation [1], which is an integro-differential equation. In Ref. [2], the integral in this equation is approximated using Monte Carlo integration where the integrand is averaged over N (~5K – 10K) points sampled from the desired distribution. Solving this equation is relatively slow, therefore, typically a neural network is trained to model the mapping from the normal to the desired density using training data generated by repeatedly solving the differential equation.
In this project, an alternative approach is investigated: modeling the solution to the differential equation using a physics-informed neural network (PINN) [3]. There is a large upfront cost in training the PINN, but this is subsequently amortized over the fast sampling using the PINN. Various neural network architectures for the PINN will be investigated.
Total project length: 175/350 hours.
Advanced
Cheng Lu†, Yuhao Zhou†, Fan Bao†, Jianfei Chen†, Chongxuan Li‡, Jun Zhu, DPM-Solver: A Fast ODE Solver for Diffusion Probabilistic Model Sampling in Around 10 Steps, arXiv:2206.00927v3, 13 Oct 2022.
Yanfang Lui, Minglei Yang, Zezhong Zhang, Feng Bao, Yanzhao Cao, and Guannan Zhang, Diffusion-Model-Assisted Supervised Learning of Generative Models for Density Estimation, arXiv:2310.14458v1, 22 Oct 2023.
S. Cuomo et al., Scientific Machine Learning through Physics-Informed Neural Networks: Where we are and What’s next, https://doi.org/10.48550/arXiv.2201.05624.
https://calochallenge.github.io/homepage/
https://en.wikipedia.org/wiki/Harmonic_oscillator
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