Ensemble Kalman filter for neural network based one-shot inversion

We study the use of novel techniques arising in machine learning for inverse problems. Our approach replaces the complex forward model by a neural network, which is trained simultaneously in a one-shot sense when estimating the unknown parameters from data, i.e. the neural network is trained only for the unknown parameter. By establishing a link to the Bayesian approach to inverse problems, an algorithmic framework is developed which ensures the feasibility of the parameter estimate w.r. to the forward model. We propose an efficient, derivative-free optimization method based on variants of the ensemble Kalman inversion. Numerical experiments show that the ensemble Kalman filter for neural network based one-shot inversion is a promising direction combining optimization and machine learning techniques for inverse problems

ChebNet: Efficient and Stable Constructions of Deep Neural Networks with Rectified Power Units using Chebyshev Approximations

In a recent paper [B. Li, S. Tang and H. Yu, arXiv:1903.05858], it was shown that deep neural networks built with rectified power units (RePU) can give better approximation for sufficient smooth functions than those with rectified linear units, by converting polynomial approximation given in power series into deep neural networks with optimal complexity and no approximation error. However, in practice, power series are not easy to compute. In this paper, we propose a new and more stable way to construct deep RePU neural networks based on Chebyshev polynomial approximations. By using a hierarchical structure of Chebyshev polynomial approximation in frequency domain, we build efficient and stable deep neural network constructions. In theory, ChebNets and the deep RePU nets based on Power series have the same upper error bounds for general function approximations. But numerically, ChebNets are much more stable. Numerical results show that the constructed ChebNets can be further trained and obtain much better results than those obtained by training deep RePU nets constructed basing on power series.Comment: 18 pages, 6 figures, 2 table

Model Reduction and Neural Networks for Parametric PDEs

We develop a general framework for data-driven approximation of input-output maps between infinite-dimensional spaces. The proposed approach is motivated by the recent successes of neural networks and deep learning, in combination with ideas from model reduction. This combination results in a neural network approximation which, in principle, is defined on infinite-dimensional spaces and, in practice, is robust to the dimension of finite-dimensional approximations of these spaces required for computation. For a class of input-output maps, and suitably chosen probability measures on the inputs, we prove convergence of the proposed approximation methodology. Numerically we demonstrate the effectiveness of the method on a class of parametric elliptic PDE problems, showing convergence and robustness of the approximation scheme with respect to the size of the discretization, and compare our method with existing algorithms from the literature