Machine Learning For Elliptic PDEs: Fast Rate Generalization Bound, Neural Scaling Law and Minimax OptimalityDownload PDF

29 Sept 2021, 00:30 (edited 01 Feb 2022)ICLR 2022 PosterReaders: Everyone
  • Keywords: Numerical PDE, non-parametric statistics, computational physics
  • Abstract: In this paper, we study the statistical limits of deep learning techniques for solving elliptic partial differential equations (PDEs) from random samples using the Deep Ritz Method (DRM) and Physics-Informed Neural Networks (PINNs). To simplify the problem, we focus on a prototype elliptic PDE: the Schr\"odinger equation on a hypercube with zero Dirichlet boundary condition, which has wide application in the quantum-mechanical systems. We establish upper and lower bounds for both methods, which improves upon concurrently developed upper bounds for this problem via a fast rate generalization bound. We discover that the current Deep Ritz Methods is sub-optimal and propose a modified version of it. We also prove that PINN and the modified version of DRM can achieve minimax optimal bounds over Sobolev spaces. Empirically, following recent work which has shown that the deep model accuracy will improve with growing training sets according to a power law, we supply computational experiments to show a similar behavior of dimension dependent power law for deep PDE solvers.
  • One-sentence Summary: We provided min-max optimal convergence bound for machine learning based PDE solvers and numerically verified the scaling law.
10 Replies

Loading