Universal Functional Regression with Neural Operator Flows

Yaozhong Shi, Angela F Gao, Zachary E Ross, Kamyar Azizzadenesheli

Abstract: Regression on function spaces is typically limited to models with Gaussian process priors. We introduce the notion of universal functional regression, in which we aim to learn a prior distribution over non-Gaussian function spaces that remains mathematically tractable for functional regression. To do this, we develop Neural Operator Flows (OpFlow), an infinite-dimensional extension of normalizing flows. OpFlow is an invertible operator that maps the (potentially unknown) data function space into a Gaussian process, allowing for exact likelihood estimation of functional point evaluations. OpFlow enables robust and accurate uncertainty quantification via drawing posterior samples of the Gaussian process and subsequently mapping them into the data function space. We empirically study the performance of OpFlow on regression and generation tasks with data generated from Gaussian processes with known posterior forms and non-Gaussian processes, as well as real-world earthquake seismograms with an unknown closed-form distribution.

Submission Length: Regular submission (no more than 12 pages of main content)

Code: https://github.com/yzshi5/OpFlow

Assigned Action Editor: ~Mauricio_A_Álvarez1

Submission Number: 2459