mlsanityData to 7 Oct 2026

Bi-fidelity Variational Auto-encoder for Uncertainty Quantification

arXiv 2305.16530 ↗First posted 25 May 2023stat.ML cs.LG cs.NAcited by 8

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Abstract (arXiv)

Quantifying the uncertainty of quantities of interest (QoIs) from physical systems is a primary objective in model validation. However, achieving this goal entails balancing the need for computational efficiency with the requirement for numerical accuracy. To address this trade-off, we propose a novel bi-fidelity formulation of variational auto-encoders (BF-VAE) designed to estimate the uncertainty associated with a QoI from low-fidelity (LF) and high-fidelity (HF) samples of the QoI. This model allows for the approximation of the statistics of the HF QoI by leveraging information derived from its LF counterpart. Specifically, we design a bi-fidelity auto-regressive model in the latent space that is integrated within the VAE's probabilistic encoder-decoder structure. An effective algorithm is proposed to maximize the variational lower bound of the HF log-likelihood in the presence of limited HF data, resulting in the synthesis of HF realizations with a reduced computational cost. Additionally, we introduce the concept of the bi-fidelity information bottleneck (BF-IB) to provide an information-theoretic interpretation of the proposed BF-VAE model. Our numerical results demonstrate that BF-VAE leads to considerably improved accuracy, as compared to a VAE trained using only HF data, when limited HF data is available.

Key facts. Cited by 8 papers in the map (data through 7 Oct 2026). Builds on 22 of its 62 references that are in the map. First posted on arXiv 25 May 2023.

Builds on

22 of 62 references.

References · 22

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10 more
  1. 2019Modeling the Dynamics of PDE Systems with Physics-Constrained Deep Auto-Regressive Networkscited by 127
  2. 2018Deep UQ: Learning deep neural network surrogate models for high dimensional uncertainty quantificationcited by 81
  3. 2020A fast and accurate physics-informed neural network reduced order model with shallow masked autoencodercited by 80
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  5. 2017Adversarial Generation of Natural Languagecited by 33
  6. 2020On transfer learning of neural networks using bi-fidelity data for uncertainty propagationcited by 26
  7. 2021Neural Network Training Using ℓ1-Regularization and Bi-fidelity Datacited by 16
  8. 2021VAE Approximation Error: ELBO and Exponential Familiescited by 12
  9. 2023Feature-adjacent multi-fidelity physics-informed machine learning for partial differential equationscited by 8
  10. 2022PCENet: High Dimensional Surrogate Modeling for Learning Uncertaintycited by 5

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Citing papers per year: 2024: 4; 2025: 4.

8 papers.