On the post-hoc Evaluation of PDE Discovery: A Multifaceted Challenge of Scientific Advancement

Partial differential equation (PDE) discovery aims to identify from data the governing law of a physical system. Constituting a cornerstone of scientific advancement, it has become during the past decade a major line of research in the rapidly evolving field of Physics-informed Machine Learning (PiML). Among the remaining open problems to address in this domain, the post-hoc evaluation of discovered PDEs raises the particular difficulty of being multifaceted. Indeed, it requires jointly considering predictive accuracy, physical consistency, interpretability, and out-of-distribution generalization capacity. Given that some of these properties are conflicting, it is worth noting that the wide range of existing evaluation metrics only partially address the overall problem, potentially leading to overly interpreted conclusions about the validity of a presumed new physical theory. From an abundant literature spanning machine learning, numerical analysis, information theory or symbolic regression, we propose, to our knowledge, the first taxonomy of PDE evaluation metrics, and discuss their advantages and limitations in depth. Based on the observation that evaluation is often achieved on a case-by-case basis and that a universally accepted methodology remains elusive, we further provide recommendations with the aim of promoting standardized and reliable practices, before sketching promising future lines of research in this field. We argue that this paper is intended both for ML experts who design new PDE discovery algorithms and for users of these methods aiming, in real applications, to discover and validate well-founded scientific laws.