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Jan 12

iPINNER: An Iterative Physics-Informed Neural Network with Ensemble Kalman Filter

Physics-informed neural networks (PINNs) have emerged as a powerful tool for solving forward and inverse problems involving partial differential equations (PDEs) by incorporating physical laws into the training process. However, the performance of PINNs is often hindered in real-world scenarios involving noisy observational data and missing physics, particularly in inverse problems. In this work, we propose an iterative multi-objective PINN ensemble Kalman filter (iPINNER) framework that improves the robustness and accuracy of PINNs in both forward and inverse problems by using the ensemble Kalman filter and the non-dominated sorting genetic algorithm III (NSGA-III). Specifically, NSGA-III is used as a multi-objective optimizer that can generate various ensemble members of PINNs along the optimal Pareto front, while accounting the model uncertainty in the solution space. These ensemble members are then utilized within the EnKF to assimilate noisy observational data. The EnKF's analysis is subsequently used to refine the data loss component for retraining the PINNs, thereby iteratively updating their parameters. The iterative procedure generates improved solutions to the PDEs. The proposed method is tested on two benchmark problems: the one-dimensional viscous Burgers equation and the time-fractional mixed diffusion-wave equation (TFMDWE). The numerical results show it outperforms standard PINNs in handling noisy data and missing physics.

  • 3 authors
·
May 31, 2025

Huge Ensembles Part I: Design of Ensemble Weather Forecasts using Spherical Fourier Neural Operators

Studying low-likelihood high-impact extreme weather events in a warming world is a significant and challenging task for current ensemble forecasting systems. While these systems presently use up to 100 members, larger ensembles could enrich the sampling of internal variability. They may capture the long tails associated with climate hazards better than traditional ensemble sizes. Due to computational constraints, it is infeasible to generate huge ensembles (comprised of 1,000-10,000 members) with traditional, physics-based numerical models. In this two-part paper, we replace traditional numerical simulations with machine learning (ML) to generate hindcasts of huge ensembles. In Part I, we construct an ensemble weather forecasting system based on Spherical Fourier Neural Operators (SFNO), and we discuss important design decisions for constructing such an ensemble. The ensemble represents model uncertainty through perturbed-parameter techniques, and it represents initial condition uncertainty through bred vectors, which sample the fastest growing modes of the forecast. Using the European Centre for Medium-Range Weather Forecasts Integrated Forecasting System (IFS) as a baseline, we develop an evaluation pipeline composed of mean, spectral, and extreme diagnostics. Using large-scale, distributed SFNOs with 1.1 billion learned parameters, we achieve calibrated probabilistic forecasts. As the trajectories of the individual members diverge, the ML ensemble mean spectra degrade with lead time, consistent with physical expectations. However, the individual ensemble members' spectra stay constant with lead time. Therefore, these members simulate realistic weather states, and the ML ensemble thus passes a crucial spectral test in the literature. The IFS and ML ensembles have similar Extreme Forecast Indices, and we show that the ML extreme weather forecasts are reliable and discriminating.

  • 16 authors
·
Aug 6, 2024

FuXi-ENS: A machine learning model for medium-range ensemble weather forecasting

Ensemble forecasting is crucial for improving weather predictions, especially for forecasts of extreme events. Constructing an ensemble prediction system (EPS) based on conventional NWP models is highly computationally expensive. ML models have emerged as valuable tools for deterministic weather forecasts, providing forecasts with significantly reduced computational requirements and even surpassing the forecast performance of traditional NWP models. However, challenges arise when applying ML models to ensemble forecasting. Recent ML models, such as GenCast and SEEDS model, rely on the ERA5 EDA or operational NWP ensemble members for forecast generation. Their spatial resolution is also considered too coarse for many applications. To overcome these limitations, we introduce FuXi-ENS, an advanced ML model designed to deliver 6-hourly global ensemble weather forecasts up to 15 days. This model runs at a significantly increased spatial resolution of 0.25\textdegree, incorporating 5 atmospheric variables at 13 pressure levels, along with 13 surface variables. By leveraging the inherent probabilistic nature of Variational AutoEncoder (VAE), FuXi-ENS optimizes a loss function that combines the CRPS and the KL divergence between the predicted and target distribution, facilitating the incorporation of flow-dependent perturbations in both initial conditions and forecast. This innovative approach makes FuXi-ENS an advancement over the traditional ones that use L1 loss combined with the KL loss in standard VAE models for ensemble weather forecasting. Results demonstrate that FuXi-ENS outperforms ensemble forecasts from the ECMWF, a world leading NWP model, in the CRPS of 98.1% of 360 variable and forecast lead time combinations. This achievement underscores the potential of the FuXi-ENS model to enhance ensemble weather forecasts, offering a promising direction for further development in this field.

  • 10 authors
·
May 9, 2024

Window-Based Early-Exit Cascades for Uncertainty Estimation: When Deep Ensembles are More Efficient than Single Models

Deep Ensembles are a simple, reliable, and effective method of improving both the predictive performance and uncertainty estimates of deep learning approaches. However, they are widely criticised as being computationally expensive, due to the need to deploy multiple independent models. Recent work has challenged this view, showing that for predictive accuracy, ensembles can be more computationally efficient (at inference) than scaling single models within an architecture family. This is achieved by cascading ensemble members via an early-exit approach. In this work, we investigate extending these efficiency gains to tasks related to uncertainty estimation. As many such tasks, e.g. selective classification, are binary classification, our key novel insight is to only pass samples within a window close to the binary decision boundary to later cascade stages. Experiments on ImageNet-scale data across a number of network architectures and uncertainty tasks show that the proposed window-based early-exit approach is able to achieve a superior uncertainty-computation trade-off compared to scaling single models. For example, a cascaded EfficientNet-B2 ensemble is able to achieve similar coverage at 5% risk as a single EfficientNet-B4 with <30% the number of MACs. We also find that cascades/ensembles give more reliable improvements on OOD data vs scaling models up. Code for this work is available at: https://github.com/Guoxoug/window-early-exit.

  • 2 authors
·
Mar 14, 2023

AIFS-CRPS: Ensemble forecasting using a model trained with a loss function based on the Continuous Ranked Probability Score

Over the last three decades, ensemble forecasts have become an integral part of forecasting the weather. They provide users with more complete information than single forecasts as they permit to estimate the probability of weather events by representing the sources of uncertainties and accounting for the day-to-day variability of error growth in the atmosphere. This paper presents a novel approach to obtain a weather forecast model for ensemble forecasting with machine-learning. AIFS-CRPS is a variant of the Artificial Intelligence Forecasting System (AIFS) developed at ECMWF. Its loss function is based on a proper score, the Continuous Ranked Probability Score (CRPS). For the loss, the almost fair CRPS is introduced because it approximately removes the bias in the score due to finite ensemble size yet avoids a degeneracy of the fair CRPS. The trained model is stochastic and can generate as many exchangeable members as desired and computationally feasible in inference. For medium-range forecasts AIFS-CRPS outperforms the physics-based Integrated Forecasting System (IFS) ensemble for the majority of variables and lead times. For subseasonal forecasts, AIFS-CRPS outperforms the IFS ensemble before calibration and is competitive with the IFS ensemble when forecasts are evaluated as anomalies to remove the influence of model biases.

  • 18 authors
·
Dec 20, 2024

Huge Ensembles Part II: Properties of a Huge Ensemble of Hindcasts Generated with Spherical Fourier Neural Operators

In Part I, we created an ensemble based on Spherical Fourier Neural Operators. As initial condition perturbations, we used bred vectors, and as model perturbations, we used multiple checkpoints trained independently from scratch. Based on diagnostics that assess the ensemble's physical fidelity, our ensemble has comparable performance to operational weather forecasting systems. However, it requires orders of magnitude fewer computational resources. Here in Part II, we generate a huge ensemble (HENS), with 7,424 members initialized each day of summer 2023. We enumerate the technical requirements for running huge ensembles at this scale. HENS precisely samples the tails of the forecast distribution and presents a detailed sampling of internal variability. HENS has two primary applications: (1) as a large dataset with which to study the statistics and drivers of extreme weather and (2) as a weather forecasting system. For extreme climate statistics, HENS samples events 4sigma away from the ensemble mean. At each grid cell, HENS increases the skill of the most accurate ensemble member and enhances coverage of possible future trajectories. As a weather forecasting model, HENS issues extreme weather forecasts with better uncertainty quantification. It also reduces the probability of outlier events, in which the verification value lies outside the ensemble forecast distribution.

  • 15 authors
·
Aug 2, 2024

Improving Robustness and Reliability in Medical Image Classification with Latent-Guided Diffusion and Nested-Ensembles

Once deployed, medical image analysis methods are often faced with unexpected image corruptions and noise perturbations. These unknown covariate shifts present significant challenges to deep learning based methods trained on "clean" images. This often results in unreliable predictions and poorly calibrated confidence, hence hindering clinical applicability. While recent methods have been developed to address specific issues such as confidence calibration or adversarial robustness, no single framework effectively tackles all these challenges simultaneously. To bridge this gap, we propose LaDiNE, a novel ensemble learning method combining the robustness of Vision Transformers with diffusion-based generative models for improved reliability in medical image classification. Specifically, transformer encoder blocks are used as hierarchical feature extractors that learn invariant features from images for each ensemble member, resulting in features that are robust to input perturbations. In addition, diffusion models are used as flexible density estimators to estimate member densities conditioned on the invariant features, leading to improved modeling of complex data distributions while retaining properly calibrated confidence. Extensive experiments on tuberculosis chest X-rays and melanoma skin cancer datasets demonstrate that LaDiNE achieves superior performance compared to a wide range of state-of-the-art methods by simultaneously improving prediction accuracy and confidence calibration under unseen noise, adversarial perturbations, and resolution degradation.

  • 4 authors
·
Oct 24, 2023