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arxiv 2501.18258 v1 pith:7BQHUTBA submitted 2025-01-30 cs.LG cs.AIstat.ML

PDE-DKL: PDE-constrained deep kernel learning in high dimensionality

classification cs.LG cs.AIstat.ML
keywords datahighuncertaintydimensionalityhigh-dimensionalkernellearningpde-dkl
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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Many physics-informed machine learning methods for PDE-based problems rely on Gaussian processes (GPs) or neural networks (NNs). However, both face limitations when data are scarce and the dimensionality is high. Although GPs are known for their robust uncertainty quantification in low-dimensional settings, their computational complexity becomes prohibitive as the dimensionality increases. In contrast, while conventional NNs can accommodate high-dimensional input, they often require extensive training data and do not offer uncertainty quantification. To address these challenges, we propose a PDE-constrained Deep Kernel Learning (PDE-DKL) framework that combines DL and GPs under explicit PDE constraints. Specifically, NNs learn a low-dimensional latent representation of the high-dimensional PDE problem, reducing the complexity of the problem. GPs then perform kernel regression subject to the governing PDEs, ensuring accurate solutions and principled uncertainty quantification, even when available data are limited. This synergy unifies the strengths of both NNs and GPs, yielding high accuracy, robust uncertainty estimates, and computational efficiency for high-dimensional PDEs. Numerical experiments demonstrate that PDE-DKL achieves high accuracy with reduced data requirements. They highlight its potential as a practical, reliable, and scalable solver for complex PDE-based applications in science and engineering.

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  1. A unified perspective of Gaussian process approximation for differential equations

    math.NA 2026-07 accept novelty 6.0

    A unified Bayesian framework based on derivative matching shows that diverse Gaussian process methods for differential equations are instances of a common probabilistic structure.