Deep probabilistic surrogate networks for universal simulator approximation. Munk, A.; Ścibior, A.; Baydin, A.; Stewart, A; Fernlund, A; Poursartip, A; and Wood, F. In The second International Conference on Probabilistic Programming (PROBPROG), 2020.
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We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of existing stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure of the reference simulators. The particular way we achieve this allows us to replace the reference simulator with the surrogate when undertaking amortized inference in the probabilistic programming sense. The fidelity and speed of our surrogates allow for not only faster "forward" stochastic simulation but also for accurate and substantially faster inference. We support these claims via experiments that involve a commercial composite-materials curing simulator. Employing our surrogate modeling technique makes inference an order of magnitude faster, opening up the possibility of doing simulator-based, non-invasive, just-in-time parts quality testing; in this case inferring safety-critical latent internal temperature profiles of composite materials undergoing curing from surface temperature profile measurements.
@inproceedings{MUN-20,
  title={Deep probabilistic surrogate networks for universal simulator approximation},
  author={Munk, Andreas and Ścibior, Adam and Baydin, AG and Stewart, A and Fernlund, A and Poursartip, A and Wood, Frank},
  booktitle={The second International Conference on Probabilistic Programming (PROBPROG)},
  year={2020},
  archiveprefix = {arXiv},
  eprint = {1910.11950},
  support = {D3M,ETALUMIS},
  url_Paper={https://arxiv.org/pdf/1910.11950.pdf},
  url_ArXiv={https://arxiv.org/abs/1910.11950},
  url_Poster={https://github.com/plai-group/bibliography/blob/master/presentations_posters/PROBPROG2020_MUN.pdf},
  abstract = {We present a framework for automatically structuring and training fast, approximate, deep neural surrogates of existing stochastic simulators. Unlike traditional approaches to surrogate modeling, our surrogates retain the interpretable structure of the reference simulators. The particular way we achieve this allows us to replace the reference simulator with the surrogate when undertaking amortized inference in the probabilistic programming sense. The fidelity and speed of our surrogates allow for not only faster "forward" stochastic simulation but also for accurate and substantially faster inference. We support these claims via experiments that involve a commercial composite-materials curing simulator. Employing our surrogate modeling technique makes inference an order of magnitude faster, opening up the possibility of doing simulator-based, non-invasive, just-in-time parts quality testing; in this case inferring safety-critical latent internal temperature profiles of composite materials undergoing curing from surface temperature profile measurements.},
}
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