Copyright (c) 2022 Battelle Energy Alliance, LLC

Licensed under MIT License, please see LICENSE for details

https://github.com/IdahoLabResearch/BIhNNs/blob/main/LICENSE

• Train neural network architectures like deep neural nets (DNN), Neural ODEs, Hamiltonian neural nets (HNNs), and symplectic neural nets to learn probability distribution spaces.
• Use the trained neural net to perform sampling without requiring gradient information of the target probability density.
• State-of-the-art sampling schemes like Langevin Monte Carlo, Hamiltonian Monte Carlo, and No-U-Turn Sampling are available for use with the above-mentioned trained neural nets.

The code in this repository is part of the following two papers available on arXiv:

• Dhulipala et al. (2022) Bayesian Inference with Latent Hamiltonian Neural Networks. https://arxiv.org/abs/2208.06120.
• Dhulipala et al. (2022) Physics-Informed Machine Learning of Dynamical Systems for Efficient Bayesian Inference. https://arxiv.org/abs/2209.09349.

The below figure presents the workflow for performing sampling with (Hamiltonian and other) neural networks.

• go to src/dnns/
• Include the Hamiltonian of the required probability distribution in the functions.py file. Some example probability distributions are already included. For information on the Hamiltonian of a probability distribution, see https://arxiv.org/pdf/1206.1901.pdf%20http://arxiv.org/abs/1206.1901.pdf.
• Adjust the parameters in get_args.py
• Run train_dnn.py to train the DNN model. The training data will be stored in a pkl file with the name the user specified in get_args.py. The trained DNN will be stored in a tar file with the name the user specified in get_args.py.
• Then run, either dnn_lmc.py, dnn_hmc.py, dnn_nuts_online.py to, respectively, perform Langevin Monte Carlo, Hamiltonian Monte Carlo, and No-U-Turn Sampling with the trained DNN. Note that the user specified sampling parameters can be adjusted in these files.
• For No-U-Turn Sampling, an online error monitoring scheme as described in (https://arxiv.org/abs/2208.06120) is used. To turn this feature off, set the hnn_threshold parameter in dnn_nuts_online.py to a large value like 1000.

• go to src/hnns/
• Include the Hamiltonian of the required probability distribution in the functions.py file. Some example probability distributions are already included. For information on the Hamiltonian of a probability distribution, see https://arxiv.org/pdf/1206.1901.pdf%20http://arxiv.org/abs/1206.1901.pdf.
• Adjust the parameters in get_args.py
• Run train_hnn.py to train the HNN model. The training data will be stored in a pkl file with the name the user specified in get_args.py. The trained HNN will be stored in a tar file with the name the user specified in get_args.py.
• Then run, either hnn_lmc.py, hnn_hmc.py, hnn_nuts_online.py to, respectively, perform Langevin Monte Carlo, Hamiltonian Monte Carlo, and No-U-Turn Sampling with the trained HNN. Note that the user specified sampling parameters can be adjusted in these files.
• For No-U-Turn Sampling, an online error monitoring scheme as described in (https://arxiv.org/abs/2208.06120) is used. To turn this feature off, set the hnn_threshold parameter in dnn_nuts_online.py to a large value like 1000.

• go to src/sympnets/
• Prerequisite: download the learner directory from https://github.com/jpzxshi/sympnets into the src/sympnets/ folder
• Training data generation: generate the pkl file generated from either src/dnns/ or src/hnns/ as described under DNNs or HNNs. Copy this pkl file to src/sympnets/ folder.
• Include the Hamiltonian of the required probability distribution in the functions.py file. Some example probability distributions are already included. For information on the Hamiltonian of a probability distribution, see https://arxiv.org/pdf/1206.1901.pdf%20http://arxiv.org/abs/1206.1901.pdf.
• Adjust the parameters in get_args.py
• In main.py, run the "Load data and train SympNet (LA or G)" portion of the code to load the training data and train an LA or G sympnet based.
• In main.py, adjust the options in "Sampling parameters" portion of the code
• In main.py, run "Sampling" portion of the code to perform Langevin Monte Carlo, Hamiltonian Monte Carlo, or No-U-Turn Sampling
• For No-U-Turn Sampling, an online error monitoring scheme as described in (https://arxiv.org/abs/2208.06120) is used. To turn this feature off, set the hnn_threshold parameter in Sampling.py to a large value like 1000.

Coming soon!!

Som L. Dhulipala

Computational Scientist in Uncertainty Quantification

Computational Mechanics and Materials department

Email: [email protected]

Idaho National Laboratory

The authors of the following open-source codes are thanked whose work is helpful to the BIhNNs repository:

• https://github.com/greydanus/hamiltonian-nn under the Apache License 2.0
• https://github.com/mfouesneau/NUTS under the MIT License
• https://github.com/jpzxshi/sympnets (no license information is provided)