GenUQ: Predictive Uncertainty Estimates via Generative Hyper-Networks

Abstract

Operator learning is a recently developed generalization of regression to mappings between functions. It promises to drastically reduce expensive numerical integration of PDEs to fast evaluations of mappings between functional states of a system, i.e., surrogate and reduced-order modeling. Operator learning has already found applications in several areas such as modeling sea ice, combustion, and atmospheric physics. Recent approaches towards integrating uncertainty quantification into the operator models have relied on likelihood based methods to infer parameter distributions from noisy data. However, stochastic operators may yield actions from which a likelihood is difficult or impossible to construct. In this paper, we introduce, GenUQ, a measure-theoretic approach to UQ that avoids constructing a likelihood by introducing a generative hyper-network model that produces parameter distributions consistent with observed data. We demonstrate that GenUQ outperforms other UQ methods in three example problems, recovering a manufactured operator, learning the solution operator to a stochastic elliptic PDE, and modeling the failure location of porous steel under tension.