Uncertainty-Aware Diagnostics for Physics-Informed Machine Learning

Physics-informed machine learning (PIML) integrates prior physical information, often in the form of differential equation constraints, into the process of fitting ML models to physical data. Popular PIML approaches, including neural operators, physics-informed neural networks, and neural ordinary differential equations, are typically fit to objectives that simultaneously include both data and physical constraints. However, the multi-objective nature of this approach creates ambiguity in the measurement of model quality. This is related to a poor understanding of epistemic uncertainty, and it can lead to surprising failure modes, even when existing metrics suggest strong fits. Working within a Gaussian process regression framework, we introduce the Physics-Informed Log Evidence (PILE) score. Bypassing the ambiguities of test losses, the PILE score is a single, uncertainty-aware metric that provides a selection principle for hyperparameters of a physics-informed model. We show that PILE minimization yields excellent choices for a wide variety of model parameters, including kernel bandwidth, least squares regularization weights, and even kernel function selection. We also show that, prior to data acquisition, a special data-free case of the PILE score identifies a-priori kernel choices that are "well adapted" to a given PDE. Beyond the kernel setting, we anticipate that the PILE score can be extended to PIML at large, and we outline approaches to do so.