AI and optimization challenges in physical sciences - A snapshot and a look forward - CERN ...

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AI and optimization challenges in physical sciences - A snapshot and a look forward - CERN ...
AI and optimization challenges
in physical sciences
A snapshot and a look forward.

Andrey Ustyuzhanin1

1   NRU Higher School of Economics

                                     November 8, 2020, USERN
AI and optimization challenges in physical sciences - A snapshot and a look forward - CERN ...
Outline

            ▶        Quest for discovery outline
                     – Role of simulation
            ▶        Optimization problem outlook
            ▶        Optimization methods families
                     – Examples
                     – Local-Generative Surrogate Optimization

            ▶        Outlook & Conclusion

Andrey Ustyuzhanin                                     08.11.2020   2
AI and optimization challenges in physical sciences - A snapshot and a look forward - CERN ...
Shameless plug
        ▶    Development and application of Machine Learning methods for
             solving tough scientific challenges;
        ▶    Collaborates with LHCb, SHiP, OPERA, CRAYFIS experiments
        ▶    Research Project examples:
             – Storage/speed optimization for LHCb triggers;                  hse_lambda
             – Particle identification algorithms;
             – Optimization of detector devices;
             – Fast and meaningful physical process simulation.
        ▶    Co-organization of ML challenges: Flavours of Physics, TrackML
        ▶    6 Summer schools on Machine Learning for High-Energy Physics
        ▶    Open for interns, graduate students and post doc researchers!

Andrey Ustyuzhanin                                       08.11.2020                        3
AI and optimization challenges in physical sciences - A snapshot and a look forward - CERN ...
Quest for a discovery

                                      ›
08.11.2020   Andrey Ustyuzhanin                       4
AI and optimization challenges in physical sciences - A snapshot and a look forward - CERN ...
Generic (simplified) search plan
AI and optimization challenges in physical sciences - A snapshot and a look forward - CERN ...
Simulation in particle physics

Andrey Ustyuzhanin    08.11.2020   6
AI and optimization challenges in physical sciences - A snapshot and a look forward - CERN ...
What we generate

Andrey Ustyuzhanin   08.11.2020   7
AI and optimization challenges in physical sciences - A snapshot and a look forward - CERN ...
How an event looks like

Andrey Ustyuzhanin   08.11.2020   8
AI and optimization challenges in physical sciences - A snapshot and a look forward - CERN ...
Forward and Inverse problems

            ▶        Forward: from given initial (and hidden) parameters, get the system
                     observable state
            ▶        Inverse: from the observable state, get hidden parameters
                     – No single solution
                     – No straightforward way to compute
                     – But if one can approximate evolution of a system by some differentiable surrogate,
                       it might profit from methods of Machine Learning
                     – Systems for probabilistic programming: Stan, PyMC3, pyro, Tensorflow Probability
                       (ex Edward) or pyprob.

Andrey Ustyuzhanin                                                                                          9
AI and optimization challenges in physical sciences - A snapshot and a look forward - CERN ...
Optimization challenges – I (selection)

            ▶        Optimize selection given data,
                     hypothesis to maximize sensitivity
                     – Triggers, particle or jets identification, etc.
            ▶        Optimize selection given data,
                     hypothesis to maximize sensitivity
                     and minimize model-induced bias
            ▶        Optimize selection given data, null
                     hypothesis to maximize unexpected
                     (unexplainable) sample yield

Andrey Ustyuzhanin                                           08.11.2020   10
Optimization challenges – II (simulation)

            ▶        Optimize simulation parameters given
                     data, hypothesis to minimize difference
                     – What is the difference?
            ▶        Optimize simulation surrogate given data,
                     hypothesis to minimize difference and
                     speed
            ▶        Make simulation invertible: from observed
                     data allow for the reconstruction of original
                     (input, hidden) parameters and its
                     uncertainties

Andrey Ustyuzhanin                                     08.11.2020    11
Optimization challenges – III+

            ▶        Optimize detector (and LHC as well?)
                     given budget, physics laws and new
                     physics expectations to maximize
                     signal yield
                     – Can it be solved recursively?
                     – Implies solving challenges I and II
            ▶        Optimize set of physics laws given
                     knowledge collected so far and agent
                     cognitive capabilities to minimize
                     complexity of the laws for the agent

Andrey Ustyuzhanin                                           08.11.2020   12
Optimization methods families

                                  ›
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Optimization methods
   ▶   Gradient based
       – Stochastic, ADAM, RMSProp, …
   ▶   Gradient-free
       – Simulated annealing    https://bit.ly/3eAqkws

       – Evolution strategies
       – Random search
       – Variational optimization, …
   ▶   Surrogate-based
       – Bayesian
       – DONE
       – NN-based (L-GSO)
Gradient-based families

Andrey Ustyuzhanin   08.11.2020   15
Bayesian optimization (BO) Conditions
▌ f is a black box for which no closed form is known (nor its gradients);
▌ f is expensive to evaluate;
▌ and evaluations of y = f (X) may be noisy.

▌ BO cases
  •   Active learning

  •   Surrogate inference

  •   Bayesian computations

                                    Andrey Ustyuzhanin                      16
Bayesian optimization cycle
    Assume our f(x) can
   be approximated by a                                      Estimate
    generative model                                         posterior
        g(Θ, x) and                                        probability of
     some prior for Θ                                         g(Θ, x)

                  Measure f at
                   argmax(!(x))
             and update conditional
                probability for Θ                          Introduce acquisition
                                                           !(x) that depends on
              with new observation
                                                             the posterior and
                                                                captures the
                                                           probability of finding
                                                              maximum of f(x)
                                      Andrey Ustyuzhanin                            17
Illustration

                     https://distill.pub/2020/bayesian-optimization/

Andrey Ustyuzhanin                       08.11.2020                    18
Bayesian optimization variations

            ▶        Generative models classes
                     – Gaussian Process Regression
                     – Random Forest Regression
                     – GBDT Regression
                     – NN Regression
            ▶        Parameters for the class
            ▶        Acquisition function
                     – Probability of improvement
                     – Confidence bounds
                     – …

Andrey Ustyuzhanin                                   08.11.2020   19
Optimization with Local
                Generative Surrogates (L-GSO)

                                  ›
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TL;DR:
                                        This allows us to compute gradients of
We approximate a stochastic black-box
                                        the objective w.r.t. parameters of the
with a local generative surrogate.
                                        black-box.

                                                                            21
From intractable gradient
                                  estimation of the black-
                                  box.

                                  To gradient estimation
                                  with learnable generative
                                  surrogate(GAN, NF, etc).

                                  And successive gradient
                                  based optimization of
                                  the parameters.

                                                         22

Andrey Ustyuzhanin   08.11.2020
Key point: training local generative surrogate

Optimization path

Area inside which the
 local surrogate was
        trained
                                                                  ü gradients of the non-linear surface are
                                                                     well estimated inside the local area.

                         True gradients     Surrogate gradients

Andrey Ustyuzhanin                        08.11.2020                                                          23
Results on high-dimensional problems with low-dimensional manifold

                 Nonlinear Three Hump                          Neural network weights
                 problem, 40dim                                optimization, 91dim

▌L-GSO outperforms all algorithms in a high-dimensional setting when parameters
lie on a lower dimension manifold.

Andrey Ustyuzhanin                                08.11.2020                            24
Example 1: SHiP Detector Shield Optimization

Andrey Ustyuzhanin   08.11.2020                25
Design optimisation in 42 dimensional space of physics simulator

▌L-GSO improves previous results
obtained with BO with the same
computational budget.

▌New design is 25% more efficient.
                                                            NeurIPS’20 paper
                                                            https://arxiv.org/abs/2002.04632
Andrey Ustyuzhanin                      08.11.2020                                             26
Example 2: Molecular Dynamics, inverse
simulation

               Image: https://evolution.skf.com/us/bearing-research-going-to-the-atomic-scale/
Molecular Dynamics (MD) method

          Image source: http://atomsinmotion.com/book/chapter5/md
MD Big Problem: interaction potential

          Image source: http://atomsinmotion.com/book/chapter5/md
Interaction potential: experiments & quantum
simulations

                  Image: https://mlz-garching.de/englisch/instruments-und-   Image: Forbes
                  labs/user-labs/materials-science-lab.html
Molecular Dynamics with Machine
   Learning
                                                                 Task
                                                                 Develop algorithms that can infer
                                                                 potential functions from the data and
                                                                 quantum simulations

                                                                 Data used
                                                                 Open-source simulation
                                    https://www.sciencedirect.com/science/article/pii/S0009250915000779

                                                                 Metrics
                                                                 Simulation accuracy

Image:
                                                                 See also
https://www.sciencedirect.com/science/article/pii/S000925
0915000779
                                                                 Cheng, Bingqing, et al. "Evidence for supercritical behaviour of high-
                                                                 pressure liquid hydrogen." Nature 585.7824 (2020): 217-220.
Conclusion
            ▶        Optimization Challenges
                     – Design optimization
                     – Forward simulation speed-up
                     – Simulation fine-tuning
                     – Inverse simulation, simulation-based inference
            ▶        Physical sciences heavily rely on simulation tools. Simulation tools are no longer black-boxes:
                     – Improve control over hidden/latent parameters with respect to the output
                     – Generative models
                     – Probabilistic programming and automatic differentiation
            ▶        Simulation-based inference with surrogate modelling are new great research fields for direct
                     and inverse optimization problems
            ▶        Interested in playing with those problems? (see next slide)

Andrey Ustyuzhanin                                               08.11.2020                                            32
Thank you for the attention!
                                                 austyuzhanin@hse.ru
                                                 anaderiRu

            hse_lambda
Andrey Ustyuzhanin
                            Andrey Ustyuzhanin
                         Andrey   Ustyuzhanin
                                08.11.2020
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