Neural Operator Accelerated BOED
Making BOED scalable for expensive PDE-governed systems
Goal: make Bayesian optimal experimental design practical for large-scale scientific models.
BOED often requires thousands of forward and derivative evaluations. For PDE-governed systems, this cost quickly becomes prohibitive. My approach is to replace expensive solvers with neural operator surrogates that preserve the quantities needed for design optimization.
Derivative-Informed Neural Operators for BOED
A key bottleneck in BOED is evaluating the parameter-to-observable (PtO) map and its derivatives repeatedly during design optimization. We apply derivative-informed neural operators (DINO), which use derivative-informed dimension reduction to compress high-dimensional parameter spaces into compact latent representations and are trained with Jacobian information for accurate surrogate modeling. DINO enables efficient computation of MAP estimates, posterior covariance eigenvalues, and standard optimality criteria (A-, D-, E-optimal), achieving over 1000× speedup compared to high-fidelity solvers for a 3D nonlinear convection-diffusion-reaction system with tens of thousands of parameters (Go & Chen, 2025).
Sequential BOED with Latent Attention Neural Operators
Extending to sequential settings introduces additional challenges: the surrogate must capture temporal dynamics and support posterior updates across design stages. We propose a latent-variable attention-based neural operator (LANO) that combines derivative-informed dimension reduction with an attention mechanism to model dynamics in latent space. LANO supports efficient computation of MAP points, posterior eigenpairs, and posterior sampling, enabling adaptive sequential BOED for time-dependent PDE systems. We demonstrate 180× amortized speedup on an MRI observation scheduling problem for for monitoring tumor growth (Go & Chen, 2025).
Key takeaways
- Neural operator surrogates make BOED tractable for large-scale PDE-governed systems without sacrificing accuracy
- Derivative information is critical for both dimension reduction and surrogate training
- LANO generalizes naturally to sequential and time-dependent settings