Optimizing the parameters of partial differential equations (PDEs), i.e., PDE-constrained optimization (PDE-CO), allows us to model natural systems from observations or perform rational design of structures with complicated mechanical, thermal, or electromagnetic properties. However, PDE-CO is often computationally prohibitive due to the need to solve the PDE—typically via finite element analysis (FEA)—at each step of the optimization procedure. In this paper we propose amortized finite element analysis (AmorFEA), in which a neural network learns to produce accurate PDE solutions, while preserving many of the advantages of traditional finite element methods. This network is trained to directly minimize the potential energy from which the PDE and finite element method are derived, avoiding the need to generate costly supervised training data by solving PDEs with traditional FEA. As FEA is a variational procedure, AmorFEA is a direct analogue to popular amortized inference approaches in latent variable models, with the finite element basis acting as the variational family. AmorFEA can perform PDE-CO without the need to repeatedly solve the associated PDE, accelerating optimization when compared to a traditional workflow using FEA and the adjoint method.

Meta-materials are an important emerging class of engineered materials in which complex macroscopic behaviour--whether electromagnetic, thermal, or mechanical--arises from modular substructure. Simulation and optimization of these materials are computationally challenging, as rich substructures necessitate high-fidelity finite element meshes to solve the governing PDEs. To address this, we leverage parametric modular structure to learn component-level surrogates, enabling cheaper high-fidelity simulation. We use a neural network to model the stored potential energy in a component given boundary conditions. This yields a structured prediction task: macroscopic behavior is determined by the minimizer of the system's total potential energy, which can be approximated by composing these surrogate models. Composable energy surrogates thus permit simulation in the reduced basis of component boundaries. Costly ground-truth simulation of the full structure is avoided, as training data are generated by performing finite element analysis of individual components. Using dataset aggregation to choose training data allows us to learn energy surrogates which produce accurate macroscopic behavior when composed, accelerating simulation of parametric meta-materials.

We consider optimization problems in which the objective requires an inner loop with many steps or is the limit of a sequence of increasingly costly approximations. Meta-learning, training recurrent neural networks, and optimization of the solutions to differential equations are all examples of optimization problems with this character. In such problems, it can be expensive to compute the objective function value and its gradient, but truncating the loop or using less accurate approximations can induce biases that damage the overall solution. We propose randomized telescope (RT) gradient estimators, which represent the objective as the sum of a telescoping series and sample linear combinations of terms to provide cheap unbiased gradient estimates. We identify conditions under which RT estimators achieve optimization convergence rates independent of the length of the loop or the required accuracy of the approximation. We also derive a method for tuning RT estimators online to maximize a lower bound on the expected decrease in loss per unit of computation. We evaluate our adaptive RT estimators on a range of applications including meta-optimization of learning rates, variational inference of ODE parameters, and training an LSTM to model long sequences.

The importance of studying the robustness of learners to malicious data is well established. While much work has been done establishing both robust estimators and effective data injection attacks when the attacker is omniscient, the ability of an attacker to provably harm learning while having access to little information is largely unstudied. We study the potential of a “blind attacker” to provably limit a learner’s performance by data injection attack without observing the learner’s training set or any parameter of the distribution from which it is drawn. We provide examples of simple yet effective attacks in two settings: firstly, where an “informed learner” knows the strategy chosen by the attacker, and secondly, where a “blind learner” knows only the proportion of malicious data and some family to which the malicious distribution chosen by the attacker belongs. For each attack, we analyze minimax rates of convergence and establish lower bounds on the learner’s minimax risk, exhibiting limits on a learner’s ability to learn under data injection attack even when the attacker is “blind”.