E-LMC: Extended Linear Model of Coregionalization for Spatial Field Prediction

TL;DR

E-LMC enhances the linear model of coregionalization by integrating invertible neural networks, enabling accurate nonlinear spatial field predictions with improved scalability and correlation exploitation, outperforming existing models.

Contribution

The paper introduces E-LMC, a novel extension of LMC that incorporates invertible neural networks to handle nonlinear spatial fields effectively.

Findings

E-LMC achieves up to 40% improvement over LMC.

E-LMC outperforms state-of-the-art spatial models.

E-LMC effectively exploits spatial correlations.

Abstract

Physical simulations based on partial differential equations typically generate spatial fields results, which are utilized to calculate specific properties of a system for engineering design and optimization. Due to the intensive computational burden of the simulations, a surrogate model mapping the low-dimensional inputs to the spatial fields are commonly built based on a relatively small dataset. To resolve the challenge of predicting the whole spatial field, the popular linear model of coregionalization (LMC) can disentangle complicated correlations within the high-dimensional spatial field outputs and deliver accurate predictions. However, LMC fails if the spatial field cannot be well approximated by a linear combination of base functions with latent processes. In this paper, we present the Extended Linear Model of Coregionalization (E-LMC) by introducing an invertible neural network to linearize the highly complex and nonlinear spatial fields so that the LMC can easily generalize to nonlinear problems while preserving the traceability and scalability. Several real-world applications demonstrate that E-LMC can exploit spatial correlations effectively, showing a maximum improvement of about 40% over the original LMC and outperforming the other state-of-the-art spatial field models.