Fast Learning Rates for Physics-Informed Kernel Methods
Theoretical analysis proves finite-sample learning rates for physics-informed kernel estimators, showing differential observations can improve rates from n^-1/4 to n^-1/2.
The paper analyzes a physics-informed kernel estimator combining n value observations and m differential observations for a linear differential operator D, asking how much differential information improves prediction. The authors prove finite-sample bounds, supported by simulations, revealing a two-regime structure: when m is limited the rate depends jointly on n and m, and when m exceeds a problem-dependent threshold the rate saturates to the oracle rate. Examples in Sobolev spaces, including partial Laplacian constraints on the torus and gradient observations on bounded domains, illustrate improvements from the nonparametric n^-1/4 rate to the parametric n^-1/2 rate, plus physically consistent rates in a stronger norm.
- Proves two-regime finite-sample bounds for physics-informed kernel estimation
- Sufficient differential observations yield oracle rates matching perfect constraints
- Rates range from nonparametric n^-1/4 to parametric n^-1/2
- Covers Sobolev-space examples with partial Laplacian and gradient constraints
Full article206 words · extracted from arxiv.org · click to collapse
In physics-informed machine learning, a target function $u^*$ is learned from noisy value observations $y_i=u^*(x_i)+ \varepsilon_i$, together with differential information, given either by noisy observations $d_j=(Du^*)(z_j)+ξ_j$ or by a known physical constraint $Du^*=v$. We consider the setting where $D$ is a linear differential operator and analyze a physics-informed kernel estimator $\hat u$ combining $n$ value observations and $m$ differential observations. In this context, we ask how much can differential information improve predictions, and how does this improvement depend quantitatively on $n$, $m$, and $D$. We prove finite-sample bounds, supported by numerical simulations, revealing a two-regime structure for the prediction error. When $m$ is limited, the rate depends jointly on $n$ and $m$; when $m$ exceeds a problem-dependent threshold, the rate saturates and matches the oracle rate obtained when the perfect constraint $D \hat u = Du^*$ is imposed. Examples are discussed for Sobolev spaces which are reproducing kernel Hilbert spaces and include partial Laplacian constraints on the torus and gradient observations on bounded domains. These examples illustrate the range of possible learning rate improvements --- from the standard nonparametric $n^{-1/4}$ to the parametric rate $n^{-1/2}$. Finally, we derive physically consistent rates in a stronger norm that jointly controls the errors in $\hat u$ and $D\hat u$.
Text extracted automatically; images, tables and formatting may be missing. Original: https://arxiv.org/abs/2609.18901