Machine learning (ML) encompasses a broad range of algorithms and modeling tools used for a vast array of data processing tasks, which has entered most scientific disciplines in recent years. This article reviews in a selective way the recent research on the interface between machine learning and the physical sciences. This includes conceptual developments in ML motivated by physical insights, applications of machine learning techniques to several domains in physics, and cross fertilization between the two fields. After giving a basic notion of machine learning methods and principles, examples are described of how statistical physics is used to understand methods in ML. This review then describes applications of ML methods in particle physics and cosmology, quantum many-body physics, quantum computing, and chemical and material physics. Research and development into novel computing architectures aimed at accelerating ML are also highlighted. Each of the sections describe recent successes as well as domain-specific methodology and challenges.

Machine learning and the physical sciences

The field of fluid mechanics is rapidly advancing, driven by unprecedented volumes of data from field measurements, experiments and large-scale simulations at multiple spatiotemporal scales. Machine learning offers a wealth of techniques to extract information from data that could be translated into knowledge about the underlying fluid mechanics. Moreover, machine learning algorithms can augment domain knowledge and automate tasks related to flow control and optimization. This article presents an overview of past history, current developments, and emerging opportunities of machine learning for fluid mechanics. It outlines fundamental machine learning methodologies and discusses their uses for understanding, modeling, optimizing, and controlling fluid flows. The strengths and limitations of these methods are addressed from the perspective of scientific inquiry that considers data as an inherent part of modeling, experimentation, and simulation. Machine learning provides a powerful information processing framework that can enrich, and possibly even transform, current lines of fluid mechanics research and industrial applications.

Machine Learning for Fluid Mechanics

Identifying coordinate transformations that make strongly nonlinear dynamics approximately linear is a central challenge in modern dynamical systems. These transformations have the potential to enable prediction, estimation, and control of nonlinear systems using standard linear theory. The Koopman operator has emerged as a leading data-driven embedding, as eigenfunctions of this operator provide intrinsic coordinates that globally linearize the dynamics. However, identifying and representing these eigenfunctions has proven to be mathematically and computationally challenging. This work leverages the power of deep learning to discover representations of Koopman eigenfunctions from trajectory data of dynamical systems. Our network is parsimonious and interpretable by construction, embedding the dynamics on a low-dimensional manifold that is of the intrinsic rank of the dynamics and parameterized by the Koopman eigenfunctions. In particular, we identify nonlinear coordinates on which the dynamics are globally linear using a modified auto-encoder. We also generalize Koopman representations to include a ubiquitous class of systems that exhibit continuous spectra, ranging from the simple pendulum to nonlinear optics and broadband turbulence. Our framework parametrizes the continuous frequency using an auxiliary network, enabling a compact and efficient embedding at the intrinsic rank, while connecting our models to half a century of asymptotics. In this way, we benefit from the power and generality of deep learning, while retaining the physical interpretability of Koopman embeddings.

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Deep learning for universal linear embeddings of nonlinear dynamics.

Data-driven discovery is revolutionizing the modeling, prediction, and control of complex systems. This textbook brings together machine learning, engineering mathematics, and mathematical physics to integrate modeling and control of dynamical systems with modern methods in data science. It highlights many of the recent advances in scientific computing that enable data-driven methods to be applied to a diverse range of complex systems, such as turbulence, the brain, climate, epidemiology, finance, robotics, and autonomy. Aimed at advanced undergraduate and beginning graduate students in the engineering and physical sciences, the text presents a range of topics and methods from introductory to state of the art.

Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control

Markov state models (MSMs) are a powerful framework for analyzing dynamical systems, such as molecular dynamics (MD) simulations, that have gained widespread use over the past several decades. This perspective offers an overview of the MSM field to date, presented for a general audience as a timeline of key developments in the field. We sequentially address early studies that motivated the method, canonical papers that established the use of MSMs for MD analysis, and subsequent advances in software and analysis protocols. The derivation of a variational principle for MSMs in 2013 signified a turning point from expertise-driving MSM building to a systematic, objective protocol. The variational approach, combined with best practices for model selection and open-source software, enabled a wide range of MSM analysis for applications such as protein folding and allostery, ligand binding, and protein–protein association. To conclude, the current frontiers of methods development are highlighted, as well as excit...

Markov State Models: From an Art to a Science

There is an increasing demand for computing the relevant structures, equilibria, and long-timescale kinetics of biomolecular processes, such as protein-drug binding, from high-throughput molecular dynamics simulations. Current methods employ transformation of simulated coordinates into structural features, dimension reduction, clustering the dimension-reduced data, and estimation of a Markov state model or related model of the interconversion rates between molecular structures. This handcrafted approach demands a substantial amount of modeling expertise, as poor decisions at any step will lead to large modeling errors. Here we employ the variational approach for Markov processes (VAMP) to develop a deep learning framework for molecular kinetics using neural networks, dubbed VAMPnets. A VAMPnet encodes the entire mapping from molecular coordinates to Markov states, thus combining the whole data processing pipeline in a single end-to-end framework. Our method performs equally or better than state-of-the-art Markov modeling methods and provides easily interpretable few-state kinetic models.

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VAMPnets for deep learning of molecular kinetics.

There is an increasing demand for computing the relevant structures, equilibria and long-timescale kinetics of biomolecular processes, such as protein-drug binding, from high-throughput molecular dynamics simulations. Current methods employ transformation of simulated coordinates into structural features, dimension reduction, clustering the dimension-reduced data, and estimation of a Markov state model or related model of the interconversion rates between molecular structures. This handcrafted approach demands a substantial amount of modeling expertise, as poor decisions at any step will lead to large modeling errors. Here we employ the variational approach for Markov processes (VAMP) to develop a deep learning framework for molecular kinetics using neural networks, dubbed VAMPnets. A VAMPnet encodes the entire mapping from molecular coordinates to Markov states, thus combining the whole data processing pipeline in a single end-to-end framework. Our method performs equally or better than state-of-the art Markov modeling methods and provides easily interpretable few-state kinetic models.

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VAMPnets: Deep learning of molecular kinetics

In the original version of this Article, financial support was not fully acknowledged. The PDF and HTML versions of the Article have now been corrected to include funding from the Deutsche Forschungsgemeinschaft Grant SFB958/A04.

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Author Correction: VAMPnets for deep learning of molecular kinetics.

We propose a deep generative Markov State Model (DeepGenMSM) learning framework for inference of metastable dynamical systems and prediction of trajectories. After unsupervised training on time series data, the model contains (i) a probabilistic encoder that maps from high-dimensional configuration space to a small-sized vector indicating the membership to metastable (long-lived) states, (ii) a Markov chain that governs the transitions between metastable states and facilitates analysis of the long-time dynamics, and (iii) a generative part that samples the conditional distribution of configurations in the next time step. The model can be operated in a recursive fashion to generate trajectories to predict the system evolution from a defined starting state and propose new configurations. The DeepGenMSM is demonstrated to provide accurate estimates of the long-time kinetics and generate valid distributions for molecular dynamics (MD) benchmark systems. Remarkably, we show that DeepGenMSMs are able to make long time-steps in molecular configuration space and generate physically realistic structures in regions that were not seen in training data.

Deep Generative Markov State Models

The long-timescale behavior of complex dynamical systems can be described by linear Markov or Koopman models in a suitable latent space. Recent variational approaches allow the latent space representation and the linear dynamical model to be optimized via unsupervised machine learning methods. Incorporation of physical constraints such as time-reversibility or stochasticity into the dynamical model has been established for a linear, but not for arbitrarily nonlinear (deep learning) representations of the latent space. Here we develop theory and methods for deep learning Markov and Koopman models that can bear such physical constraints. We prove that the model is an universal approximator for reversible Markov processes and that it can be optimized with either maximum likelihood or the variational approach of Markov processes (VAMP). We demonstrate that the model performs equally well for equilibrium and systematically better for biased data compared to existing approaches, thus providing a tool to study the long-timescale processes of dynamical systems.

Andreas Mardt

Papers

VAMPnets for deep learning of molecular kinetics.

VAMPnets: Deep learning of molecular kinetics

Author Correction: VAMPnets for deep learning of molecular kinetics.

Deep Generative Markov State Models

Deep learning Markov and Koopman models with physical constraints