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Title: Surrogate-Based Constrained Langevin Sampling With Applications to Optimal Material Configuration Design

Paper content:
We consider the problem of generating configurations that satisfy physical constraints for optimal material nano-pattern design, where multiple (and often conflicting) properties need to be simultaneously satisfied.
Consider, for example, the trade-off between thermal resistance, electrical conductivity, and mechanical stability needed to design a nano-porous template with optimal thermoelectric efficiency.
To that end, we leverage the posterior regularization framework andshow that this constraint satisfaction problem can be formulated as sampling froma Gibbs distribution.
The main challenges come from the black-box nature ofthose physical constraints, since they are obtained via solving highly non-linearPDEs.
To overcome those difficulties, we introduce Surrogate-based Constrained Langevin dynamics for black-box sampling.
We explore two surrogate approaches.
The first approach exploits zero-order approximation of gradients in the Langevin Sampling and we refer to it as Zero-Order Langevin.
In practice, this approach can be prohibitive since we still need to often query the expensive PDE solvers.
The second approach approximates the gradients in the Langevin dynamics with deep neural networks, allowing us an efficient sampling strategy using the surrogate model.
We prove the convergence of those two approaches when the target distribution is log-concave and smooth.
We show the effectiveness of both approaches in designing optimal nano-porous material configurations, where the goal is to produce nano-pattern templates with low thermal conductivity and reasonable mechanical stability.
In many real-world design problems, the optimal design needs to simultaneously satisfy multiple constraints, which can be expensive to estimate.
For example, in computational material design, the goal is to come up with material configurations, or samples, satisfying a list of physical constraints that are given by black-box numerical Partial Differential Equations (PDE) solvers.
Such solvers (for example, the Boltzmann Transport Equation solver) are often complex, expensive to evaluate, and offer no access to their inner variables or their gradients.
We pose this design-under-constraints problem as sampling from a Gibbs distribution defined on some compact support.
The problem of sampling from a distribution with unknown likelihood that can only be point-wise evaluated is called black-box sampling (Chen & Schmeiser, 1998; Neal, 2003) .
We show in this paper that constrained black-box sampling can be cast as a constrained Langevin dynamics with gradient-free methods.
Zero-order optimization via Gaussian smoothing was introduced in Nesterov & Spokoiny (2017) and extended to black-box sampling with Langevin dynamics in Shen et al. (2019) .
We extend this approach to the constrained setting from a black-box density with compact support.
However, one shortcoming of this approach is that it is computationally very expensive since it requires repeatedly querying PDE solvers in order to get an estimate of the gradient.
To alleviate computational issues, we propose Surrogate Model Based Langevin dynamics, that consists of two steps:
(i) Learning (using training data) an approximation of the gradient of the potential of the Gibbs distribution.
We show that learning the gradient, rather than the potential itself, is important for the mixing of the Langevin dynamics towards the target Gibbs distribution.
We devise several objective functions, as well as deep neural-network architectures for parameterizing the approximating function class, for learning the gradient of the potential function.
(ii) We then use the surrogate gradient model in the constrained Langevin dynamics in lieu of the black-box potential.
Using the surrogate enables more efficient sampling, since it avoids querying the expensive PDE solvers, and obtaining gradients is as efficient as evaluating the functions themselves using automatic differentiation frameworks such as PyTorch or TensorFlow.
To summarize, our main contributions are as follows:
1. We cast the problem of generating samples under constraints in the black-box setting as sampling from a Gibbs distribution.
2. We introduce Constrained Zero-Order Langevin Monte Carlo, using projection or proximal methods, and provide the proof of its convergence to the target Gibbs distribution.
3. We introduce Surrogate Model Based Projected Langevin Monte Carlo via learning the gradient of the potential of the Gibbs distribution using deep neural networks or reproducing kernel spaces, and prove its convergence to the target distribution when used in conjunction with projection or proximal based methods.
We shed the light on the importance of the approximation of the gradient of the potential, and we show how to achieve this using Hermite and Taylor learning.
4. We showcase the usability and effectiveness of the proposed methods for the design of nanoporous configurations with improved thermoelectric efficiency.
The design consists of finding new configurations with optimized pore locations, such that the resulting configurations have favorable thermal conductivity (i.e., minimal κ) and desired mechanical stability (von Mises Stress σ ≤ τ , where τ is some preset threshold).
In this paper we introduced Surrogate-Based Constrained Langevin Sampling for black-box sampling from a Gibbs distribution defined on a compact support.
We studied two approaches for defining the surrogate: the first through zero-order methods and the second via learning gradient approximations using deep neural networks.
We showed the proofs of convergence of the two approaches in the log-concave and smooth case.
While zero-order Langevin had prohibitive computational cost, learned surrogate model Langevin enjoy a good tradeoff of lightweight computation and approximation power.
We applied our black-box sampling scheme to the problem of nano-material configuration design, where the black box constraints are given by expensive PDE solvers, and showed the efficiency and the promise of our method in finding optimal configurations.
Among different approaches for approximating the gradient, the zero-order ones (PLMC, ProxLMC) show overall superior performance, at a prohibitive computational cost.
We established that the deep the surrogate (Taylor-1 ProxLMC) is a viable alternative to zero-order methods, achieving reasonable performance, and offering 15x speedup over zero-order methods.

assistant: text: We propose surrogate based Constrained Langevin sampling with application in nano-porous material configuration design.