romtools.workflows.inverse#
Inverse workflows estimate unknown model parameters from observed data.
An inverse problem starts from a forward model, experimental or synthetic observations, and a parameterized uncertainty model. The goal is to identify parameter values, or a posterior distribution over parameter values, that make the model predictions consistent with the observations.
romtools currently supports:
Ensemble Kalman inversion (EKI) for derivative-free parameter calibration.
Multifidelity EKI with control variates and adaptive reduced-order model refresh strategies.
Variational inference (VI) with gradient, Adam, and Newton optimizers for Gaussian variational families, including diagonal and full-covariance VI.
Multifidelity VI with control variates and adaptive reduced-order model updates, including full-covariance natural-coordinate Newton optimization.
Modules
Single-fidelity efficient global optimization drivers. |
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Optimization methods and configs used by inverse EGO workflows. |
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Bound-handling adapters for EKI and MF-EKI. |
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Single-fidelity ensemble Kalman inversion drivers. |
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Auto-ROM convenience wrapper for full-covariance MF-VI. |
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Lagged-curvature support for full-covariance natural Newton VI/MF-VI. |
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Full-covariance multifidelity variational inference. |
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Natural-coordinate Newton support for full-covariance Gaussian VI/MF-VI. |
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Public routing for Gaussian VI variational families. |
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Utilities for full-covariance Gaussian variational inference. |
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Full-covariance Gaussian VI wrappers. |
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Multifidelity ensemble Kalman inversion drivers. |
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Multifidelity variational inference drivers. |
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ROM-only optimizer substeps for multifidelity variational inference. |
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Centralized public defaults for VI and MF-VI optimization. |
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Variational inference drivers for Gaussian posterior approximations. |
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Optimization methods and configs used by inverse VI workflows. |
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Run-directory policy for VI and MFVI model evaluations. |
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Importance-sampling sample reuse for VI and MFVI. |
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Newton/Hessian support for importance-sampling VI sample reuse. |