Structure-aware Initialization via Numerical Continuation and Informed Priors

Abstract

Scientific machine learning (SciML) often operates in ill-conditioned, weakly identifiable regimes due to limited data or indirect observations. In such settings, optimization and inference are highly sensitive to the starting point, making initialization--often under-reported--a consequential degree of freedom. Random initialization is not a neutral default as it induces an implicit prior over candidate solutions and can systematically bias the result, producing large run-to-run variability. Here, we formalize this view by treating initialization as a hidden confounder in SciML and develop a unifying theory for structure-aware initialization via numerical continuation, constructing warm starts from related problem instances. Across representative tasks, including physics-informed neural networks, maximum likelihood estimation, and variational inference, warm starts have been shown to consistently reduce optimization effort and improve reliability.