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At least 37 records · Page 2

Deep Generative Models that Solve PDEs: Distributed Computing for Training Large Data-Free Models

Recent progress in scientific machine learning (SciML) has opened up the possibility of training novel neural network architectures that solve complex partial differential equations (PDEs). Several (nearly data free) approaches have been recently reported that successfully solve PDEs, with examples including deep feed forward networks, generative networks, and deep encoder-decoder networks. However, practical adoption of these approaches is limited by the difficulty in training these models, especially to make predictions at large output resolutions (≥1024×1024). Here we report on a software framework for data parallel distributed deep learning that resolves the twin challenges of training these large SciML models - training in reasonable time as well as distributing the storage requirements. Our framework provides several out of the box functionality including (a) loss integrity independent of number of processes, (b) synchronized batch normalization, and (c) distributed higher-order optimization methods. We show excellent scalability of this framework on both cloud as well as HPC clusters, and report on the interplay between bandwidth, network topology and bare metal vs cloud. We deploy this approach to train generative models of sizes hitherto not possible, showing that neural PDE solvers can be viably trained for practical applications. We also demonstrate that distributed higher-order optimization methods are 2-3× faster than stochastic gradient-based methods and provide minimal convergence drift with higher batch-size.

PDEs↗

Multi-variance replica exchange SGMCMC for inverse and forward problems via Bayesian PINN

Physics-informed neural network (PINN) has been successfully applied in solving a variety of nonlinear non-convex forward and inverse problems. However, the training is challenging because of the non-convex loss functions and the multiple optima in the Bayesian inverse problem. In this work, we propose a multi-variance replica exchange stochastic gradient Langevin dynamics method to tackle the challenge of the multiple local optima in the optimization and the challenge of the multiple modal posterior distribution in the inverse problem. Replica exchange methods are capable of escaping from the local traps and accelerating the convergence; two chains with different temperatures are designed where the low temperature chain aims for the local convergence, and the target of the high temperature chain is to travel globally and explore the whole loss function entropy landscape. However, it may not be efficient to solve mathematical inversion problems by using the vanilla replica method directly since the method doubles the computational cost in evaluating the forward solvers (likelihood functions) in the two chains. To address this issue, we propose to make different assumptions on the energy function estimation and this facilities one to use solvers of different fidelities in the likelihood function evaluation. More precisely, one can use a solver with low fidelity in the high temperature chain while using a solver with high fidelity in the low temperature chain. Our proposed method significantly lowers the computational cost in the high temperature chain, meanwhile preserving the accuracy and converging very fast. Here we give an unbiased estimate of the swapping rate and give an estimation of the discretization error of the scheme. To verify our idea, we design and solve four inverse problems which have multiple modes. The proposed method is also employed to train the Bayesian PINN to solve the forward and inverse problems; faster and more accurate convergence has been observed when compared to the stochastic gradient Langevin dynamics (SGLD) method and vanilla replica exchange methods.

97 MATHEMATICS AND COMPUTING↗

Stochastic gradient descent for optimization for nuclear systems

The use of gradient descent methods for optimizing k-eigenvalue nuclear systems has been shown to be useful in the past, but the use of k-eigenvalue gradients have proved computationally challenging due to their stochastic nature. ADAM is a gradient descent method that accounts for gradients with a stochastic nature. This analysis uses challenge problems constructed to verify if ADAM is a suitable tool to optimize k-eigenvalue nuclear systems. ADAM is able to successfully optimize nuclear systems using the gradients of k-eigenvalue problems despite their stochastic nature and uncertainty. Furthermore, it is clearly demonstrated that low-compute time, high-variance estimates of the gradient lead to better performance in the optimization challenge problems tested here.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Programming Probabilistic Structural Analysis for Parallel Processing Computer

The ultimate goal of this research program is to make Probabilistic Structural Analysis (PSA) computationally efficient and hence practical for the design environment by achieving large scale parallelism. The paper identifies the multiple levels of parallelism in PSA, identifies methodologies for exploiting this parallelism, describes the development of a parallel stochastic finite element code, and presents results of two example applications. It is demonstrated that speeds within five percent of those theoretically possible can be achieved. A special-purpose numerical technique, the stochastic preconditioned conjugate gradient method, is also presented and demonstrated to be extremely efficient for certain classes of PSA problems.

Sues, Robert H.↗

A Stochastic Gradient Descent Approach for Stochastic Optimal Control

In this work, we introduce a stochastic gradient descent approach to solve the stochastic optimal control problem through stochastic maximum principle. The motivation that drives our method is the gradient of the cost functional in the stochastic optimal control problem is under expectation, and numerical calculation of such an expectation requires fully computation of a system of forward backward stochastic differential equations, which is computationally expensive. By evaluating the expectation with single-sample representation as suggested by the stochastic gradient descent type optimisation, we could save computational efforts in solving FBSDEs and only focus on the optimisation task which aims to determine the optimal control process.

97 MATHEMATICS AND COMPUTING↗

DPM: A deep learning PDE augmentation method with application to large-eddy simulation

A framework is introduced that leverages known physics to reduce overfitting in machine learning for scientific applications. The partial differential equation (PDE) that expresses the physics is augmented with a neural network that uses available data to learn a description of the corresponding unknown or unrepresented physics. Training within this combined system corrects for missing, unknown, or erroneously represented physics, including discretization errors associated with the PDE's numerical solution. For optimization of the network within the PDE, an adjoint PDE is solved to provide high-dimensional gradients, and a stochastic adjoint method (SAM) further accelerates training. Additionally, the approach is demonstrated for large-eddy simulation (LES) of turbulence. High-fidelity direct numerical simulations (DNS) of decaying isotropic turbulence provide the training data used to learn sub-filter-scale closures for the filtered Navier–Stokes equations. Out-of-sample comparisons show that the deep learning PDE method outperforms widely-used models, even for filter sizes so large that they become qualitatively incorrect. It also significantly outperforms the same neural network when a priori trained based on simple data mismatch, not accounting for the full PDE. Measures of discretization errors, which are well-known to be consequential in LES, point to the importance of the unified training formulation's design, which without modification corrects for them. For comparable accuracy, simulation runtime is significantly reduced. A relaxation of the typical discrete enforcement of the divergence-free constraint in the solver is also successful, instead allowing the DPM to approximately enforce incompressibility physics. Since the training loss function is not restricted to correspond directly to the closure to be learned, training can incorporate diverse data, including experimental data.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Exact and inexact subsampled Newton methods for optimization

Abstract The paper studies the solution of stochastic optimization problems in which approximations to the gradient and Hessian are obtained through subsampling. We first consider Newton-like methods that employ these approximations and discuss how to coordinate the accuracy in the gradient and Hessian to yield a superlinear rate of convergence in expectation. The second part of the paper analyzes an inexact Newton method that solves linear systems approximately using the conjugate gradient (CG) method, and that samples the Hessian and not the gradient (the gradient is assumed to be exact). We provide a complexity analysis for this method based on the properties of the CG iteration and the quality of the Hessian approximation, and compare it with a method that employs a stochastic gradient iteration instead of the CG method. We report preliminary numerical results that illustrate the performance of inexact subsampled Newton methods on machine learning applications based on logistic regression.

Mathematics↗

Risk-Constrained Reinforcement Learning for Inverter-Dominated Power System Controls

Here, this paper develops a risk-aware controller for grid-forming inverters (GFMs) to minimize large frequency oscillations in GFM inverter-dominated power systems. To tackle the high variability from loads/renewables, we incorporate a mean-variance risk constraint into the classical linear quadratic regulator (LQR) formulation for this problem. The risk constraint aims to bound the time-averaged cost of state variability and thus can improve the worst-case performance for large disturbances. The resulting risk-constrained LQR problem is solved through the dual reformulation to a minimax problem, by using a reinforcement learning (RL) method termed as stochastic gradient-descent with max-oracle (SGDmax). In particular, the zero-order policy gradient (ZOPG) approach is used to simplify the gradient estimation using simulated system trajectories. Numerical tests conducted on the IEEE 68-bus system have validated the convergence of our proposed SGDmax for GFM model and corroborate the effectiveness of the risk constraint in improving the worst-case performance while reducing the variability of the overall control cost.

Frequency control↗

AlignOT: An Optimal Transport Based Algorithm for Fast 3D Alignment With Applications to Cryogenic Electron Microscopy Density Maps

Aligning electron density maps from Cryogenic electron microscopy (cryo-EM) is a first key step for studying multiple conformations of a biomolecule. As this step remains costly and challenging, with standard alignment tools being potentially stuck in local minima, we propose here a new procedure, called AlignOT, which relies on the use of computational optimal transport (OT) to align EM maps in 3D space. By embedding a fast estimation of OT maps within a stochastic gradient descent algorithm, our method searches for a rotation that minimizes the Wasserstein distance between two maps, represented as point clouds. Here, we quantify the impact of various parameters on the precision and accuracy of the alignment, and show that AlignOT can outperform the standard local alignment methods, with an increased range of rotation angles leading to proper alignment. We further benchmark AlignOT on various pairs of experimental maps, which account for different types of conformational heterogeneities and geometric properties. As our experiments show good performance, we anticipate that our method can be broadly applied to align 3D EM maps.

3D alignment↗

General-Purpose Bayesian Tensor Learning With Automatic Rank Determination and Uncertainty Quantification

A major challenge in many machine learning tasks is that the model expressive power depends on model size. Low-rank tensor methods are an efficient tool for handling the curse of dimensionality in many large-scale machine learning models. The major challenges in training a tensor learning model include how to process the high-volume data, how to determine the tensor rank automatically, and how to estimate the uncertainty of the results. While existing tensor learning focuses on a specific task, this paper proposes a generic Bayesian framework that can be employed to solve a broad class of tensor learning problems such as tensor completion, tensor regression, and tensorized neural networks. We develop a low-rank tensor prior for automatic rank determination in nonlinear problems. Our method is implemented with both stochastic gradient Hamiltonian Monte Carlo (SGHMC) and Stein Variational Gradient Descent (SVGD). We compare the automatic rank determination and uncertainty quantification of these two solvers. We demonstrate that our proposed method can determine the tensor rank automatically and can quantify the uncertainty of the obtained results. We validate our framework on tensor completion tasks and tensorized neural network training tasks.

Bayesian inference↗

Nonlinear Matrix Approximation with Radial Basis Function Components

We introduce and investigate matrix approximation by decomposition into a sum of radial basis function (RBF) components. An RBF component is a generalization of the outer product between a pair of vectors, where an RBF function replaces the scalar multiplication between individual vector elements. Even though the RBF functions are positive definite, the summation across components is not restricted to convex combinations and allows us to compute the decomposition for any real matrix that is not necessarily symmetric or positive definite. We formulate the problem of seeking such a decomposition as an optimization problem with a nonlinear and non-convex loss function. Several modern versions of the gradient descent method, including their scalable stochastic counterparts, are used to solve this problem. We provide extensive empirical evidence of the effectiveness of the RBF decomposition and that of the gradient-based fitting algorithm. While being conceptually motivated by singular value decomposition (SVD), our proposed nonlinear counterpart outperforms SVD by drastically reducing the memory required to approximate a data matrix with the same L2 error for a wide range of matrix types. For example, it leads to 2 to 6 times memory save for Gaussian noise, graph adjacency matrices, and kernel matrices. Moreover, this proximity-based decomposition can offer additional interpretability in applications that involve, e.g., capturing the inner low-dimensional structure of the data, retaining graph connectivity structure, and preserving the acutance of images.

Rebrova, Elizaveta↗

Efficient Generalizable Deep Learning

Stochastic optimization is a fundamental field of research for machine learning. Stochastic gradient descent (SGD) and related methods provide a feasible means to train complicated prediction models over large datasets. SGD, however, does not explicitly address the problem of overfitting, which can lead to predictions that perform poorly on new data. This difference between loss performance on unseen testing data verses that of training data defines the generalization gap of a model. We introduce a new computational kernel called Stochastic Hessian Projection (SHP) that uses a maximum likelihood framework to simultaneously estimate gradient noise covariance and local curvature of the loss function. Our analysis illustrates that these quantities affect the evolution of parameter uncertainty and therefore generalizability. We show how these computations allow us to predict the generalization gap without requiring holdout data. Explicitly assessing this metric for generalizability during training may improve machine learning predictions when data is scarce and understanding prediction variability is critical.

42 ENGINEERING↗

Imaging extended single crystal lattice distortion fields with multi-peak Bragg ptychography

Recent advances in phase-retrieval-based x-ray imaging methods have demonstrated the ability to reconstruct 3D distortion vector fields within a nanocrystal by using coherent diffraction information from multiple crystal Bragg reflections. However, these works do not provide a solution to the challenges encountered in imaging lattice distortions in crystals with significant defect content that result in phase wrapping. Moreover, these methods only apply to isolated crystals smaller than the x-ray illumination, and therefore cannot be used for imaging of distortions in extended crystals. We introduce multi-peak Bragg ptychography which addresses both challenges via an optimization framework that combines stochastic gradient descent and phase unwrapping methods for robust image reconstruction of lattice distortions and defects in extended crystals. Our work uses modern automatic differentiation toolsets so that the method is easy to extend to other settings and easy to implement in high-performance computers. This work is particularly timely given the broad interest in using the increased coherent flux in fourth-generation synchrotrons for innovative material research.

36 MATERIALS SCIENCE↗

Wavefront shaping with a Hadamard basis for scattering soil imaging

Here, soil is a scattering medium that inhibits imaging of plant-microbial-mineral interactions that are essential to plant health and soil carbon sequestration. However, optical imaging in the complex medium of soil has been stymied by the seemingly intractable problems of scattering and contrast. Here, we develop a wavefront shaping method based on adaptive stochastic parallel gradient descent optimization with a Hadamard basis to focus light through soil mineral samples. Our approach allows a sparse representation of the wavefront with reduced dimensionality for the optimization. We further divide the used Hadamard basis set into subsets and optimize a certain subset at once. Simulation and experimental optimization results demonstrate our method has an approximately seven times higher convergence rate and overall better performance compared to that with optimizing all pixels at once. The proposed method can benefit other high-dimensional optimization problems in adaptive optics and wavefront shaping.

47 OTHER INSTRUMENTATION↗

A new hybrid algorithm combining a new chaos optimization approach with gradient descent for high dimensional optimization problems

Chaos optimization algorithm (COA) is a recently developed method for global optimization based on chaos theory. It has the features of easy implementation, short execution time and robust mechanisms of escaping from local optima compared with the existing stochastic searching algorithm. By integrating the gradient descent method with a new COA approach using new strategies including symmetrization and levelling, a novel hybrid method, called SCGD, is proposed in this paper. The main idea is to combine the good ability of exploitation of the gradient descent with the high ability of exploration of COA. The purpose is to avoid being trapped into local optima and to improve convergence in large space and high-dimension optimization problems. The simulation results based on a set of 50 benchmark functions with diverse properties and different dimensions show the efficiency and the abilities of the proposed method in finding the global optima compared with the existing methods.

97 MATHEMATICS AND COMPUTING↗

Plateau Phenomenon in Gradient Descent Training of RELU Networks: Explanation, Quantification, and Avoidance

The ability of neural networks to provide ‘best in class’ approximation across a wide range of applications is well-documented. Nevertheless, the powerful expressivity of neural networks comes to naught if one is unable to effectively train (choose) the parameters defining the network. In general, neural networks are trained by gradient descent type optimization methods,a stochastic variant thereof. In practice, such methods result in the loss function decreases rapidly at the beginning of training but then, after a relatively small number of steps, significantly slow down. The loss may even appear to stagnate over the period of a large number of epochs, only to then suddenly start to decrease fast again for no apparent reason. This so-called plateau phenomenon manifests itself in many learning tasks. The present work aims to identify and quantify the root causes of plateau phenomenon.analysis is carried out in the setting of univariate ReLU networks. No assumptions are made on the number of neurons relative to the number of training data, and our results hold for both the lazy and adaptive regimes. Here, the main findings are: plateaux correspond to periods during which activation patterns remain constant, where activation pattern refers to the number of data points that activate a given neuron; quantification of convergence of the gradient flow dynamics; and, characterization stationary points in terms solutions of local least squares regression lines over subsets of the training data. Based on these conclusions, we propose a new iterative training method, the Active Neuron Least Squares (ANLS), characterised by the explicit adjustment of the activation pattern at each step, which is designed to enable a quick exit from a plateau. Illustrative numerical examples are included throughout.

97 MATHEMATICS AND COMPUTING↗

Stochastic minibatch approach to the ptychographic iterative engine

The ptychographic iterative engine (PIE) is a widely used algorithm that enables phase retrieval at nanometer-scale resolution over a wide range of imaging experiment configurations. By analyzing diffraction intensities from multiple scanning locations where a probing wavefield interacts with a sample, the algorithm solves a difficult optimization problem with constraints derived from the experimental geometry as well as sample properties. The effectiveness at which this optimization problem is solved is highly dependent on the ordering in which we use the measured diffraction intensities in the algorithm, and random ordering is widely used due to the limited ability to escape from stagnation in poor-quality local solutions. In this study, we introduce an extension to the PIE algorithm that uses ideas popularized in recent machine learning training methods, in this case minibatch stochastic gradient descent. Our results demonstrate that these new techniques significantly improve the convergence properties of the PIE numerical optimization problem.

47 OTHER INSTRUMENTATION↗

Scalable Second Order Optimization for Machine Learning

Many machine learning (ML) training tasks are essentially optimization processes that would at first glance appear eminently parallelizable and scalable. However, effective acceleration of these tasks with scalable parallel hardware has proven to be elusive. While standard methods for machine learning, e.g., stochastic gradient descent (SGD) for DNNs, tend to be resource efficient, they appear to be fundamentally sequential in nature.

97 MATHEMATICS AND COMPUTING↗