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Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing

We analyze the convergence of a nonlocal gradient descent method for minimizing a class of high-dimensional non-convex functions, where a directional Gaussian smoothing (DGS) is proposed to define the nonlocal gradient (also referred to as the DGS gradient). The method was first proposed in [Zhang et al., Enabling long-range exploration in minimization of multimodal functions, UAI 2021], in which multiple numerical experiments showed that replacing the traditional local gradient with the DGS gradient can help the optimizers escape local minima more easily and significantly improve their performance. However, a rigorous theory for the efficiency of the method on nonconvex landscape is lacking. In this work, we investigate the scenario where the objective function is composed of a convex function, perturbed by deterministic oscillating noise. We provide a convergence theory under which the iterates exponentially converge to a tightened neighborhood of the solution, whose size is characterized by the noise wavelength. Here, we also establish a correlation between the optimal values of the Gaussian smoothing radius and the noise wavelength, thus justifying the advantage of using moderate or large smoothing radii with the method. Furthermore, if the noise level decays to zero when approaching the global minimum, we prove that DGS-based optimization converges to the exact global minimum with linear rates, similarly to standard gradient-based methods in optimizing convex functions. Several numerical experiments are provided to confirm our theory and illustrate the superiority of the approach over those based on the local gradient.

Tran, Hoang [Oak Ridge National Laboratory (ORNL),↗

Enabling Long-range Exploration in Minimization of Multimodal Functions

We consider the problem of minimizing multi-modal loss functions with a large number of local optima. Since the local gradient points to the direction of the steepest slope in an infinitesimal neighborhood, an optimizer guided by the local gradient is often trapped in a local minimum. To address this issue, we develop a novel nonlocal gradient to skip small local minima by capturing major structures of the loss’s landscape in black-box optimization. The nonlocal gradient is defined by a directional Gaussian smoothing (DGS) approach. The key idea of DGS is to conducts 1D long-range exploration with a large smoothing radius along d orthogonal directions in Rd, each of which defines a nonlocal directional derivative as a 1D integral. Such long-range exploration enables the nonlocal gradient to skip small local minima. The d directional derivatives are then assembled to form the nonlocal gradient. We use the Gauss-Hermite quadrature rule to approximate the d 1D integrals to obtain an accurate estimator. The superior performance of our method is demonstrated in three sets of examples, including benchmark functions for global optimization, and two real-world scientific problems.

Zhang, Jiaxin↗

Material Model Parameters Optimization in Liquid Mercury Target Dynamics Simulation With Machine Learning Surrogates

A pulsed spallation target is subjected to very short (∼0.7μs) but intense loads (23.3 kJ) from repeated proton pulses, which knock away neutrons from the mercury atoms’ nuclei for a wide range application in physics, engineering, medicine, petroleum exploration, biology, chemistry, etc. The effect of this pulsed loading on the stainless-steel target module which contains the flowing mercury target material is difficult to predict not only due to its short but intense explosive-like physical reaction, but also the nonlinear material behavior of the liquid mercury in the structure. Injecting small helium bubbles in the mercury has been an efficient method of mitigating the pressure wave at high power level stage. However, prediction of the resultant loading on the target is more difficult when helium gas is intentionally injected into the mercury. A 2-phase material model that incorporates the Rayleigh-Plesset (R-P) model is expected to address this complex multi-physics dynamics problem by including the bubble dynamics in the liquid mercury. A parameter sensitivity study was firstly employed to understand their impact on the simulation strains. The investigated parameters included E, μ, γ, σ, n, VFgas, and gas cumulative volume curve control parameters a and b. Verification and validation results from sparse polynomial expansions (SPE) method and directional Gaussian smoothing (DGS) optimization show that the surrogate model had training error of ∼7% and validation error of ∼15%, indicating that machine learning methods and surrogate models can help optimize the uncertain parameters in the complex 2-phase material model. This approach is expected to fill the knowledge gap between unknown liquid-gas mixture material model and measured vessel strain responses.

Lin, Lianshan↗

A Nonlocal-Gradient Descent Method for Inverse Design in Nanophotonics

Local-gradient-based optimization approaches lack nonlocal exploration abilityrequired for escaping from local minima when searching non-convex landscapes.A directional Gaussian smoothing (DGS) approach was recently proposed in [29]and used to define a truly nonlocal gradient, referred to as the DGS gradient, inorder to enable nonlocal exploration in high-dimensional black-box optimization.Promising results show that replacing the traditional local gradient with the nonlocalDGS gradient can significantly improve the performance of gradient-based methodsin optimizing highly multi-modal loss functions. However, the current DGS methodis designed for unbounded and uncontrained optimization problems, making itinapplicable to real-world engineering optimization problems where the tuningparameters are often bounded and the loss function is usually constrained byphysical processes. In this work, we propose to extend to the DGS approachto the constrained inverse design framework in order to find better optima ofmulti-modal loss functions. A series of adaptive strategies for smoothing radiusand learning rate updating are developed to improve the computational efficiencyand robustness. Our methodology is demonstrated by an example of designing ananoscale wavelength demultiplexer, and shows superior performance compared tothe state-of-the-art approaches. By incorporating volume constraints, the optimizeddesign achieves an equivalently high performance but significantly reduces theamount of material usage.

Bi, Sirui↗

BeyondPlanck: V. Minimal ADC Corrections for Planck LFI

We describe the correction procedure for Analog-to-Digital Converter (ADC) differential non-linearities (DNL) adopted in the Bayesian end-to-end BEYONDPLANCK analysis framework. This method is nearly identical to that developed for the official Planck Low Frequency Instrument (LFI) Data Processing Center (DPC) analysis, and relies on the binned rms noise profile of each detector data stream. However, rather than building the correction profile directly from the raw rms profile, we first fit a Gaussian to each significant ADC-induced rms decrement, and then derive the corresponding correction model from this smooth model. The main advantage of this approach is that only samples which are significantly affected by ADC DNLs are corrected, as opposed to the DPC approach in which the correction is applied to all samples, filtering out signals not associated with ADC DNLs. The new corrections are only applied to data for which there is a clear detection of the non-linearities, and for which they perform at least comparably with the DPC corrections. Out of a total of 88 LFI data streams (sky and reference load for each of the 44 detectors) we apply the new minimal ADC corrections in 25 cases, and maintain the DPC corrections in 8 cases. All these corrections are applied to 44 or 70 GHz channels, while, as in previous analyses, none of the 30 GHz ADCs show significant evidence of non-linearity. By comparing the BEYONDPLANCK and DPC ADC correction methods, we estimate that the residual ADC uncertainty is about two orders of magnitude below the total noise of both the 44 and 70 GHz channels, and their impact on current cosmological parameter estimation is small. However, we also show that non-idealities in the ADC corrections can generate sharp stripes in the final frequency maps, and these could be important for future joint analyses with the Planck High Frequency Instrument (HFI), Wilkinson Microwave Anisotropy Probe (WMAP), or other datasets. We therefore conclude that, although the existing corrections are adequate for LFI-based cosmological parameter analysis, further work on LFI ADC corrections is still warranted.

79 ASTRONOMY AND ASTROPHYSICS↗

Persistent Classification: Understanding Adversarial Attacks by Studying Decision Boundary Dynamics

ABSTRACT There are a number of hypotheses underlying the existence of adversarial examples for classification problems. These include the high‐dimensionality of the data, the high codimension in the ambient space of the data manifolds of interest, and that the structure of machine learning models may encourage classifiers to develop decision boundaries close to data points. This article proposes a new framework for studying adversarial examples that does not depend directly on the distance to the decision boundary. Similarly to the smoothed classifier literature, we define a (natural or adversarial) data point to be ( γ , σ)‐stable if the probability of the same classification is at least for points sampled in a Gaussian neighborhood of the point with a given standard deviation . We focus on studying the differences between persistence metrics along interpolants of natural and adversarial points. We show that adversarial examples have significantly lower persistence than natural examples for large neural networks in the context of the MNIST and ImageNet datasets. We connect this lack of persistence with decision boundary geometry by measuring angles of interpolants with respect to decision boundaries. Finally, we connect this approach with robustness by developing a manifold alignment gradient metric and demonstrating the increase in robustness that can be achieved when training with the addition of this metric.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Towards optimal sensor placement for inverse problems in spaces of measures

The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in the sensor configuration and robust with respect to the source, yet relatively easy to compute in practice, compared to a direct evaluation of the error by a large number of samples. In particular, we consider the identification of a measure consisting of an unknown linear combination of point sources from a finite number of measurements contaminated by Gaussian noise. The statistical framework for recovery relies on two main ingredients: first, a convex but non-smooth variational Tikhonov point estimator over the space of Radon measures and, second, a suitable mean-squared error based on its Hellinger–Kantorovich distance to the ground truth. To quantify the error, we employ a non-degenerate source condition as well as careful linearization arguments to derive a computable upper bound. This leads to asymptotically sharp error estimates in expectation that are explicit in the sensor configuration. Thus they can be used to estimate the expected reconstruction error for a given sensor configuration and guide the placement of sensors in sparse inverse problems.

97 MATHEMATICS AND COMPUTING↗

Tracer-field cross-correlations with k -nearest neighbour distributions

ABSTRACT In astronomy and cosmology significant effort is devoted to characterizing and understanding spatial cross-correlations between points – e.g galaxy positions, high energy neutrino arrival directions, X-ray and AGN sources, and continuous fields – e.g. weak lensing meiand Cosmic Microwave Background maps. Recently, we introduced the k-nearest neighbour (kNN) formalism to better characterize the clustering of discrete (point) data sets. Here, we extend it to the point – field cross-correlations analysis. It combines kNN measurements of the point data set with measurements of the field smoothed at many scales. The resulting statistics are sensitive to all orders in the joint clustering of the points and the field. We demonstrate that this approach, unlike the 2-pt cross-correlation, can measure the statistical dependence of two data sets even when there are no linear (Gaussian) correlations between them. We further demonstrate that this framework is far more effective than the two point function in detecting cross-correlations when the continuous field is contaminated by high levels of noise. For a particularly high level of noise, the cross-correlation between haloes and the underlying matter field in a cosmological simulation, between 10 h−1 Mpc and 30 h−1 Mpc, is detected at >5σ significance using the technique presented here, when the two-point cross-correlation significance is ∼1σ. Finally, we show that kNN cross-correlations of haloes and the matter field can be well modelled on quasi-linear scales using the Hybrid Effective Field Theory (HEFT) framework, with the same set of bias parameters as are used for 2-pt cross-correlations. The substantial improvement in the statistical power of detecting cross-correlations using this method makes it a promising tool for various cosmological applications.

79 ASTRONOMY AND ASTROPHYSICS↗

Statistical evaluation of microscale stress conditions leading to void nucleation in the weak shock regime

Here, we investigate the heterogeneity of the stress state driven by anisotropic deformation response at the single crystal level through five statistical volume element (SVE) calculations of polycrystalline BCC tantalum. This work focuses on grain boundaries as a prominent material defect type prone to void nucleation based upon experimental observations of predominantly intergranular void nucleation in this material. The SVEs are constructed to be statistically representative of larger volumes of material and are meshed such that mean and standard deviation of grain size and orientation information is reconstructed. The computational meshes feature hexahedral (brick) elements and smooth conformal grain boundaries where significant stress concentration is known to occur, a tail effect of interest in the extreme events process of dynamic ductile damage. An existing micromechanical crystallographic plasticity model shown to capture the single crystal behavior of BCC tantalum well is used to perform the polycrystal calculations. The model includes representation of the non-Schmid effect of non-planar screw dislocation kinetics in tantalum. A three-dimensional stress state time profile predicted by damage modeling of a flyer plate impact experiment is applied as boundary conditions to each SVE. Resulting grain boundary stress state statistics are strongly non-Gaussian. Significant structural evolution is observed within the compressive hold before unloading into tension in the stress profile. Strong angular dependence of grain boundary traction magnitude with shock direction is observed. Non-Schmid effects continue to suggest their influence on propensity of microstructural defect types to nucleate voids. A general void nucleation criterion is proposed using probability theory. The general framework is specified to polycrystalline BCC tantalum in the weak shock regime to include the SVE calculations and literature molecular dynamics calculations of grain boundary void nucleation strength. Probability density functions (PDFs) are used to describe the interaction between the local stress state heterogeneity and the distributed grain boundary void nucleation strength state. A causation entropy maximization procedure removes the requirement for ad hoc selection of a PDF functional form and provides a rigorous procedure for data-based PDF determination. The resulting physically informed PDF describes the spatial appearance frequency of nucleated voids as a function of applied macroscale pressure. Lower length scale physics are thus packaged in a precise and computationally efficient way to provide computational plasticity insight to macroscale dynamic ductile damage models.

36 MATERIALS SCIENCE↗

Cross-beam energy transfer in direct-drive ICF. II. Theory and simulation of mitigation through increased laser bandwidth

The response of the cross-beam energy transfer instability (CBET) to laser bandwidth is investigated through a combination of theory and simulation. Existing linear theory is generalized to treat broadband lasers, demonstrating that CBET is most effectively suppressed when the bandwidth exceeds the ion-acoustic wave (IAW) frequency. It is shown that for such bandwidths, reverse (seed to pump) transfer becomes possible, which reduces the net energy transfer rapidly as bandwidth is increased. The CBET gain exponent in this regime scales with bandwidth (Δω) as Δω−3 for Gaussian or Lorentzian laser spectra with different scalings possible for other spectra. Comparison of our theory with linearized fluid and particle-in-cell simulations, performed with the laser-plasma simulation environment (LPSE) and vector particle in cell (VPIC) codes, respectively, finds that the model is accurate in the absence of nonlinear processes. However, linear analysis also finds that the IAW energy density scales as Δω−1, implying that nonlinear effects may be more difficult to control than the CBET scaling would suggest. Indeed, nonlinear effects are found to be present in VPIC simulations with high-intensity lasers, despite minimal apparent CBET. Nonlinear processes in the VPIC cases include particle trapping, the two-ion wave decay, and ion wave self-focusing. In some high intensity VPIC cases, these effects lead to net energy transfer from seed to pump and increases to backscatter stimulated Brillouin scattering reflectivities. Finally, for a given bandwidth, we show that improved control of nonlinear processes can be achieved via smoothing by spectral dispersion.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Non-Boussinesq subgrid-scale model with dynamic tensorial coefficients

A major drawback of Boussinesq-type subgrid-scale stress models used in large-eddy simulations is the inherent assumption of alignment between large-scale strain rates and filtered subgrid-stresses. A priori analyses using direct numerical simulation (DNS) data have shown that this assumption is invalid locally as subgrid-scale stresses are poorly correlated with the large-scale strain rates [J. Bardina, J. Ferziger, and W. Reynolds, Improved subgrid-scale models for large-eddy simulation, in Proceedings of the 13th Fluid and Plasmadynamics Conference, AIAA (1980); C. Meneveau and K. Katz, Scale-invariance and turbulence models for large-eddy simulation, Ann. Rev. Fluid Mech. 32, 1 (2000)]. In the present work, a new, non-Boussinesq subgrid-scale model is presented where the model coefficients are computed dynamically. Some previous non-Boussinesq models have observed issues in providing adequate dissipation of turbulent kinetic energy [e.g., Bardina et al., Proceedings of the 13th Fluid and Plasmadynamics Conference (1980); R. A. Clark, J. Ferziger, and W.C. Reynolds. Evaluation of subgrid-scale models using an accurately simulated turbulent flow, J. Fluid Mech. 91, 1 (1979); S. Stolz and N. A. Adams, An approximate deconvolution procedure for large-eddy simulation, Phys. Fluids 11, 1699 (1999)]; however, the present model is shown to provide sufficient dissipation using dynamic coefficients. Modeled subgrid-scale Reynolds stresses satisfy the consistency requirements of the governing equations for large-eddy simulation (LES), vanish in laminar flow and at solid boundaries, and have the correct asymptotic behavior in the near-wall region of a turbulent boundary layer. The new model, referred to as the dynamic tensor-coefficient Smagorinsky model (DTCSM), has been tested in simulations of canonical flows: decaying and forced homogeneous isotropic turbulence, and wall-modeled turbulent channel flow at high Reynolds numbers. The results show favorable agreement with DNS data. It has been shown that DTCSM offers similar predictive capabilities as the dynamic Smagorinsky model for canonical flows. In order to assess the performance of DTCSM in more complex flows, wall-modeled simulations of high Reynolds number flow over a Gaussian bump (Boeing speed bump) exhibiting smooth-body flow separation are performed. Predictions of surface pressure and skin friction, compared against DNS and experimental data, show improved accuracy from DTCSM in comparison to existing static coefficient (Vreman) and dynamic Smagorinsky model. The computational cost of performing LES with this model is up to 15% higher than the dynamic Smagorinsky model.

42 ENGINEERING↗