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CONORBIT: constrained optimization by radial basis function interpolation in trust regions

Here, this paper presents CONORBIT (CONstrained Optimization by Radial Basis function Interpolation in Trust regions), a derivative-free algorithm for constrained black-box optimization where the objective and constraint functions are computationally expensive. CONORBIT employs a trust-region framework that uses interpolating radial basis function (RBF) models for the objective and constraint functions, and is an extension of the ORBIT algorithm. It uses a small margin for the RBF constraint models to facilitate the generation of feasible iterates, and extensive numerical tests confirm that such a margin is helpful in improving performance. CONORBIT is compared with other algorithms on 27 test problems, a chemical process optimization problem, and an automotive application. Numerical results show that CONORBIT performs better than COBYLA, a sequential penalty derivative-free method, an augmented Lagrangian method, a direct search method, and another RBF-based algorithm on the test problems and on the automotive application.

97 MATHEMATICS AND COMPUTING↗

Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics

We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At the first step, we embed the high-dimensional time series into a reduced low-dimensional space using nonlinear manifold learning (local linear embedding and parsimonious diffusion maps). Then, we construct reduced-order surrogate models on the manifold (here, for our illustrations, we used multivariate autoregressive and Gaussian process regression models) to forecast the embedded dynamics. Finally, we solve the pre-image problem, thus lifting the embedded time series back to the original high-dimensional space using radial basis function interpolation and geometric harmonics. The proposed numerical data-driven scheme can also be applied as a reduced-order model procedure for the numerical solution/propagation of the (transient) dynamics of partial differential equations (PDEs). In conclusion, we assess the performance of the proposed scheme via three different families of problems: (a) the forecasting of synthetic time series generated by three simplistic linear and weakly nonlinear stochastic models resembling electroencephalography signals, (b) the prediction/propagation of the solution profiles of a linear parabolic PDE and the Brusselator model (a set of two nonlinear parabolic PDEs), and (c) the forecasting of a real-world data set containing daily time series of ten key foreign exchange rates spanning the time period 3 September 2001–29 October 2020.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Contour interpolated radial basis functions with spline boundary correction for fast 3D reconstruction of the human articular cartilage from MR images

Purpose: The aim of this work is to demonstrate a new image processing technique that can provide a “near real-time” 3D reconstruction of the articular cartilage of the human knee from MR images which is user friendly. This would serve as a point-of-care 3D visualization tool which would benefit a consultant radiologist in the visualization of the human articular cartilage. Methods: The authors introduce a novel fusion of an adaptation of the contour method known as “contour interpolation (CI)” with radial basis functions (RBFs) which they describe as “CI-RBFs.” The authors also present a spline boundary correction which further enhances volume estimation of the method. A subject cohort consisting of 17 right nonpathological knees (ten female and seven male) is assessed to validate the quality of the proposed method. The authors demonstrate how the CI-RBF method dramatically reduces the number of data points required for fitting an implicit surface to the entire cartilage, thus, significantly improving the speed of reconstruction over the comparable RBF reconstruction method of Carr. The authors compare the CI-RBF method volume estimation to a typical commercial package (3D DOCTOR), Carr’s RBF method, and a benchmark manual method for the reconstruction of the femoral, tibial, and patellar cartilages. Results: The authors demonstrate how the CI-RBF method significantly reduces the number of data points (p-value < 0.0001) required for fitting an implicit surface to the cartilage, by 48%, 31%, and 44% for the patellar, tibial, and femoral cartilages, respectively. Thus, significantly improving the speed of reconstruction (p-value < 0.0001) by 39%, 40%, and 44% for the patellar, tibial, and femoral cartilages over the comparable RBF model of Carr providing a near real-time reconstruction of 6.49, 8.88, and 9.43 min for the patellar, tibial, and femoral cartilages, respectively. In addition, it is demonstrated how the CI-RBF method matches the volume estimation of a typical commercial package (3D DOCTOR), Carr’s RBF method, and a benchmark manual method for the reconstruction of the femoral, tibial, and patellar cartilages. Furthermore, the performance of the segmentation method used for the extraction of the femoral, tibial, and patellar cartilages is assessed with a Dice similarity coefficient, sensitivity, and specificity measure providing high agreement to manual segmentation. Conclusions: The CI-RBF method provides a fast, accurate, and robust 3D model reconstruction that matches Carr’s RBF method, 3D DOCTOR, and a manual benchmark method in accuracy and significantly improves upon Carr’s RBF method in data requirement and computational speed. In addition, the visualization tool has been designed to quickly segment MR images requiring only four mouse clicks per MR image slice.

62 RADIOLOGY AND NUCLEAR MEDICINE↗

A kinetic-based regularization method for data science applications

We propose a physics-based regularization technique for function learning, inspired by statistical mechanics. By drawing an analogy between optimizing the parameters of an interpolator and minimizing the energy of a system, we introduce corrections that impose constraints on the lower-order moments of the data distribution. This minimizes the discrepancy between the discrete and continuum representations of the data, in turn allowing to access more favorable energy landscapes, thus improving the accuracy of the interpolator. Our approach improves performance in both interpolation and regression tasks, even in high-dimensional spaces. Unlike traditional methods, it does not require empirical parameter tuning, making it particularly effective for handling noisy data. We also show that thanks to its local nature, the method offers computational and memory efficiency advantages over Radial Basis Function interpolators, especially for large datasets.

97 MATHEMATICS AND COMPUTING↗

Efficient online quantum circuit learning with no upfront training

Optimization is a promising candidate for studying the utility of variational quantum algorithms (VQAs). However, evaluating cost functions using quantum hardware introduces runtime overheads that limit exploration. Surrogate-based methods can reduce calls to a quantum computer, yet existing approaches require hyperparameter pre-training and have been tested only on small problems. Here, we show that surrogate-based methods can enable successful optimization at scale, without pre-training, by using radial basis function interpolation (RBF) to construct an adaptive, hyperparameter-free surrogate. Using the surrogate as an acquisition function drives hardware queries to the vicinity of the true optima. For 16-qubit random 3-regular Max-Cut instances with the Quantum Approximate Optimization Algorithm (QAOA), our method outperforms state-of-the-art approaches, without considering their upfront training costs. Furthermore, we successfully optimize QAOA circuits for 127-qubit random Ising models on an IBM processor using 10 4 −10 5 measurements. Strong empirical performance demonstrates the promise of automated surrogate-based learning for large-scale VQA applications.

97 MATHEMATICS AND COMPUTING↗

A Bayesian method to estimate the neutron response matrix of a single crystal CVD diamond detector

Detectors made from artificial chemical vapor deposition (CVD) single crystal diamond are very promising candidates for applications where high resolution neutron spectrometry in very high neutron fluxes is required, for example in fusion research. We propose a Bayesian method to estimate the neutron response function of the detector for a continuous range of neutron energies (in our case, 10 MeV ≤ E{sub n} ≤ 16 MeV) based on a few measurements with quasi-monoenergetic neutrons. This method is needed because a complete set of measurements is not available and the alternative approach of using responses based on Monte Carlo calculations is not feasible. Our approach uses Bayesian signal-background separation techniques and radial basis function interpolation methods. We present the analysis of data measured at the PTB accelerator facility PIAF. The method is quite general and it can be applied to other particle detectors with similar characteristics.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

Hyperspherical Sparse Approximation Techniques for High-Dimensional Discontinuity Detection

This work proposes a hyperspherical sparse approximation framework for detecting jump discontinuities in functions in high-dimensional spaces. The need for a novel approach results from the theoretical and computational inefficiencies of well-known approaches, such as adaptive sparse grids, for discontinuity detection. Our approach constructs the hyperspherical coordinate representation of the discontinuity surface of a function. Then sparse approximations of the transformed function are built in the hyperspherical coordinate system, with values at each point estimated by solving a one-dimensional discontinuity detection problem. Due to the smoothness of the hypersurface, the new technique can identify jump discontinuities with significantly reduced computational cost, compared to existing methods. Several approaches are used to approximate the transformed discontinuity surface in the hyperspherical system, including adaptive sparse grid and radial basis function interpolation, discrete least squares projection, and compressed sensing approximation. Moreover, hierarchical acceleration techniques are also incorporated to further reduce the overall complexity. In conclusion, rigorous complexity analyses of the new methods are provided, as are several numerical examples that illustrate the effectiveness of our approach.

97 MATHEMATICS AND COMPUTING↗

Non-intrusive reduced order modeling of natural convection in porous media using convolutional autoencoders: Comparison with linear subspace techniques

Natural convection in porous media is a highly nonlinear multiphysical problem relevant to many engineering applications (e.g., the process of CO 2 sequestration). Here, we extend and present a non-intrusive reduced order model of natural convection in porous media employing deep convolutional autoencoders for the compression and reconstruction and either radial basis function (RBF) interpolation or artificial neural networks (ANNs) for mapping parameters of partial differential equations (PDEs) on the corresponding nonlinear manifolds. To benchmark our approach, we also describe linear compression and reconstruction processes relying on proper orthogonal decomposition (POD) and ANNs. Further, we present comprehensive comparisons among different models through three benchmark problems. The reduced order models, linear and nonlinear approaches, are much faster than the finite element model, obtaining a maximum speed-up of 7 × 10 6 because our framework is not bound by the Courant–Friedrichs–Lewy condition; hence, it could deliver quantities of interest at any given time contrary to the finite element model. Our model’s accuracy still lies within a relative error of 7% in the worst-case scenario. We illustrate that, in specific settings, the nonlinear approach outperforms its linear counterpart and vice versa. We hypothesize that a visual comparison between principal component analysis (PCA) and t-Distributed Stochastic Neighbor Embedding (t-SNE) could indicate which method will perform better prior to employing any specific compression strategy.

97 MATHEMATICS AND COMPUTING↗

Data-Driven Reduced-Order Modeling of Convective Heat Transfer in Porous Media

This work presents a data-driven Reduced-Order Model (ROM) for parametric convective heat transfer problems in porous media. The intrusive Proper Orthogonal Decomposition aided Reduced-Basis (POD-RB) technique is employed to reduce the porous medium formulation of the incompressible Reynolds-Averaged Navier–Stokes (RANS) equations coupled with heat transfer. Instead of resolving the exact flow configuration with high fidelity, the porous medium formulation solves a homogenized flow in which the fluid-structure interactions are captured via volumetric flow resistances with nonlinear, semi-empirical friction correlations. A supremizer approach is implemented for the stabilization of the reduced fluid dynamics equations. The reduced nonlinear flow resistances are treated using the Discrete Empirical Interpolation Method (DEIM), while the turbulent eddy viscosity and diffusivity are approximated by adopting a Radial Basis Function (RBF) interpolation-based approach. The proposed method is tested using a 2D numerical model of the Molten Salt Fast Reactor (MSFR), which involves the simulation of both clean and porous medium regions in the same domain. For the steady-state example, five model parameters are considered to be uncertain: the magnitude of the pumping force, the external coolant temperature, the heat transfer coefficient, the thermal expansion coefficient, and the Prandtl number. For transient scenarios, on the other hand, the coastdown-time of the pump is the only uncertain parameter. The results indicate that the POD-RB-ROMs are suitable for the reduction of similar problems. The relative L2 errors are below 3.34% for every field of interest for all cases analyzed, while the speedup factors vary between 54 (transient) and 40,000 (steady-state).

German, Péter (ORCID:0000000307285283)↗

Machine learning-based surrogate modeling for data-driven optimization: a comparison of subset selection for regression techniques

Optimization of simulation-based or data-driven systems is a challenging task, which has attracted significant attention in the recent literature. A very efficient approach for optimizing systems without analytical expressions is through fitting surrogate models. Due to their increased flexibility, nonlinear interpolating functions, such as radial basis functions and Kriging, have been predominantly used as surrogates for data-driven optimization; however, these methods lead to complex nonconvex formulations. Alternatively, commonly used regression-based surrogates lead to simpler formulations, but they are less flexible and inaccurate if the form is not known a priori. In this work, we investigate the efficiency of subset selection regression techniques for developing surrogate functions that balance both accuracy and complexity. Subset selection creates sparse regression models by selecting only a subset of original features, which are linearly combined to generate a diverse set of surrogate models. Five different subset selection techniques are compared with commonly used nonlinear interpolating surrogate functions with respect to optimization solution accuracy, computation time, sampling requirements, and model sparsity. Furthermore, our results indicate that subset selection-based regression functions exhibit promising performance when the dimensionality is low, while interpolation performs better for higher dimensional problems.

42 ENGINEERING↗

Comparing machine learning and interpolation methods for loop-level calculations

The need to approximate functions is ubiquitous in science, either due to empirical constraints or high computational cost of accessing the function. In high-energy physics, the precise computation of the scattering cross-section of a process requires the evaluation of computationally intensive integrals. A wide variety of methods in machine learning have been used to tackle this problem, but often the motivation of using one method over another is lacking. Comparing these methods is typically highly dependent on the problem at hand, so we specify to the case where we can evaluate the function a large number of times, after which quick and accurate evaluation can take place. We consider four interpolation and three machine learning techniques and compare their performance on three toy functions, the four-point scalar Passarino-Veltman D_0 D 0 function, and the two-loop self-energy master integral M. We find that in low dimensions (d = 3), traditional interpolation techniques like the Radial Basis Function perform very well, but in higher dimensions (d=5, 6, 9) we find that multi-layer perceptrons (a.k.a neural networks) do not suffer as much from the curse of dimensionality and provide the fastest and most accurate predictions.

97 MATHEMATICS AND COMPUTING↗

Rational RBF-based partition of unity method for efficiently and accurately approximating 3D objects

We consider the problem of reconstructing 3D objects via meshfree interpolation methods. In this framework, we usually deal with large data sets and thus develop an efficient local scheme via the well-known partition of unity method. The main contribution in this paper consists in constructing the local interpolants for the implicit interpolation by means of rational radial basis functions. Numerical experiments, devoted to test the accuracy of the scheme, confirm that the proposed method is particularly performing when 3D objects, or more in general implicit functions defined by scattered points, need to be approximated.

97 MATHEMATICS AND COMPUTING↗

Mesh-free data transfer algorithms for partitioned multiphysics problems: Conservation, accuracy, and parallelism

In this study we analyze and extend mesh-free algorithms for three-dimensional data transfer problems in partitioned multiphysics simulations. We first provide a direct comparison between a mesh-based weighted residual method using the common-refinement scheme and two mesh-free algorithms leveraging compactly supported radial basis functions: one using a spline interpolation and one using a moving least square reconstruction. Through the comparison we assess both the conservation and accuracy of the data transfer obtained from each of the methods. We do so for a varying set of geometries with and without curvature and sharp features and for functions with and without smoothness and with varying gradients. Our results show that the mesh-based and mesh-free algorithms are complementary with cases where each was demonstrated to perform better than the other. We then focus on the mesh-free methods by developing a set of algorithms to parallelize them based on sparse linear algebra techniques. This includes a discussion of fast parallel radius searching in point clouds and restructuring the interpolation algorithms to leverage data structures and linear algebra services designed for large distributed computing environments. The scalability of our new algorithms is demonstrated on a leadership class computing facility using a set of basic scaling studies. Finally, these scaling studies show that for problems with reasonable load balance, our new algorithms for both spline interpolation and moving least square reconstruction demonstrate both strong and weak scalability using more than 100,000 MPI processes with billions of degrees of freedom in the data transfer operation.

97 MATHEMATICS AND COMPUTING↗

LaplaceInterpolation.jl: A Julia package for fast interpolation on a grid

We implement a linear-time algorithm for interpolation on a regular multidimensional grid in the Julia language. The algorithm is an approximate Laplace interpolation (Press, 1992) when no parameters are given; and when parameters m ∈ Z and ϵ > 0 are set, the interpolant approximates a Matérn kernel, of which radial basis functions and polyharmonic splines are a special case. We implement, in addition, Neumann, Dirichlet (trivial), and average boundary conditions with potentially different aspect ratios in the different dimensions. The interpolant functions in arbitrary dimensions.

97 MATHEMATICS AND COMPUTING↗

TU-F-18C-03: X-Ray Scatter Correction in Breast CT: Advances and Patient Testing

Purpose: To further develop and perform patient testing of an x-ray scatter correction algorithm for dedicated breast computed tomography (BCT). Methods: A previously proposed algorithm for x-ray scatter signal reduction in BCT imaging was modified and tested with a phantom and on patients. A wireless electronic positioner system was designed and added to the BCT system that positions a tungsten plate in and out of the x-ray beam. The interpolation used by the algorithm was replaced with a radial basis function-based algorithm, with automated exclusion of non-valid sampled points due to patient motion or other factors. A 3D adaptive noise reduction filter was also introduced to reduce the impact of scatter quantum noise post-reconstruction. The impact on image quality of the improved algorithm was evaluated using a breast phantom and seven patient breasts, using quantitative metrics such signal difference (SD) and signal difference-to-noise ratios (SDNR) and qualitatively using image profiles. Results: The improvements in the algorithm resulted in a more robust interpolation step, with no introduction of image artifacts, especially at the imaged object boundaries, which was an issue in the previous implementation. Qualitative evaluation of the reconstructed slices and corresponding profiles show excellent homogeneity of both the background and the higher density features throughout the whole imaged object, as well as increased accuracy in the Hounsfield Units (HU) values of the tissues. Profiles also demonstrate substantial increase in both SD and SDNR between glandular and adipose regions compared to both the uncorrected and system-corrected images. Conclusion: The improved scatter correction algorithm can be reliably used during patient BCT acquisitions with no introduction of artifacts, resulting in substantial improvement in image quality. Its impact on actual clinical performance needs to be evaluated in the future. Research Agreement, Koning Corp., Hologic Inc., Barco Corp Consultant Agreement, Fujifilm Medical Systems.

60 APPLIED LIFE SCIENCES↗

Attribute-Aware RBFs: Interactive Visualization of Time Series Particle Volumes Using RT Core Range Queries

Smoothed-particle hydrodynamics (SPH) is a mesh-free method used to simulate volumetric media in fluids, astrophysics, and solid mechanics. Visualizing these simulations is problematic because these datasets often contain millions, if not billions of particles carrying physical attributes and moving over time. Radial basis functions (RBFs) are used to model particles, and overlapping particles are interpolated to reconstruct a high-quality volumetric field; however, this interpolation process is expensive and makes interactive visualization difficult. Existing RBF interpolation schemes do not account for color-mapped attributes and are instead constrained to visualizing just the density field. To address these challenges, we exploit ray tracing cores in modern GPU architectures to accelerate scalar field reconstruction. We use a novel RBF interpolation scheme to integrate per-particle colors and densities, and leverage GPU-parallel tree construction and refitting to quickly update the tree as the simulation animates over time or when the user manipulates particle radii. We also propose a Hilbert reordering scheme to cluster particles together at the leaves of the tree to reduce tree memory consumption. Finally, we reduce the noise of volumetric shadows by adopting a spatially temporal blue noise sampling scheme. Our method can provide a more detailed and interactive view of these large, volumetric, time-series particle datasets than traditional methods, leading to new insights into these physics simulations.

Particle Volumes↗