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Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses

Here, this work proposes a framework for large-scale stochastic derivative-free optimization (DFO) by introducing STARS, a trust-region method based on iterative minimization in random subspaces. This framework is both an algorithmic and theoretical extension of a random subspace derivative-free optimization (RSDFO) framework, and an algorithm for stochastic optimization with random models (STORM). Moreover, like RSDFO, STARS achieves scalability by minimizing interpolation models that approximate the objective in low-dimensional affine subspaces, thus significantly reducing per-iteration costs in terms of function evaluations and yielding strong performance on largescale stochastic DFO problems. The user-determined dimension of these subspaces, when the latter are defined, for example, by the columns of so-called Johnson-Lindenstrauss transforms, turns out to be independent of the dimension of the problem. For convergence purposes, inspired by the analyses of RSDFO and STORM, both a particular quality of the subspace and the accuracies of random function estimates and models are required to hold with sufficiently high, but fixed, probabilities. Using martingale theory under the latter assumptions, an almost sure global convergence of STARS to a first-order stationary point is shown, and the expected number of iterations required to reach a desired first-order accuracy is proved to be similar to that of STORM and other stochastic DFO algorithms, up to constants.

97 MATHEMATICS AND COMPUTING

Derivative-free stochastic optimization via adaptive sampling strategies

In this paper, we present a novel derivative-free framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning to quantum computing involve settings where only stochastic function values are obtained via a zeroth-order oracle, which has no available gradient information and necessitates the usage of derivative-free optimization methodologies. Our approach includes estimating gradients using stochastic function evaluations and integrating adaptive sampling techniques to control the accuracy in these stochastic approximations. Our framework encapsulates several gradient estimation techniques, including standard finite-difference, Gaussian smoothing, sphere smoothing, randomized coordinate finite-difference, and randomized subspace finite-difference methods. We provide theoretical convergence guarantees for our framework and analyze the worst-case iteration and sample complexities associated with each gradient estimation method. Finally, we demonstrate the empirical performance of the methods on logistic regression and nonlinear least squares problems.

Adaptive sampling

Gradient Coding With Iterative Block Leverage Score Sampling

Gradient coding is a method for mitigating straggling servers in a centralized computing network that uses erasure-coding techniques to distributively carry out first-order optimization methods. Randomized numerical linear algebra uses randomization to develop improved algorithms for large-scale linear algebra computations. In this study, we propose a method for distributed optimization that combines gradient coding and randomized numerical linear algebra. The proposed method uses a randomized ℓ 2 -subspace embedding and a gradient coding technique to distribute blocks of data to the computational nodes of a centralized network, and at each iteration the central server only requires a small number of computations to obtain the steepest descent update. The novelty of our approach is that the data is replicated according to importance scores, called block leverage scores, in contrast to most gradient coding approaches that uniformly replicate the data blocks. Furthermore, we do not require a decoding step at each iteration, avoiding a bottleneck in previous gradient coding schemes. We show that our approach results in a valid ℓ 2 -subspace embedding, and that our resulting approximation converges to the optimal solution.

97 MATHEMATICS AND COMPUTING

Augmenting subspace optimization methods with linear bandits

In this work, we consider the framework of methods for unconstrained minimization that are, in each iteration, restricted to a model that is only a valid approximation to the objective function on some affine subspace containing an incumbent point. These methods are of practical interest in computational settings where derivative information is either expensive or impossible to obtain. Recent attention has been paid in the literature to employing randomized matrix sketching for generating the affine subspaces within this framework. We consider a relatively straightforward, deterministic augmentation of such a generic subspace optimization method. In particular, we consider a sequential optimization framework where actions consist of one-dimensional linear subspaces and rewards consist of (approximations to) the magnitudes of directional derivatives computed in the direction of the action subspace. Reward maximization in this context is consistent with maximizing lower bounds on descent guaranteed by first-order Taylor models. This sequential optimization problem can be analysed through the lens of dynamic regret. We modify an existing linear upper confidence bound (UCB) bandit method and prove sublinear dynamic regret in the subspace optimization setting. We demonstrate the efficacy of employing this linear UCB method in a setting where forward-mode algorithmic differentiation can provide directional derivatives in arbitrary directions and in a derivative-free setting. For the derivative-free setting, we propose SS-POUNDers, an extension of the derivative-free optimization method POUNDers that employs the linear UCB mechanism to identify promising subspaces. Our numerical experiments suggest a preference, in either computational setting, for employing a linear UCB mechanism within a subspace optimization method.

97 MATHEMATICS AND COMPUTING

Static Subspace Approximation for Random Phase Approximation Correlation Energies: Applications to Materials for Catalysis and Electrochemistry

Modeling complex materials using high-fidelity, ab initio methods at low cost is a fundamental goal for quantum chemical software packages. The GW approximation and random phase approximation (RPA) provide a unified description of both electronic structure and total energies using the same physics in a many-body perturbative approach that can be more accurate than generalized-gradient density functional theory (DFT) methods. However, GW/RPA implementations have historically been limited to either specific materials classes or application toward small chemical systems. Here, the static subspace approximation allows for reduced cost full-frequency GW/RPA calculations and has previously been benchmarked thoroughly for GW calculations. Here, we describe our approach to including partial occupations of electronic orbitals in full-frequency GW and RPA calculations for the study of electrocatalysts. We benchmarked RPA total energy calculations using the subspace approximation across a diverse test suite of materials for a variety of computational parameters. The benchmarking quantifies the impact of different extrapolation procedures for representing the static polarizability at infinite screened cutoff, and shows that using screened cutoffs above 20-25 Ryd result in diminishing accuracy returns for predicting RPA total energies. Additionally, for moderately sized electrocatalytic models, 2-3 times fewer computational resources are used to compute RPA total energies by representing the static polarizability with 20-30% of the static subspace basis, with an error of approximately 0.01 eV or better in RPA adsorption energy calculations. Finally, we show that for these electrochemical models RPA can shift DFT adsorption energy shifts by up to 0.5 eV and that GW can frequently shift DFT eigenvalues of surface and adsorbate states by approximately 0.5-1 eV.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH

Static Subspace Approximation for Random Phase Approximation Correlation Energies: Implementation and Performance

Developing theoretical understanding of complex reactions and processes at interfaces requires using methods that go beyond semilocal density functional theory to accurately describe the interactions between solvent, reactants and substrates. Methods based on many-body perturbation theory, such as the random phase approximation (RPA), have previously been limited due to their computational complexity. However, this is now a surmountable barrier due to the advances in computational power available, in particular through modern GPU-based supercomputers. In this work, we describe the implementation of RPA calculations within BerkeleyGW and show its favorable computational performance on large complex systems relevant for catalysis and electrochemistry applications. Our implementation builds off of the static subspace approximation which, by employing a compressed representation of the frequency dependent polarizability, enables the evaluation of the RPA correlation energy with significant acceleration and systematically controllable accuracy. We find that the computational cost of calculating the RPA correlation energy scales only linearly with system size for systems containing up to 50 thousand bands, and is expected to scale quadratically thereafter. We also show excellent strong scaling results across several supercomputers, demonstrating the performance and portability of this implementation.

algorithmic development

Random Phase Approximation Correlation Energy Using Real-Space Density Functional Perturbation Theory

We present a real-space method for computing the random phase approximation (RPA) correlation energy within Kohn–Sham density functional theory, leveraging the low-rank nature of the frequency-dependent density response operator. In particular, we employ a cubic-scaling formalism based on density functional perturbation theory that circumvents the calculation of the response function matrix, instead relying on the ability to compute its product with a vector through the solution of the associated Sternheimer linear systems. We develop a large-scale parallel implementation of this formalism using the subspace iteration method in conjunction with the spectral quadrature method while employing the Kronecker product-based method for the application of the Coulomb operator and the conjugate orthogonal conjugate gradient method for the solution of the linear systems. We demonstrate convergence with respect to key parameters and verify the method’s accuracy by comparing with plane-wave results. We show that the framework achieves good strong scaling to many thousands of processors, reducing the time to solution for a lithium hydride system with 128 electrons to around 150 s on 4608 processors.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH

Efficient Measurement-Driven Eigenenergy Estimation with Classical Shadows

Quantum algorithms exploiting real-time evolution under a target Hamiltonian have demonstrated remarkable efficiency in extracting key spectral information. However, the broader potential of these methods, particularly beyond ground-state calculations, is underexplored. In this work, we introduce the framework of multiobservable dynamic mode decomposition (MODMD), which combines the observable dynamic mode decomposition (DMD), a measurement-driven eigensolver tailored for near-term implementation, with classical shadow tomography. MODMD leverages random scrambling in the classical shadow technique to construct, with exponentially reduced resource requirements, a signal subspace that encodes rich spectral information. Notably, we replace typical Hadamard-test circuits with a protocol designed to predict low-rank observables, thereby broadening the use of classical shadow tomography for predicting many low-rank observables. We establish theoretical guarantees on the spectral approximation from MODMD, taking into account distinct sources of error. In the ideal case, we prove that the spectral error scales as exp (−Δ⁢𝐸⁢𝑡 max ), where Δ⁢𝐸 is the Hamiltonian spectral gap and 𝑡 max is the maximal simulation time. This analysis provides a rigorous justification of the rapid convergence observed across simulations. To demonstrate the utility of our framework, we consider its application to fundamental tasks, such as determining the low-lying, i.e., ground or excited, energies of representative many-body systems. Our work paves the path for efficient designs of measurement-driven algorithms on near-term and early fault-tolerant quantum devices.

quantum algorithms & computation

Hamiltonian simulation in Zeno subspaces

Here, we investigate the quantum Zeno effect as a framework for designing and analyzing quantum algorithms for Hamiltonian simulation. We show that frequent projective measurements of an ancilla qubit register can be used to simulate quantum dynamics on a target qubit register with a circuit complexity similar to randomized approaches. The classical sampling overhead in the latter approaches is traded for ancilla qubit overhead in Zeno-based approaches. A second-order Zeno sequence is developed to improve scaling and implementations through unitary kicks are discussed. We derive rigorous error bounds that allow for identifying the associated circuit complexities for the first- and second-order Zeno sequences. We show that the circuits over the combined register can be identified as a subroutine commonly used in post-Trotter Hamiltonian simulation methods. We build on this observation to reveal connections between different Hamiltonian simulation algorithms.

Hamiltonian simulation