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At least 19 records

Sequence of polyhedral relaxations for nonlinear univariate functions

Here, given a nonlinear, univariate, bounded, and differentiable function f(x), this article develops a sequence of Mixed Integer Linear Programming (MILP) and Linear Programming (LP) relaxations that converge to the graph of f(x) and its convex hull, respectively. Theoretical convergence of the sequence of relaxations to the graph of the function and its convex hull is established. For nonlinear non-convex optimization problems, the relaxations presented in this article can be used to construct tight MILP and LP relaxations. These MILP and the LP relaxations can also be used with MILP-based and spatial branch-and-bound based global optimization algorithms, respectively.

42 ENGINEERING↗

Relaxations of the steady optimal gas flow problem for a non-Ideal gas

Natural gas ranks second in U.S. primary energy consumption. Because most production sites are remote, gas must be transported through pipeline networks equipped with compressors, valves, and other components. For both economic efficiency and system reliability, it is desirable to operate these networks optimally. The governing physics across pipeline components entails nonlinear, non-convex equality and inequality constraints, and the most general steady-flow operations problem is a Mixed-Integer Nonlinear Program (MINLP).This work focuses on one such steady-flow problem-the Optimal Gas Flow (OGF) for a natural gas pipeline network-which minimizes production cost subject to the steady-flow physics. For day-to-day operations, the ability to quickly compute a globally optimal solution and a strong lower bound for varying demand profiles is crucial. A promising strategy is to build tight relaxations of the OGF’s nonlinear constraints. However, many nonlinearities arising from non-ideal equations of state either lack relaxations or have relaxations that do not scale to realistic network sizes. We address this gap by combining recent advances in polyhedral relaxations for univariate functions to construct tight, computationally efficient relaxations of the OGF with a non-ideal equation of state. These relaxations solve within seconds on a standard laptop. In conclusion, we demonstrate their quality through extensive numerical experiments on very large-scale test networks from the literature and find that the proposed approach proves optimality in 92% of tested instances.

03 NATURAL GAS↗

Projective Integral Updates for High-Dimensional Variational Inference

Variational inference is an approximation framework for Bayesian inference that seeks to improve quantified uncertainty in predictions by optimizing a simplified distribution over parameters to stand in for the full posterior. Capturing model variations that remain consistent with training data enables more robust predictions by reducing parameter sensitivity. This work introduces a fixed-point optimization for variational inference that is applicable when every feasible log density can be expressed as a linear combination of functions from a given basis. In such cases, the optimizer becomes a fixed-point of projective integral updates. When the basis spans univariate quadratics in each parameter, the feasible distributions are Gaussian mean-fields and the projective integral updates yield quasi-Newton variational Bayes (QNVB). Other bases and updates are also possible. Since these updates require high-dimensional integration, this work begins by proposing an efficient quasirandom sequence of quadratures for mean-field distributions. Each iterate of the sequence contains two evaluation points that combine to correctly integrate all univariate quadratic functions and, if the mean-field factors are symmetric, all univariate cubics. More importantly, averaging results over short subsequences achieves periodic exactness on a much larger space of multivariate polynomials of quadratic total degree. The corresponding variational updates require four loss evaluations with standard (not second-order) backpropagation to eliminate error terms from over half of all multivariate quadratic basis functions. Furthermore, this integration technique is motivated by first proposing stochastic blocked mean-field quadratures, which may be useful in other contexts. A PyTorch implementation of QNVB allows for better control over model uncertainty during training than competing methods. Experiments demonstrate superior generalizability for multiple learning problems and architectures.

Gaussian mean-field↗

Physics makes the difference: Bayesian optimization and active learning via augmented Gaussian process

Abstract Both experimental and computational methods for the exploration of structure, functionality, and properties of materials often necessitate the search across broad parameter spaces to discover optimal experimental conditions and regions of interest in the image space or parameter space of computational models. The direct grid search of the parameter space tends to be extremely time-consuming, leading to the development of strategies balancing exploration of unknown parameter spaces and exploitation towards required performance metrics. However, classical Bayesian optimization (BO) strategies based on the Gaussian process (GP) do not readily allow for the incorporation of the known physical behaviors or past knowledge. Here we explore a hybrid optimization/exploration algorithm created by augmenting the standard GP with a structured probabilistic model of the expected system’s behavior. This approach balances the flexibility of the non-parametric GP approach with a rigid structure of physical knowledge encoded into the parametric model. The fully Bayesian treatment of the latter allows additional control over the optimization via the selection of priors for the model parameters. The method is demonstrated for a noisy version of a standard univariate test function used to evaluate optimization algorithms and further extended to physical lattice models. This methodology is expected to be universally suitable for injecting prior knowledge in the form of physical models and past data in the BO framework.

42 ENGINEERING↗

Calculation of machine precision second order derivatives using dual-complex numbers

It is well known that both complex and dual numbers can be employed to obtain machine precision first-order derivatives; however, neither, on their own, can compute machine precision 2nd order derivatives. To address this limitation, it is demonstrated in this paper that combined dual-complex numbers can be used to compute machine precision 1st and 2nd order derivatives. The dual-complex approach is simpler than utilizing multicomplex or hyper-dual numbers as existing dual libraries can be used as is or easily augmented to accept complex numbers, and the complexity of developing, integrating, and deploying multicomplex or hyper-dual libraries is avoided. The efficacy of this approach is demonstrated for both univariate and multivariate functions. Finally, source code examples using the Python, Julia, and Mathematica languages are provided as supplemental material.

97 MATHEMATICS AND COMPUTING↗

A machine learning approach to galaxy properties: joint redshift–stellar mass probability distributions with Random Forest

We demonstrate that highly accurate joint redshift–stellar mass probability distribution functions (PDFs) can be obtained using the Random Forest (RF) machine learning (ML) algorithm, even with few photometric bands available. As an example, we use the Dark Energy Survey (DES), combined with the COSMOS2015 catalogue for redshifts and stellar masses. We build two ML models: one containing deep photometry in the griz bands, and the second reflecting the photometric scatter present in the main DES survey, with carefully constructed representative training data in each case. We validate our joint PDFs for 10 699 test galaxies by utilizing the copula probability integral transform and the Kendall distribution function, and their univariate counterparts to validate the marginals. Benchmarked against a basic set-up of the template-fitting code bagpipes, our ML-based method outperforms template fitting on all of our predefined performance metrics. In addition to accuracy, the RF is extremely fast, able to compute joint PDFs for a million galaxies in just under 6 min with consumer computer hardware. Such speed enables PDFs to be derived in real time within analysis codes, solving potential storage issues. As part of this work we have developed galpro 1, a highly intuitive and efficient python package to rapidly generate multivariate PDFs on-the-fly. galpro is documented and available for researchers to use in their cosmology and galaxy evolution studies.

79 ASTRONOMY AND ASTROPHYSICS↗

Univariate Prediction of Hammett Parameters and Select Relative Reaction Rates Using Loewdin Atomic Charges

Loewdin charges from density functional theory calculations were used here to obtain general, univariate linear correlations for the prediction of experimental Hammett parameters and relative reaction rates. While previous studies have established that Hirshfeld and CM5 charges perform strongly as univariate predictors, the near-ubiquitous Loewdin charges have not yet been evaluated. To this end, we assess the predictive capability of Loewdin charges for three chemical systems. First, we show that Loewdin charges outperform Hirshfeld and CM5 charges for Hammett parameter prediction. Second, we see that Loewdin charges generally perform comparably to Hirshfeld charges for predicting the relative rates of olefin cleavage by photoexcited nitroarenes. The single case of poor correlation, between relative rates and the Loewdin charges on nitrogen sites, is ameliorated when considering the net charge on the NO 2 group. Third, we show that Loewdin, Hirshfeld, and CM5 charges all perform very well for generating correlations for relative reaction rates for C–H activation of 9-(4-X-phenyl)-9H-fluorene substrates by a transition metal catalyst. The equations generated throughout the study enable the prediction of Hammett parameters and relative reaction rates. Finally, these tools can accelerate synthetic and experimental studies by enabling the in silico prediction of uncharacterized chemical properties.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Convex Relaxations for Quadratic On/Off Constraints and Applications to Optimal Transmission Switching

This paper studies mixed-integer nonlinear programs featuring disjunctive constraints and trigonometric functions and presents a strengthened version of the convex quadratic relaxation of the optimal transmission switching problem. We first characterize the convex hull of univariate quadratic on/off constraints in the space of original variables using perspective functions. Next, we introduce new tight quadratic relaxations for trigonometric functions featuring variables with asymmetrical bounds. These results are used to further tighten recent convex relaxations introduced for the optimal transmission switching problem in power systems. Using the proposed improvements, along with bound propagation, on 23 medium-sized test cases in the PGLib benchmark library with a relaxation gap of more than 1%, we reduce the gap to less than 1% on five instances. The tightened model has promising computational results when compared with state-of-the-art formulations.

97 MATHEMATICS AND COMPUTING↗

ASP (Adaptive Splines for Prediction) [SWR-22-66]

This software package provides functionality to fit piecewise cubic splines to model the relationship between a univariate X (independent variable) and a univariate Y (dependent variable). The output is akin to linear regression but has higher "capacity" in that it can learn more complicated relationships despite leveraging only a single predictor. It thus can learn very reasonable relationships between X and Y with minimal effort. The canonical intended use case is for predicting electric demand (Y) from temperature (X). There can be complicated, non-linear relationships between these two variables, but these can be reasonably approximated by the sum of: 1) an "aggregate" relationship between daily average temperature and daily average demand, and 2) intra-day patterns represented as hourly offsets from the daily average load. The spline functionality is used for learning a robust "aggregate" relationship without the inconvenience of manual feature engineering while still ensuring robust results. The model fitting workhorse is R's built-in smooth.spline. This package provides a suite of options for controlling how smooth.spline fits a spline to the data. In particular, it is designed to return a model with a single critical point (i.e., a single location along the domain/support where the first derivative is zero). This is to ensure that predicted changes in electric demand are always positive as temperatures become more extreme. This helps to prevent overfitting, particularly when the input data has few observations or has significant uncertainty from other sources.

Murphy, Sinnott↗

Bayesian projection pursuit regression

In projection pursuit regression (PPR), a univariate response variable is approximated by the sum of $M$ “ridge functions,” which are flexible functions of one-dimensional projections of a multivariate input variable. Traditionally, optimization routines are used to choose the projection directions and ridge functions via a sequential algorithm, and $M$ is typically chosen via cross-validation. Here, we introduce a novel Bayesian version of PPR, which has the benefit of accurate uncertainty quantification. To infer appropriate projection directions and ridge functions, we apply novel adaptations of methods used for the single ridge function case ($M$=1), called the Bayesian Single Index Model; and use a Reversible Jump Markov chain Monte Carlo algorithm to infer the number of ridge functions $M$. We evaluate the predictive ability of our model in 20 simulated scenarios and for 23 real datasets, in a bake-off against an array of state-of-the-art regression methods. Finally, we generalize this methodology and demonstrate the ability to accurately model multivariate response variables. Its effective performance indicates that Bayesian Projection Pursuit Regression is a valuable addition to the existing regression toolbox.

97 MATHEMATICS AND COMPUTING↗

Learning likelihood ratios with neural network classifiers

The likelihood ratio is a crucial quantity for statistical inference in science that enables hypothesis testing, construction of confidence intervals, reweighting of distributions, and more. Many modern scientific applications, however, make use of data- or simulation-driven models for which computing the likelihood ratio can be very difficult or even impossible. By applying the so-called “likelihood ratio trick,” approximations of the likelihood ratio may be computed using clever parametrizations of neural network-based classifiers. A number of different neural network setups can be defined to satisfy this procedure, each with varying performance in approximating the likelihood ratio when using finite training data. We present a series of empirical studies detailing the performance of several common loss functionals and parametrizations of the classifier output in approximating the likelihood ratio of two univariate and multivariate Gaussian distributions as well as simulated high-energy particle physics datasets.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

mvBayes

SAND2026-16980O mvBayes implements multivariate Bayesian regression using MATLAB and decomposes a multivariate or functional response into components based on a user-specified orthogonal basis. This allows for independent modeling of each component with any chosen univariate Bayesian regression model. This tool includes methods for prediction and visualization, facilitating the evaluation of Bayesian surrogate models through the application of Bayesian theory and Markov Chain Monte Carlo (MCMC) sampling techniques. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

Tucker, J. Derek [Sandia National Lab. (SNL-CA), L↗

Multivariate Frequency Analysis of Annual Maxima Suspended Sediment Concentrations and Floods in the Jinsha River, China

Streamflow plays a critical role in sediment transport. Traditional frequency analysis of annual maximal (AM) suspended sediment concentrations (SSCs) is usually based on univariate distribution of SSCs and may provide a limited assessment of SSC state, leading to an underestimate or overestimate of the corresponding probability. To address this issue, we propose a multivariate frequency analysis framework is proposed for extreme sediment events using copula functions that account for the joint behavior of SSC and flood flow (i.e., peak discharge and volume). The uncertainties associated with copula modeling are also discussed. The Jinsha River in China is used as a case study. The results show that the copula-based multivariate method provides a more comprehensive assessment of extreme SSCs and their recurrence intervals than univariate frequency analysis. The uncertainty of copula modeling decreases with longer observation time and increases with larger return periods. The uncertainty ranges of the most likely design quantiles vary with different copulas, and the uncertainty range for the best-fit copula is not the smallest. This study is useful for the risk assessment of extreme SSC events under flood conditions.

42 ENGINEERING↗

Parallel hybrid quantum-classical machine learning for kernelized time-series classification

Supervised time-series classification garners widespread interest because of its applicability throughout a broad application domain including finance, astronomy, biosensors, and many others. Here, in this work, we tackle this problem with hybrid quantum-classical machine learning, deducing pairwise temporal relationships between time-series instances using a timeseries Hamiltonian kernel (TSHK). A TSHK is constructed with a sum of inner products generated by quantum states evolved using a parameterized time evolution operator. This sum is then optimally weighted using techniques derived from multiple kernel learning. Because we treat the kernel weighting step as a differentiable convex optimization problem, our method can be regarded as an end-to-end learnable hybrid quantum-classical-convex neural network, or QCC-net, whose output is a data set-generalized kernel function suitable for use in any kernelized machine learning technique such as the support vector machine (SVM). Using our TSHK as input to a SVM, we classify univariate and multivariate time-series using quantum circuit simulators and demonstrate the efficient parallel deployment of the algorithm to 127-qubit superconducting quantum processors using quantum multi-programming.

97 MATHEMATICS AND COMPUTING↗

Quasar Identification Using Multivariate Probability Density Estimated from Nonparametric Conditional Probabilities

Nonparametric estimation for a probability density function that describes multivariate data has typically been addressed by kernel density estimation (KDE). A novel density estimator recently developed by Farmer and Jacobs offers an alternative high-throughput automated approach to univariate nonparametric density estimation based on maximum entropy and order statistics, improving accuracy over univariate KDE. This article presents an extension of the single variable case to multiple variables. The univariate estimator is used to recursively calculate a product array of one-dimensional conditional probabilities. In combination with interpolation methods, a complete joint probability density estimate is generated for multiple variables. Good accuracy and speed performance in synthetic data are demonstrated by a numerical study using known distributions over a range of sample sizes from 100 to 10 6 for two to six variables. Performance in terms of speed and accuracy is compared to KDE. The multivariate density estimate developed here tends to perform better as the number of samples and/or variables increases. As an example application, measurements are analyzed over five filters of photometric data from the Sloan Digital Sky Survey Data Release 17. The multivariate estimation is used to form the basis for a binary classifier that distinguishes quasars from galaxies and stars with up to 94% accuracy.

79 ASTRONOMY AND ASTROPHYSICS↗

Approach to using 3D laser-induced breakdown spectroscopy (LIBS) data to explore the interaction of FLiNaK and FLiBe molten salts with nuclear-grade graphite

Nuclear graphite has historically been a key component of many nuclear reactor designs and has emerged as key to numerous advanced nuclear reactor design concepts. Molten salt reactors (MSRs) are one broad group of advanced reactor designs currently being pursued by industry for commercialization. Several MSR designs under consideration use graphitic materials that directly interface with a molten salt, whether it is a fuel salt, coolant salt, or both. Therefore, the interaction of graphite materials with molten salts must be understood. To gain this required understanding, a range of data is needed including porosity, strength, and composition as a function of different salt exposure parameters. In this study, a laser-induced breakdown spectroscopy (LIBS) measurement and data analysis methodology was developed to obtain spatially resolved elemental composition information for graphite samples exposed to a molten fluoride salt. Traditional univariate emission line analysis of atomic, ionic, and molecular optical emission signals was coupled via correlation analysis with spectral decomposition of the data using principal component analysis. Elemental depth profiling and elemental mapping were also performed to visualize salt–graphite interactions. LIBS was demonstrated to be useful for measuring key analytes such as fluorine and hydrogen, which are troublesome for other analysis techniques. Evidence for complex behavior was found, thereby demonstrating the usefulness of the developed approach for future systematic studies.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Modeling Stochastic Variability in Multiband Time-series Data

In preparation for the era of time-domain astronomy with upcoming large-scale surveys, we propose a state-space representation of a multivariate damped random walk process as a tool to analyze irregularly-spaced multifilter light curves with heteroscedastic measurement errors. We adopt a computationally efficient and scalable Kalman filtering approach to evaluate the likelihood function, leading to maximum O(k 3 n) complexity, where k is the number of available bands and n is the number of unique observation times across the k bands. This is a significant computational advantage over a commonly used univariate Gaussian process that can stack up all multiband light curves in one vector with maximum O(k 3 n 3 ) complexity. Using such efficient likelihood computation, we provide both maximum likelihood estimates and Bayesian posterior samples of the model parameters. Three numerical illustrations are presented: (i) analyzing simulated five-band light curves for a comparison with independent single-band fits; (ii) analyzing five-band light curves of a quasar obtained from the Sloan Digital Sky Survey Stripe 82 to estimate short-term variability and timescale; (iii) analyzing gravitationally lensed g- and r-band light curves of Q0957+561 to infer the time delay. Two R packages, Rdrw and timedelay, are publicly available to fit the proposed models.

79 ASTRONOMY AND ASTROPHYSICS↗

Qualitative trend analysis based on a mixed-integer representation

Shape constrained spline fitting is a useful method to impose prior knowledge onto flexible semi-parametric models during parameter estimation. Most typically, the function shape is imposed through order restrictions on the regression coefficients. The intended shape is considered known or selected based on heuristic rules. In this study, we present a method to estimate the optimal set of order restrictions to segment a univariate data series into episodes with distinct shapes. This is also known as the qualitative trend analysis (QTA) problem. The obtained solution uses a trade-off between lack-of-fit and model complexity. Further, our practical implementation takes inspiration from the generalized order restricted information criterion (GORIC) for inequality-constrained model selection. From this, one learns (a) that QTA can be formulated as a mixed-integer quadratic program (MIQP) and (b) that the newly proposed mixed order restricted information criterion (MORIC) enables optimal segmentation. This is illustrated through didactic case studies.

42 ENGINEERING↗