Traditionally, classical numerical schemes have been employed to solve partial differential equations (PDEs) using computational methods. Recently, neural network-based methods have emerged. Despite these advancements, neural network-based methods, such as physics-informed neural networks (PINNs) and neural operators, exhibit deficiencies in robustness and generalization. To address these issues, numerous studies have integrated classical numerical frameworks with machine learning techniques, incorporating neural networks into parts of traditional numerical methods. In this study, we focus on hyperbolic conservation laws by replacing traditional numerical fluxes with neural operators. To this end, we developed loss functions inspired by established numerical schemes related to conservation laws and approximated numerical fluxes using Fourier neural operators (FNOs). Our experiments demonstrated that our approach combines the strengths of both traditional numerical schemes and FNOs, outperforming standard FNO methods in several respects. For instance, we demonstrate that our method is robust, has resolution invariance, and is feasible as a data-driven method. In particular, our method can make continuous predictions over time and exhibits superior generalization capabilities with out-of-distribution (OOD) samples, which are challenges that existing neural operator methods encounter.
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Gaussian Processes (GP) have become popular machine learning methods for kernel based learning on datasets with complicated covariance structures. In this paper, we present a novel extension to the GP framework using a contaminated normal likelihood function to better account for heteroscedastic variance and outlier noise. We propose a scalable inference algorithm based on the Sparse Variational Gaussian Process (SVGP) method for fitting sparse Gaussian process regression models with contaminated normal noise on large datasets. We examine an application to geomagnetic ground perturbations, where the state-of-art prediction model is based on neural networks. We show that our approach yields shorter predictions intervals for similar coverage and accuracy when compared to an artificial dense neural network baseline.
Prediction methods for time-to-event outcomes often utilize survival models that rely on strong assumptions about noninformative censoring or on how individual-level covariates and survival functions are related. When the main interest is in predicting individual-level restricted mean survival times (RMST), reliance on such assumptions can lead to poor predictive performance if these assumptions are not satisfied. We propose a generalized Bayes framework that avoids full probability modeling of all survival outcomes by using an RMST-targeted loss function that depends on a collection of inverse probability of censoring weights (IPCW). In our generalized Bayes formulation, we utilize a flexible additive tree regression model for the RMST function, and the posterior distribution of interest is obtained through model-averaging IPCW-conditional loss function-based pseudo-Bayesian posteriors. Because informative censoring can be captured by the IPCW-dependent loss function, our approach only requires one to specify a model for the censoring distribution, thereby obviating the need for complex joint modeling to handle informative censoring. We evaluate the performance of our method through a series of simulations that compare it with several well-known survival machine learning methods, and we illustrate the application of our method using a multi-site cohort of breast cancer patients with clinical and genomic covariates.
Diffusion processes are a class of stochastic differential equations (SDEs) providing a rich family of expressive models that arise naturally in dynamic modelling tasks. Probabilistic inference and learning under generative models with latent processes endowed with a non-linear diffusion process prior are intractable problems. We build upon work within variational inference, approximating the posterior process as a linear diffusion process, and point out pathologies in the approach. We propose an alternative parameterization of the Gaussian variational process using a site-based exponential family description. This allows us to trade a slow inference algorithm with fixed-point iterations for a fast algorithm for convex optimization akin to natural gradient descent, which also provides a better objective for learning model parameters.
The multiobjective evolutionary optimization algorithm (MOEA) is a powerful approach for tackling multiobjective optimization problems (MOPs), which can find a finite set of approximate Pareto solutions in a single run. However, under mild regularity conditions, the Pareto optimal set of a continuous MOP could be a low dimensional continuous manifold that contains infinite solutions. In addition, structure constraints on the whole optimal solution set, which characterize the patterns shared among all solutions, could be required in many real-life applications. It is very challenging for existing finite population based MOEAs to handle these structure constraints properly. In this work, we propose the first model-based algorithmic framework to learn the whole solution set with structure constraints for multiobjective optimization. In our approach, the Pareto optimality can be traded off with a preferred structure among the whole solution set, which could be crucial for many real-world problems. We also develop an efficient evolutionary learning method to train the set model with structure constraints. Experimental studies on benchmark test suites and real-world application problems demonstrate the promising performance of our proposed framework.
Simplets, constituting elementary units within simplicial complexes (SCs), serve as foundational elements for the structural analysis of SCs. Previous efforts have focused on the exact count or approximation of simplet count rather than their frequencies, with the latter being more practical in large-scale SCs. This paper enables simplet frequency analysis of SCs by introducing the Simplet Frequency Distribution (SFD) vector. In addition, we present a bound on the sample complexity required for accurately approximating the SFD vector by any uniform sampling-based algorithm. We also present a simple algorithm for this purpose and justify the theoretical bounds with experiments on some random simplicial complexes.
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the ensuing system of fractional linear equations is solved resorting to a Monte Carlo evaluation of the corresponding Mittag-Leffler matrix function. This is accomplished through the approximation of the expected value of a suitable multiplicative functional of a stochastic process, which consists of a Markov chain whose sojourn times in every state are Mittag-Leffler distributed. The resulting algorithm is able to calculate the solution at conveniently chosen points in the domain with high efficiency. In addition, we present how to generalize this algorithm in order to compute the complete solution. For several large-scale numerical problems, our method showed remarkable performance in both shared-memory and distributed-memory systems, achieving nearly perfect scalability up to 16,384 CPU cores.
In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we present a simple, randomized sampling-based algorithm for logistic regression problem that guarantees high-quality approximations to both the estimated probabilities and the overall discrepancy of the model. Our analysis builds upon two simple structural conditions that boil down to randomized matrix multiplication, a fundamental and well-understood primitive of randomized numerical linear algebra. We analyze the properties of estimated probabilities of logistic regression when leverage scores are used to sample observations, and prove that accurate approximations can be achieved with a sample whose size is much smaller than the total number of observations. To further validate our theoretical findings, we conduct comprehensive empirical evaluations. Overall, our work sheds light on the potential of using randomized sampling approaches to efficiently approximate the estimated probabilities in logistic regression, offering a practical and computationally efficient solution for large-scale datasets.
For approximate inference in the generalized quadratic equations model, many state-of-the-art algorithms lack any prior knowledge of the target signal structure, exhibits slow convergence, and can not handle any analytic prior knowledge of the target signal structure. So, this paper proposes a new algorithm, Quadratic Message passing (QMP). QMP has a complexity as low as $O(N^{3})$. The SE derived for QMP can capture precisely the per-iteration behavior of the simulated algorithm. Simulation results confirm QMP outperforms many state-of-the-art algorithms.
The recently proposed soft finite element method (SoftFEM) reduces the stiffness (condition numbers), consequently improving the overall approximation accuracy. The method subtracts a least-square term that penalizes the gradient jumps across mesh interfaces from the FEM stiffness bilinear form while maintaining the system's coercivity. Herein, we present two generalizations for SoftFEM that aim to improve the approximation accuracy and further reduce the discrete systems' stiffness. Firstly and most naturally, we generalize SoftFEM by adding a least-square term to the mass bilinear form. Superconvergent results of rates $h^6$ and $h^8$ for eigenvalues are established for linear uniform elements; $h^8$ is the highest order of convergence known in the literature. Secondly, we generalize SoftFEM by applying the blended Gaussian-type quadratures. We demonstrate further reductions in stiffness compared to traditional FEM and SoftFEM. The coercivity and analysis of the optimal error convergences follow the work of SoftFEM. Thus, this paper focuses on the numerical study of these generalizations. For linear and uniform elements, analytical eigenpairs, exact eigenvalue errors, and superconvergent error analysis are established. Various numerical examples demonstrate the potential of generalized SoftFEMs for spectral approximation, particularly in high-frequency regimes.
The accuracy and complexity of machine learning algorithms based on kernel optimization are determined by the set of kernels over which they are able to optimize. An ideal set of kernels should: admit a linear parameterization (for tractability); be dense in the set of all kernels (for robustness); be universal (for accuracy). Recently, a framework was proposed for using positive matrices to parameterize a class of positive semi-separable kernels. Although this class can be shown to meet all three criteria, previous algorithms for optimization of such kernels were limited to classification and furthermore relied on computationally complex Semidefinite Programming (SDP) algorithms. In this paper, we pose the problem of learning semiseparable kernels as a minimax optimization problem and propose a SVD-QCQP primal-dual algorithm which dramatically reduces the computational complexity as compared with previous SDP-based approaches. Furthermore, we provide an efficient implementation of this algorithm for both classification and regression -- an implementation which enables us to solve problems with 100 features and up to 30,000 datums. Finally, when applied to benchmark data, the algorithm demonstrates the potential for significant improvement in accuracy over typical (but non-convex) approaches such as Neural Nets and Random Forest with similar or better computation time.
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