Recently methods of graph neural networks (GNNs) have been applied to solving the problems in high energy physics (HEP) and have shown its great potential for quark-gluon tagging with graph representation of jet events. In this paper, we introduce an approach of GNNs combined with a HaarPooling operation to analyze the events, called HaarPooling Message Passing neural network (HMPNet). In HMPNet, HaarPooling not only extracts the features of graph, but embeds additional information obtained by clustering of k-means of different particle features. We construct Haarpooling from five different features: absolute energy $\log E$, transverse momentum $\log p_T$, relative coordinates $(\Delta\eta,\Delta\phi)$, the mixed ones $(\log E, \log p_T)$ and $(\log E, \log p_T, \Delta\eta,\Delta\phi)$. The results show that an appropriate selection of information for HaarPooling enhances the accuracy of quark-gluon tagging, as adding extra information of $\log P_T$ to the HMPNet outperforms all the others, whereas adding relative coordinates information $(\Delta\eta,\Delta\phi)$ is not very effective. This implies that by adding effective particle features from HaarPooling can achieve much better results than solely pure message passing neutral network (MPNN) can do, which demonstrates significant improvement of feature extraction via the pooling process. Finally we compare the HMPNet study, ordering by $p_T$, with other studies and prove that the HMPNet is also a good choice of GNN algorithms for jet tagging.
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We propose a penalized least-squares method to fit the linear regression model with fitted values that are invariant to invertible linear transformations of the design matrix. This invariance is important, for example, when practitioners have categorical predictors and interactions. Our method has the same computational cost as ridge-penalized least squares, which lacks this invariance. We derive the expected squared distance between the vector of population fitted values and its shrinkage estimator as well as the tuning parameter value that minimizes this expectation. In addition to using cross validation, we construct two estimators of this optimal tuning parameter value and study their asymptotic properties. Our numerical experiments and data examples show that our method performs similarly to ridge-penalized least-squares.
Problems from metric graph theory such as Metric Dimension, Geodetic Set, and Strong Metric Dimension have recently had a strong impact on the field of parameterized complexity by being the first problems in NP to admit double-exponential lower bounds in the treewidth, and even in the vertex cover number for the latter. We initiate the study of enumerating minimal solution sets for these problems and show that they are also of great interest in enumeration. More specifically, we show that enumerating minimal resolving sets in graphs and minimal geodetic sets in split graphs are equivalent to hypergraph dualization, arguably one of the most important open problems in algorithmic enumeration. This provides two new natural examples to a question that emerged in different works this last decade: for which vertex (or edge) set graph property $\Pi$ is the enumeration of minimal (or maximal) subsets satisfying $\Pi$ equivalent to hypergraph dualization? As only very few properties are known to fit within this context -- namely, properties related to minimal domination -- our results make significant progress in characterizing such properties, and provide new angles of approach for tackling hypergraph dualization. In a second step, we consider cases where our reductions do not apply, namely graphs with no long induced paths, and show these cases to be mainly tractable.
We introduce a flexible method to simultaneously infer both the drift and volatility functions of a discretely observed scalar diffusion. We introduce spline bases to represent these functions and develop a Markov chain Monte Carlo algorithm to infer, a posteriori, the coefficients of these functions in the spline basis. A key innovation is that we use spline bases to model transformed versions of the drift and volatility functions rather than the functions themselves. The output of the algorithm is a posterior sample of plausible drift and volatility functions that are not constrained to any particular parametric family. The flexibility of this approach provides practitioners a powerful investigative tool, allowing them to posit a variety of parametric models to better capture the underlying dynamics of their processes of interest. We illustrate the versatility of our method by applying it to challenging datasets from finance, paleoclimatology, and astrophysics. In view of the parametric diffusion models widely employed in the literature for those examples, some of our results are surprising since they call into question some aspects of these models.
We develop a numerical method for the Westervelt equation, an important equation in nonlinear acoustics, in the form where the attenuation is represented by a class of non-local in time operators. A semi-discretisation in time based on the trapezoidal rule and A-stable convolution quadrature is stated and analysed. Existence and regularity analysis of the continuous equations informs the stability and error analysis of the semi-discrete system. The error analysis includes the consideration of the singularity at $t = 0$ which is addressed by the use of a correction in the numerical scheme. Extensive numerical experiments confirm the theory.
Strong-form meshless methods received much attention in recent years and are being extensively researched and applied to a wide range of problems in science and engineering. However, the solution of elasto-plastic problems has proven to be elusive because of often non-smooth constitutive relations between stress and strain. The novelty in tackling them is the introduction of virtual finite difference stencils to formulate a hybrid radial basis function generated finite difference (RBF-FD) method, which is used to solve smallstrain von Mises elasto-plasticity for the first time by this original approach. The paper further contrasts the new method to two alternative legacy RBF-FD approaches, which fail when applied to this class of problems. The three approaches differ in the discretization of the divergence operator found in the balance equation that acts on the non-smooth stress field. Additionally, an innovative stabilization technique is employed to stabilize boundary conditions and is shown to be essential for any of the approaches to converge successfully. Approaches are assessed on elastic and elasto-plastic benchmarks where admissible ranges of newly introduced free parameters are studied regarding stability, accuracy, and convergence rate.
We introduce appropriate computable moduli of smoothness to characterize the rate of best approximation by multivariate polynomials on a connected and compact $C^2$-domain $\Omega\subset \mathbb{R}^d$. This new modulus of smoothness is defined via finite differences along the directions of coordinate axes, and along a number of tangential directions from the boundary. With this modulus, we prove both the direct Jackson inequality and the corresponding inverse for the best polynomial approximation in $L_p(\Omega)$. The Jackson inequality is established for the full range of $0<p\leq \infty$, while its proof relies on a recently established Whitney type estimates with constants depending only on certain parameters; and on a highly localized polynomial partitions of unity on a $C^2$-domain which is of independent interest. The inverse inequality is established for $1\leq p\leq \infty$, and its proof relies on a recently proved Bernstein type inequality associated with the tangential derivatives on the boundary of $\Omega$. Such an inequality also allows us to establish the inverse theorem for Ivanov's average moduli of smoothness on general compact $C^2$-domains.
Bayesian optimization (BO), while proved highly effective for many black-box function optimization tasks, requires practitioners to carefully select priors that well model their functions of interest. Rather than specifying by hand, researchers have investigated transfer learning based methods to automatically learn the priors, e.g. multi-task BO (Swersky et al., 2013), few-shot BO (Wistuba and Grabocka, 2021) and HyperBO (Wang et al., 2022). However, those prior learning methods typically assume that the input domains are the same for all tasks, weakening their ability to use observations on functions with different domains or generalize the learned priors to BO on different search spaces. In this work, we present HyperBO+: a pre-training approach for hierarchical Gaussian processes that enables the same prior to work universally for Bayesian optimization on functions with different domains. We propose a two-step pre-training method and analyze its appealing asymptotic properties and benefits to BO both theoretically and empirically. On real-world hyperparameter tuning tasks that involve multiple search spaces, we demonstrate that HyperBO+ is able to generalize to unseen search spaces and achieves lower regrets than competitive baselines.
Machine learning using quantum convolutional neural networks (QCNNs) has demonstrated success in both quantum and classical data classification. In previous studies, QCNNs attained a higher classification accuracy than their classical counterparts under the same training conditions in the few-parameter regime. However, the general performance of large-scale quantum models is difficult to examine because of the limited size of quantum circuits, which can be reliably implemented in the near future. We propose transfer learning as an effective strategy for utilizing small QCNNs in the noisy intermediate-scale quantum era to the full extent. In the classical-to-quantum transfer learning framework, a QCNN can solve complex classification problems without requiring a large-scale quantum circuit by utilizing a pre-trained classical convolutional neural network (CNN). We perform numerical simulations of QCNN models with various sets of quantum convolution and pooling operations for MNIST data classification under transfer learning, in which a classical CNN is trained with Fashion-MNIST data. The results show that transfer learning from classical to quantum CNN performs considerably better than purely classical transfer learning models under similar training conditions.
We define a map from an arbitrary quantum circuit to a local Hamiltonian whose ground state encodes the quantum computation. All previous maps relied on the Feynman-Kitaev construction, which introduces an ancillary `clock register' to track the computational steps. Our construction, on the other hand, relies on injective tensor networks with associated parent Hamiltonians, avoiding the introduction of a clock register. This comes at the cost of the ground state containing only a noisy version of the quantum computation, with independent stochastic noise. We can remedy this - making our construction robust - by using quantum fault tolerance. In addition to the stochastic noise, we show that any state with energy density exponentially small in the circuit depth encodes a noisy version of the quantum computation with adversarial noise. We also show that any `combinatorial state' with energy density polynomially small in depth encodes the quantum computation with adversarial noise. This serves as evidence that any state with energy density polynomially small in depth has a similar property. As an application, we show that contracting injective tensor networks to additive error is BQP-hard. We also discuss the implication of our construction to the quantum PCP conjecture, combining with an observation that QMA verification can be done in logarithmic depth.
We introduce the modified planar rotator method (MPRS), a physically inspired machine learning method for spatial/temporal regression. MPRS is a non-parametric model which incorporates spatial or temporal correlations via short-range, distance-dependent ``interactions'' without assuming a specific form for the underlying probability distribution. Predictions are obtained by means of a fully autonomous learning algorithm which employs equilibrium conditional Monte Carlo simulations. MPRS is able to handle scattered data and arbitrary spatial dimensions. We report tests on various synthetic and real-word data in one, two and three dimensions which demonstrate that the MPRS prediction performance (without parameter tuning) is competitive with standard interpolation methods such as ordinary kriging and inverse distance weighting. In particular, MPRS is a particularly effective gap-filling method for rough and non-Gaussian data (e.g., daily precipitation time series). MPRS shows superior computational efficiency and scalability for large samples. Massive data sets involving millions of nodes can be processed in a few seconds on a standard personal computer.
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