In this paper, we propose, analyze, and test an efficient algorithm for computing ensemble average of incompressible magnetohydrodynamics (MHD) flows, where instances/members correspond to varying kinematic viscosity, magnetic diffusivity, body forces, and initial conditions. The algorithm is decoupled in Els\"asser variables and permits a shared coefficient matrix for all members at each time-step. Thus, the algorithm is much more computationally efficient than separately computing simulations for each member using usual MHD algorithms. We prove the proposed algorithm is unconditionally stable and convergent. Several numerical tests are given to support the predicted convergence rates. Finally, we test the proposed scheme and observe how the physical behavior changes as the coupling number increases in a lid-driven cavity problem with mean Reynolds number $Re\approx 15000$, and as the deviation of uncertainties in the initial and boundary conditions increases in a channel flow past a step problem.
We consider a Johnson-N\'ed\'elec FEM-BEM coupling, which is a direct and non-symmetric coupling of finite and boundary element methods, in order to solve interface problems for the magnetostatic Maxwell's equations with the magnetic vector potential ansatz. In the FEM-domain, equations may be non-linear, whereas they are exclusively linear in the BEM-part to guarantee the existence of a fundamental solution. First, the weak problem is formulated in quotient spaces to avoid resolving to a saddle point problem. Second, we establish in this setting well-posedness of the arising problem using the framework of Lipschitz and strongly monotone operators as well as a stability result for a special type of non-linearity, which is typically considered in magnetostatic applications. Then, the discretization is performed in the isogeometric context, i.e., the same type of basis functions that are used for geometry design are considered as ansatz functions for the discrete setting. In particular, NURBS are employed for geometry considerations, and B-Splines, which can be understood as a special type of NURBS, for analysis purposes. In this context, we derive a priori estimates w.r.t. h-refinement, and point out to an interesting behavior of BEM, which consists in an amelioration of the convergence rates, when a functional of the solution is evaluated in the exterior BEM-domain. This improvement may lead to a doubling of the convergence rate under certain assumptions. Finally, we end the paper with a numerical example to illustrate the theoretical results, along with a conclusion and an outlook.
Machine learning models based on the aggregated outputs of submodels, either at the activation or prediction levels, lead to strong performance. We study the interplay of two popular classes of such models: ensembles of neural networks and sparse mixture of experts (sparse MoEs). First, we show that these two approaches have complementary features whose combination is beneficial. Then, we present partitioned batch ensembles, an efficient ensemble of sparse MoEs that takes the best of both classes of models. Extensive experiments on fine-tuned vision transformers demonstrate the accuracy, log-likelihood, few-shot learning, robustness, and uncertainty calibration improvements of our approach over several challenging baselines. Partitioned batch ensembles not only scale to models with up to 2.7B parameters, but also provide larger performance gains for larger models.
This work addresses optimal control problems governed by a linear time-dependent partial differential equation (PDE) as well as integer constraints on the control. Moreover, partial observations are assumed in the objective function. The resulting problem poses several numerical challenges due to the mixture of combinatorial aspects, induced by integer variables, and large scale linear algebra issues, arising from the PDE discretization. Since classical solution approaches such as the branch-and-bound framework are typically overwhelmed by such large-scale problems, this work extends an improved penalty algorithm proposed by the authors, to the time-dependent setting. The main contribution is a novel combination of an interior point method, preconditioning, and model order reduction yielding a tailored local optimization solver at the heart of the overall solution procedure. A thorough numerical investigation is carried out both for a Poisson problem as well as a convection-diffusion problem demonstrating the versatility of the approach.
In this work, we investigate various approaches that use learning from training data to solve inverse problems, following a bi-level learning approach. We consider a general framework for optimal inversion design, where training data can be used to learn optimal regularization parameters, data fidelity terms, and regularizers, thereby resulting in superior variational regularization methods. In particular, we describe methods to learn optimal $p$ and $q$ norms for ${\rm L}^p-{\rm L}^q$ regularization and methods to learn optimal parameters for regularization matrices defined by covariance kernels. We exploit efficient algorithms based on Krylov projection methods for solving the regularized problems, both at training and validation stages, making these methods well-suited for large-scale problems. Our experiments show that the learned regularization methods perform well even when there is some inexactness in the forward operator, resulting in a mixture of model and measurement error.
We prove new optimality results for adaptive mesh refinement algorithms for non-symmetric, indefinite, and time-dependent problems by proposing a generalization of quasi-orthogonality which follows directly from the inf-sup stability of the underlying problem. This completely removes a central technical difficulty in modern proofs of optimal convergence of adaptive mesh refinement algorithms and leads to simple optimality proofs for the Taylor-Hood discretization of the stationary Stokes problem, a finite-element/boundary-element discretization of an unbounded transmission problem, and an adaptive time-stepping scheme for parabolic equations. The main technical tool are new stability bounds for the $LU$-factorization of matrices together with a recently established connection between quasi-orthogonality and matrix factorization.
We study a class of Approximate Message Passing (AMP) algorithms for symmetric and rectangular spiked random matrix models with orthogonally invariant noise. The AMP iterates have fixed dimension $K \geq 1$, a multivariate non-linearity is applied in each AMP iteration, and the algorithm is spectrally initialized with $K$ super-critical sample eigenvectors. We derive the forms of the Onsager debiasing coefficients and corresponding AMP state evolution, which depend on the free cumulants of the noise spectral distribution. This extends previous results for such models with $K=1$ and an independent initialization. Applying this approach to Bayesian principal components analysis, we introduce a Bayes-OAMP algorithm that uses as its non-linearity the posterior mean conditional on all preceding AMP iterates. We describe a practical implementation of this algorithm, where all debiasing and state evolution parameters are estimated from the observed data, and we illustrate the accuracy and stability of this approach in simulations.
Interpretation of Deep Neural Networks (DNNs) training as an optimal control problem with nonlinear dynamical systems has received considerable attention recently, yet the algorithmic development remains relatively limited. In this work, we make an attempt along this line by reformulating the training procedure from the trajectory optimization perspective. We first show that most widely-used algorithms for training DNNs can be linked to the Differential Dynamic Programming (DDP), a celebrated second-order trajectory optimization algorithm rooted in the Approximate Dynamic Programming. In this vein, we propose a new variant of DDP that can accept batch optimization for training feedforward networks, while integrating naturally with the recent progress in curvature approximation. The resulting algorithm features layer-wise feedback policies which improve convergence rate and reduce sensitivity to hyper-parameter over existing methods. We show that the algorithm is competitive against state-ofthe-art first and second order methods. Our work opens up new avenues for principled algorithmic design built upon the optimal control theory.
Ensembles over neural network weights trained from different random initialization, known as deep ensembles, achieve state-of-the-art accuracy and calibration. The recently introduced batch ensembles provide a drop-in replacement that is more parameter efficient. In this paper, we design ensembles not only over weights, but over hyperparameters to improve the state of the art in both settings. For best performance independent of budget, we propose hyper-deep ensembles, a simple procedure that involves a random search over different hyperparameters, themselves stratified across multiple random initializations. Its strong performance highlights the benefit of combining models with both weight and hyperparameter diversity. We further propose a parameter efficient version, hyper-batch ensembles, which builds on the layer structure of batch ensembles and self-tuning networks. The computational and memory costs of our method are notably lower than typical ensembles. On image classification tasks, with MLP, LeNet, and Wide ResNet 28-10 architectures, our methodology improves upon both deep and batch ensembles.
We propose a new method of estimation in topic models, that is not a variation on the existing simplex finding algorithms, and that estimates the number of topics K from the observed data. We derive new finite sample minimax lower bounds for the estimation of A, as well as new upper bounds for our proposed estimator. We describe the scenarios where our estimator is minimax adaptive. Our finite sample analysis is valid for any number of documents (n), individual document length (N_i), dictionary size (p) and number of topics (K), and both p and K are allowed to increase with n, a situation not handled well by previous analyses. We complement our theoretical results with a detailed simulation study. We illustrate that the new algorithm is faster and more accurate than the current ones, although we start out with a computational and theoretical disadvantage of not knowing the correct number of topics K, while we provide the competing methods with the correct value in our simulations.
In this work, we consider the distributed optimization of non-smooth convex functions using a network of computing units. We investigate this problem under two regularity assumptions: (1) the Lipschitz continuity of the global objective function, and (2) the Lipschitz continuity of local individual functions. Under the local regularity assumption, we provide the first optimal first-order decentralized algorithm called multi-step primal-dual (MSPD) and its corresponding optimal convergence rate. A notable aspect of this result is that, for non-smooth functions, while the dominant term of the error is in $O(1/\sqrt{t})$, the structure of the communication network only impacts a second-order term in $O(1/t)$, where $t$ is time. In other words, the error due to limits in communication resources decreases at a fast rate even in the case of non-strongly-convex objective functions. Under the global regularity assumption, we provide a simple yet efficient algorithm called distributed randomized smoothing (DRS) based on a local smoothing of the objective function, and show that DRS is within a $d^{1/4}$ multiplicative factor of the optimal convergence rate, where $d$ is the underlying dimension.