We propose a new paradigm for designing efficient p-adaptive arbitrary high order methods. We consider arbitrary high order iterative schemes that gain one order of accuracy at each iteration and we modify them in order to match the accuracy achieved in a specific iteration with the discretization accuracy of the same iteration. Apart from the computational advantage, the new modified methods allow to naturally perform p-adaptivity, stopping the iterations when appropriate conditions are met. Moreover, the modification is very easy to be included in an existing implementation of an arbitrary high order iterative scheme and it does not ruin the possibility of parallelization, if this was achievable by the original method. An application to the Arbitrary DERivative (ADER) method for hyperbolic Partial Differential Equations (PDEs) is presented here. We explain how such framework can be interpreted as an arbitrary high order iterative scheme, by recasting it as a Deferred Correction (DeC) method, and how to easily modify it to obtain a more efficient formulation, in which a local a posteriori limiter can be naturally integrated leading to p-adaptivity and structure preserving properties. Finally, the novel approach is extensively tested against classical benchmarks for compressible gas dynamics to show the robustness and the computational efficiency.
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In this paper, we provide a novel framework for the analysis of generalization error of first-order optimization algorithms for statistical learning when the gradient can only be accessed through partial observations given by an oracle. Our analysis relies on the regularity of the gradient w.r.t. the data samples, and allows to derive near matching upper and lower bounds for the generalization error of multiple learning problems, including supervised learning, transfer learning, robust learning, distributed learning and communication efficient learning using gradient quantization. These results hold for smooth and strongly-convex optimization problems, as well as smooth non-convex optimization problems verifying a Polyak-Lojasiewicz assumption. In particular, our upper and lower bounds depend on a novel quantity that extends the notion of conditional standard deviation, and is a measure of the extent to which the gradient can be approximated by having access to the oracle. As a consequence, our analysis provides a precise meaning to the intuition that optimization of the statistical learning objective is as hard as the estimation of its gradient. Finally, we show that, in the case of standard supervised learning, mini-batch gradient descent with increasing batch sizes and a warm start can reach a generalization error that is optimal up to a multiplicative factor, thus motivating the use of this optimization scheme in practical applications.
We propose an implicit Discontinuous Galerkin (DG) discretization for incompressible two-phase flows using an artificial compressibility formulation. Conservative level set (CLS) method is employed in combination with a reinitialization procedure to capture the moving interface. A projection method based on the L-stable TR-BDF2 method is adopted for the time discretization of the Navier-Stokes equations and of the level set method. Adaptive Mesh Refinement (AMR) is employed to enhance the resolution in correspondence of the interface between the two fluids. The effectiveness of the proposed approach is shown in a number of classical benchmarks, such as the Rayleigh-Taylor instability and the rising bubble test case, for which a specific analysis on the influence of different choices of the mixture viscosity is carried out.
It is well known that the Euler method for approximating the solutions of a random ordinary differential equation $\mathrm{d}X_t/\mathrm{d}t = f(t, X_t, Y_t)$ driven by a stochastic process $\{Y_t\}_t$ with $\theta$-H\"older sample paths is estimated to be of strong order $\theta$ with respect to the time step, provided $f=f(t, x, y)$ is sufficiently regular and with suitable bounds. Here, it is proved that, in many typical cases, further conditions on the noise can be exploited so that the strong convergence is actually of order 1, regardless of the H\"older regularity of the sample paths. This applies for instance to additive or multiplicative It\^o process noises (such as Wiener, Ornstein-Uhlenbeck, and geometric Brownian motion processes); to point-process noises (such as Poisson point processes and Hawkes self-exciting processes, which even have jump-type discontinuities); and to transport-type processes with sample paths of bounded variation. The result is based on a novel approach, estimating the global error as an iterated integral over both large and small mesh scales, and switching the order of integration to move the critical regularity to the large scale. The work is complemented with numerical simulations illustrating the strong order 1 convergence in those cases, and with an example with fractional Brownian motion noise with Hurst parameter $0 < H < 1/2$ for which the order of convergence is $H + 1/2$, hence lower than the attained order 1 in the examples above, but still higher than the order $H$ of convergence expected from previous works.
In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only assumed to satisfy a one-sided Lipschitz condition and the diffusion term is assumed to be globally Lipschitz continuous. Our new strategy for time discretization is based on the Milstein method from stochastic differential equations. We use the energy method for its error analysis and show a strong convergence order of nearly $1$ for the approximate solution. The proof is based on new H\"older continuity estimates of the SPDE solution and the nonlinear term. For the general polynomial-type drift term, there are difficulties in deriving even the stability of the numerical solutions. We propose an interpolation-based finite element method for spatial discretization to overcome the difficulties. Then we obtain $H^1$ stability, higher moment $H^1$ stability, $L^2$ stability, and higher moment $L^2$ stability results using numerical and stochastic techniques. The nearly optimal convergence orders in time and space are hence obtained by coupling all previous results. Numerical experiments are presented to implement the proposed numerical scheme and to validate the theoretical results.
Networks with hop-by-hop flow control occur in several contexts, from data centers to systems architectures (e.g., wormhole-routing networks on chip). A worst-case end-to-end delay in such networks can be computed using Network Calculus (NC), an algebraic theory where traffic and service guarantees are represented as curves in a Cartesian plane. NC uses transformation operations, e.g., the min-plus convolution, to model how the traffic profile changes with the traversal of network nodes. NC allows one to model flow-controlled systems, hence one can compute the end-to-end service curve describing the minimum service guaranteed to a flow traversing a tandem of flow-controlled nodes. However, while the algebraic expression of such an end-to-end service curve is quite compact, its computation is often intractable from an algorithmic standpoint: data structures tend to grow quickly to unfeasibly large sizes, making operations intractable, even with as few as three hops. In this paper, we propose computational and algebraic techniques to mitigate the above problem. We show that existing techniques (such as reduction to compact domains) cannot be used in this case, and propose an arsenal of solutions, which include methods to mitigate the data representation space explosion as well as computationally efficient algorithms for the min-plus convolution operation. We show that our solutions allow a significant speedup, enable analysis of previously unfeasible case studies, and -- since they do not rely on any approximation -- still provide exact results.
An algorithm is said to be adaptive to a certain parameter (of the problem) if it does not need a priori knowledge of such a parameter but performs competitively to those that know it. This dissertation presents our work on adaptive algorithms in following scenarios: 1. In the stochastic optimization setting, we only receive stochastic gradients and the level of noise in evaluating them greatly affects the convergence rate. Tuning is typically required when without prior knowledge of the noise scale in order to achieve the optimal rate. Considering this, we designed and analyzed noise-adaptive algorithms that can automatically ensure (near)-optimal rates under different noise scales without knowing it. 2. In training deep neural networks, the scales of gradient magnitudes in each coordinate can scatter across a very wide range unless normalization techniques, like BatchNorm, are employed. In such situations, algorithms not addressing this problem of gradient scales can behave very poorly. To mitigate this, we formally established the advantage of scale-free algorithms that adapt to the gradient scales and presented its real benefits in empirical experiments. 3. Traditional analyses in non-convex optimization typically rely on the smoothness assumption. Yet, this condition does not capture the properties of some deep learning objective functions, including the ones involving Long Short-Term Memory networks and Transformers. Instead, they satisfy a much more relaxed condition, with potentially unbounded smoothness. Under this condition, we show that a generalized SignSGD algorithm can theoretically match the best-known convergence rates obtained by SGD with gradient clipping but does not need explicit clipping at all, and it can empirically match the performance of Adam and beat others. Moreover, it can also be made to automatically adapt to the unknown relaxed smoothness.
Sentence embeddings enable us to capture the semantic similarity of short texts. Most sentence embedding models are trained for general semantic textual similarity (STS) tasks. Therefore, to use sentence embeddings in a particular domain, the model must be adapted to it in order to achieve good results. Usually, this is done by fine-tuning the entire sentence embedding model for the domain of interest. While this approach yields state-of-the-art results, all of the model's weights are updated during fine-tuning, making this method resource-intensive. Therefore, instead of fine-tuning entire sentence embedding models for each target domain individually, we propose to train lightweight adapters. These domain-specific adapters do not require fine-tuning all underlying sentence embedding model parameters. Instead, we only train a small number of additional parameters while keeping the weights of the underlying sentence embedding model fixed. Training domain-specific adapters allows always using the same base model and only exchanging the domain-specific adapters to adapt sentence embeddings to a specific domain. We show that using adapters for parameter-efficient domain adaptation of sentence embeddings yields competitive performance within 1% of a domain-adapted, entirely fine-tuned sentence embedding model while only training approximately 3.6% of the parameters.
The aim of this paper is to describe a novel non-parametric noise reduction technique from the point of view of Bayesian inference that may automatically improve the signal-to-noise ratio of one- and two-dimensional data, such as e.g. astronomical images and spectra. The algorithm iteratively evaluates possible smoothed versions of the data, the smooth models, obtaining an estimation of the underlying signal that is statistically compatible with the noisy measurements. Iterations stop based on the evidence and the $\chi^2$ statistic of the last smooth model, and we compute the expected value of the signal as a weighted average of the whole set of smooth models. In this paper, we explain the mathematical formalism and numerical implementation of the algorithm, and we evaluate its performance in terms of the peak signal to noise ratio, the structural similarity index, and the time payload, using a battery of real astronomical observations. Our Fully Adaptive Bayesian Algorithm for Data Analysis (FABADA) yields results that, without any parameter tuning, are comparable to standard image processing algorithms whose parameters have been optimized based on the true signal to be recovered, something that is impossible in a real application. State-of-the-art non-parametric methods, such as BM3D, offer slightly better performance at high signal-to-noise ratio, while our algorithm is significantly more accurate for extremely noisy data (higher than $20-40\%$ relative errors, a situation of particular interest in the field of astronomy). In this range, the standard deviation of the residuals obtained by our reconstruction may become more than an order of magnitude lower than that of the original measurements. The source code needed to reproduce all the results presented in this report, including the implementation of the method, is publicly available at //github.com/PabloMSanAla/fabada
Deep neural networks are known to be vulnerable to adversarial examples crafted by adding human-imperceptible perturbations to the benign input. After achieving nearly 100% attack success rates in white-box setting, more focus is shifted to black-box attacks, of which the transferability of adversarial examples has gained significant attention. In either case, the common gradient-based methods generally use the sign function to generate perturbations on the gradient update, that offers a roughly correct direction and has gained great success. But little work pays attention to its possible limitation. In this work, we observe that the deviation between the original gradient and the generated noise may lead to inaccurate gradient update estimation and suboptimal solutions for adversarial transferability. To this end, we propose a Sampling-based Fast Gradient Rescaling Method (S-FGRM). Specifically, we use data rescaling to substitute the sign function without extra computational cost. We further propose a Depth First Sampling method to eliminate the fluctuation of rescaling and stabilize the gradient update. Our method could be used in any gradient-based attacks and is extensible to be integrated with various input transformation or ensemble methods to further improve the adversarial transferability. Extensive experiments on the standard ImageNet dataset show that our method could significantly boost the transferability of gradient-based attacks and outperform the state-of-the-art baselines.
As soon as abstract mathematical computations were adapted to computation on digital computers, the problem of efficient representation, manipulation, and communication of the numerical values in those computations arose. Strongly related to the problem of numerical representation is the problem of quantization: in what manner should a set of continuous real-valued numbers be distributed over a fixed discrete set of numbers to minimize the number of bits required and also to maximize the accuracy of the attendant computations? This perennial problem of quantization is particularly relevant whenever memory and/or computational resources are severely restricted, and it has come to the forefront in recent years due to the remarkable performance of Neural Network models in computer vision, natural language processing, and related areas. Moving from floating-point representations to low-precision fixed integer values represented in four bits or less holds the potential to reduce the memory footprint and latency by a factor of 16x; and, in fact, reductions of 4x to 8x are often realized in practice in these applications. Thus, it is not surprising that quantization has emerged recently as an important and very active sub-area of research in the efficient implementation of computations associated with Neural Networks. In this article, we survey approaches to the problem of quantizing the numerical values in deep Neural Network computations, covering the advantages/disadvantages of current methods. With this survey and its organization, we hope to have presented a useful snapshot of the current research in quantization for Neural Networks and to have given an intelligent organization to ease the evaluation of future research in this area.
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