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This study used a multigrid-based convolutional neural network architecture known as MgNet in operator learning to solve numerical partial differential equations (PDEs). Given the property of smoothing iterations in multigrid methods where low-frequency errors decay slowly, we introduced a low-frequency correction structure for residuals to enhance the standard V-cycle MgNet. The enhanced MgNet model can capture the low-frequency features of solutions considerably better than the standard V-cycle MgNet. The numerical results obtained using some standard operator learning tasks are better than those obtained using many state-of-the-art methods, demonstrating the efficiency of our model.Moreover, numerically, our new model is more robust in case of low- and high-resolution data during training and testing, respectively.

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This work introduces a reduced order modeling (ROM) framework for the solution of parameterized second-order linear elliptic partial differential equations formulated on unfitted geometries. The goal is to construct efficient projection-based ROMs, which rely on techniques such as the reduced basis method and discrete empirical interpolation. The presence of geometrical parameters in unfitted domain discretizations entails challenges for the application of standard ROMs. Therefore, in this work we propose a methodology based on i) extension of snapshots on the background mesh and ii) localization strategies to decrease the number of reduced basis functions. The method we obtain is computationally efficient and accurate, while it is agnostic with respect to the underlying discretization choice. We test the applicability of the proposed framework with numerical experiments on two model problems, namely the Poisson and linear elasticity problems. In particular, we study several benchmarks formulated on two-dimensional, trimmed domains discretized with splines and we observe a significant reduction of the online computational cost compared to standard ROMs for the same level of accuracy. Moreover, we show the applicability of our methodology to a three-dimensional geometry of a linear elastic problem.

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.

We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary differential equations (NODEs). Solving systems with fine temporal and spatial grid scales is an ongoing computational challenge, and closure models are generally difficult to tune. Machine learning approaches have increased the accuracy and efficiency of computational fluid dynamics solvers. In this approach neural networks are used to learn the coarse- to fine-grid map, which can be viewed as subgrid-scale parameterization. We propose a strategy that uses the NODE and partial knowledge to learn the source dynamics at a continuous level. Our method inherits the advantages of NODEs and can be used to parameterize subgrid scales, approximate coupling operators, and improve the efficiency of low-order solvers. Numerical results with the two-scale Lorenz 96 ODE, the convection-diffusion PDE, and the viscous Burgers' PDE are used to illustrate this approach.

In this paper we discuss how to evaluate the differences between fitted logistic regression models across sub-populations. Our motivating example is in studying computerized diagnosis for learning disabilities, where sub-populations based on gender may or may not require separate models. In this context, significance tests for hypotheses of no difference between populations may provide perverse incentives, as larger variances and smaller samples increase the probability of not-rejecting the null. We argue that equivalence testing for a prespecified tolerance level on population differences incentivizes accuracy in the inference. We develop a cascading set of equivalence tests, in which each test addresses a different aspect of the model: the way the phenomenon is coded in the regression coefficients, the individual predictions in the per example log odds ratio and the overall accuracy in the mean square prediction error. For each equivalence test, we propose a strategy for setting the equivalence thresholds. The large-sample approximations are validated using simulations. For diagnosis data, we show examples for equivalent and non-equivalent models.

Dynamic graphs arise in various real-world applications, and it is often welcomed to model the dynamics directly in continuous time domain for its flexibility. This paper aims to design an easy-to-use pipeline (termed as EasyDGL which is also due to its implementation by DGL toolkit) composed of three key modules with both strong fitting ability and interpretability. Specifically the proposed pipeline which involves encoding, training and interpreting: i) a temporal point process (TPP) modulated attention architecture to endow the continuous-time resolution with the coupled spatiotemporal dynamics of the observed graph with edge-addition events; ii) a principled loss composed of task-agnostic TPP posterior maximization based on observed events on the graph, and a task-aware loss with a masking strategy over dynamic graph, where the covered tasks include dynamic link prediction, dynamic node classification and node traffic forecasting; iii) interpretation of the model outputs (e.g., representations and predictions) with scalable perturbation-based quantitative analysis in the graph Fourier domain, which could more comprehensively reflect the behavior of the learned model. Extensive experimental results on public benchmarks show the superior performance of our EasyDGL for time-conditioned predictive tasks, and in particular demonstrate that EasyDGL can effectively quantify the predictive power of frequency content that a model learn from the evolving graph data.

Interpretability methods are developed to understand the working mechanisms of black-box models, which is crucial to their responsible deployment. Fulfilling this goal requires both that the explanations generated by these methods are correct and that people can easily and reliably understand them. While the former has been addressed in prior work, the latter is often overlooked, resulting in informal model understanding derived from a handful of local explanations. In this paper, we introduce explanation summary (ExSum), a mathematical framework for quantifying model understanding, and propose metrics for its quality assessment. On two domains, ExSum highlights various limitations in the current practice, helps develop accurate model understanding, and reveals easily overlooked properties of the model. We also connect understandability to other properties of explanations such as human alignment, robustness, and counterfactual minimality and plausibility.

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.

This paper addresses the difficulty of forecasting multiple financial time series (TS) conjointly using deep neural networks (DNN). We investigate whether DNN-based models could forecast these TS more efficiently by learning their representation directly. To this end, we make use of the dynamic factor graph (DFG) from that we enhance by proposing a novel variable-length attention-based mechanism to render it memory-augmented. Using this mechanism, we propose an unsupervised DNN architecture for multivariate TS forecasting that allows to learn and take advantage of the relationships between these TS. We test our model on two datasets covering 19 years of investment funds activities. Our experimental results show that our proposed approach outperforms significantly typical DNN-based and statistical models at forecasting their 21-day price trajectory.

Graph Neural Networks (GNNs), which generalize deep neural networks to graph-structured data, have drawn considerable attention and achieved state-of-the-art performance in numerous graph related tasks. However, existing GNN models mainly focus on designing graph convolution operations. The graph pooling (or downsampling) operations, that play an important role in learning hierarchical representations, are usually overlooked. In this paper, we propose a novel graph pooling operator, called Hierarchical Graph Pooling with Structure Learning (HGP-SL), which can be integrated into various graph neural network architectures. HGP-SL incorporates graph pooling and structure learning into a unified module to generate hierarchical representations of graphs. More specifically, the graph pooling operation adaptively selects a subset of nodes to form an induced subgraph for the subsequent layers. To preserve the integrity of graph's topological information, we further introduce a structure learning mechanism to learn a refined graph structure for the pooled graph at each layer. By combining HGP-SL operator with graph neural networks, we perform graph level representation learning with focus on graph classification task. Experimental results on six widely used benchmarks demonstrate the effectiveness of our proposed model.

With the rapid increase of large-scale, real-world datasets, it becomes critical to address the problem of long-tailed data distribution (i.e., a few classes account for most of the data, while most classes are under-represented). Existing solutions typically adopt class re-balancing strategies such as re-sampling and re-weighting based on the number of observations for each class. In this work, we argue that as the number of samples increases, the additional benefit of a newly added data point will diminish. We introduce a novel theoretical framework to measure data overlap by associating with each sample a small neighboring region rather than a single point. The effective number of samples is defined as the volume of samples and can be calculated by a simple formula $(1-\beta^{n})/(1-\beta)$, where $n$ is the number of samples and $\beta \in [0,1)$ is a hyperparameter. We design a re-weighting scheme that uses the effective number of samples for each class to re-balance the loss, thereby yielding a class-balanced loss. Comprehensive experiments are conducted on artificially induced long-tailed CIFAR datasets and large-scale datasets including ImageNet and iNaturalist. Our results show that when trained with the proposed class-balanced loss, the network is able to achieve significant performance gains on long-tailed datasets.

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