Kernel-learning parameter prediction and evaluation in algebraic multigrid method for several PDEs

Abstract

This paper explores the application of kernel learning methods for parameter prediction and evaluation in the Algebraic Multigrid Method (AMG), focusing on several Partial Differential Equation (PDE) problems. AMG is an efficient iterative solver for large-scale sparse linear systems, particularly those derived from elliptic and parabolic PDE discretizations. However, its performance heavily relies on numerous parameters, which are often set empirically and are highly sensitive to AMG's effectiveness. Traditional parameter optimization methods are either computationally expensive or lack theoretical support. To address this, we propose a Gaussian Process Regression (GPR)-based strategy to optimize AMG parameters and introduce evaluation metrics to assess their effectiveness. Trained on small-scale datasets, GPR predicts nearly optimal parameters, bypassing the time-consuming parameter sweeping process. We also use kernel learning techniques to build a kernel function library and determine the optimal kernel function through linear combination, enhancing prediction accuracy. In numerical experiments, we tested typical PDEs such as the constant-coefficient Poisson equation, variable-coefficient Poisson equation, diffusion equation, and Helmholtz equation. Results show that GPR-predicted parameters match grid search results in iteration counts while significantly reducing computational time. A comprehensive analysis using metrics like mean squared error, prediction interval coverage, and Bayesian information criterion confirms GPR's efficiency and reliability. These findings validate GPR's effectiveness in AMG parameter optimization and provide theoretical support for AMG's practical application.