arXiv subjects

Aku Kammonen

Publications and source records attributed to Aku Kammonen.

7 recordsLinked to original sources

arXiv2026

Convergence for adaptive resampling of random Fourier features

The machine learning random Fourier feature method for data in high dimension is computationally and theoretically attractive since the optimization is based on a convex standard least squares problem and independent sampling of Fourier frequencies. The challenge is to sample the Fourier frequencies well. This work proves convergence of a data adaptive method based on resampling the frequencies asymptotically optimally, as the number of nodes and amount of data tend to infinity. Numerical results based on resampling and adaptive random walk steps together with approximations of the least squares problem by conjugate gradient iterations confirm the analysis for regression and classification problems.

math.NA↗

arXiv2025

An Adaptive Random Fourier Features approach Applied to Learning Stochastic Differential Equations

This work proposes a training algorithm based on adaptive random Fourier features (ARFF) with Metropolis sampling and resampling \cite{kammonen2024adaptiverandomfourierfeatures} for learning drift and diffusion components of stochastic differential equations from snapshot data. Specifically, this study considers Itô diffusion processes and a likelihood-based loss function derived from the Euler-Maruyama integration introduced in \cite{Dietrich2023} and \cite{dridi2021learningstochasticdynamicalsystems}. This work evaluates the proposed method against benchmark problems presented in \cite{Dietrich2023}, including polynomial examples, underdamped Langevin dynamics, a stochastic susceptible-infected-recovered model, and a stochastic wave equation. Across all cases, the ARFF-based approach matches or surpasses the performance of conventional Adam-based optimization in both loss minimization and convergence speed. These results highlight the potential of ARFF as a compelling alternative for data-driven modeling of stochastic dynamics.

cs.LG↗

arXiv2025

Adaptive Random Fourier Features Training Stabilized By Resampling With Applications in Image Regression

This paper presents an enhanced adaptive random Fourier features (ARFF) training algorithm for shallow neural networks, building upon the work introduced in "Adaptive Random Fourier Features with Metropolis Sampling", Kammonen et al., \emph{Foundations of Data Science}, 2(3):309--332, 2020. This improved method uses a particle filter-type resampling technique to stabilize the training process and reduce the sensitivity to parameter choices. The Metropolis test can also be omitted when resampling is used, reducing the number of hyperparameters by one and reducing the computational cost per iteration compared to the ARFF method. We present comprehensive numerical experiments demonstrating the efficacy of the proposed algorithm in function regression tasks as a stand-alone method and as a pretraining step before gradient-based optimization, using the Adam optimizer. Furthermore, we apply the proposed algorithm to a simple image regression problem, illustrating its utility in sampling frequencies for the random Fourier features (RFF) layer of coordinate-based multilayer perceptrons. In this context, we use the proposed algorithm to sample the parameters of the RFF layer in an automated manner.

cs.LG↗

arXiv2024

Comparing Spectral Bias and Robustness For Two-Layer Neural Networks: SGD vs Adaptive Random Fourier Features

We present experimental results highlighting two key differences resulting from the choice of training algorithm for two-layer neural networks. The spectral bias of neural networks is well known, while the spectral bias dependence on the choice of training algorithm is less studied. Our experiments demonstrate that an adaptive random Fourier features algorithm (ARFF) can yield a spectral bias closer to zero compared to the stochastic gradient descent optimizer (SGD). Additionally, we train two identically structured classifiers, employing SGD and ARFF, to the same accuracy levels and empirically assess their robustness against adversarial noise attacks.

cs.LG↗

arXiv2021

Smaller generalization error derived for a deep residual neural network compared to shallow networks

Estimates of the generalization error are proved for a residual neural network with $L$ random Fourier features layers $\bar z_{\ell+1}=\bar z_\ell + \mathrm{Re}\sum_{k=1}^K\bar b_{\ell k}e^{\mathrm{i}ω_{\ell k}\bar z_\ell}+ \mathrm{Re}\sum_{k=1}^K\bar c_{\ell k}e^{\mathrm{i}ω'_{\ell k}\cdot x}$. An optimal distribution for the frequencies $(ω_{\ell k},ω'_{\ell k})$ of the random Fourier features $e^{\mathrm{i}ω_{\ell k}\bar z_\ell}$ and $e^{\mathrm{i}ω'_{\ell k}\cdot x}$ is derived. This derivation is based on the corresponding generalization error for the approximation of the function values $f(x)$. The generalization error turns out to be smaller than the estimate ${\|\hat f\|^2_{L^1(\mathbb{R}^d)}}/{(KL)}$ of the generalization error for random Fourier features with one hidden layer and the same total number of nodes $KL$, in the case the $L^\infty$-norm of $f$ is much less than the $L^1$-norm of its Fourier transform $\hat f$. This understanding of an optimal distribution for random features is used to construct a new training method for a deep residual network. Promising performance of the proposed new algorithm is demonstrated in computational experiments.

math.NA↗

arXiv2020

Adaptive random Fourier features with Metropolis sampling

The supervised learning problem to determine a neural network approximation $\mathbb{R}^d\ni x\mapsto\sum_{k=1}^K\hatβ_k e^{\mathrm{i}ω_k\cdot x}$ with one hidden layer is studied as a random Fourier features algorithm. The Fourier features, i.e., the frequencies $ω_k\in\mathbb{R}^d$, are sampled using an adaptive Metropolis sampler. The Metropolis test accepts proposal frequencies $ω_k'$, having corresponding amplitudes $\hatβ_k'$, with the probability $\min\big\{1, (|\hatβ_k'|/|\hatβ_k|)^γ\big\}$, for a certain positive parameter $γ$, determined by minimizing the approximation error for given computational work. This adaptive, non-parametric stochastic method leads asymptotically, as $K\to\infty$, to equidistributed amplitudes $|\hatβ_k|$, analogous to deterministic adaptive algorithms for differential equations. The equidistributed amplitudes are shown to asymptotically correspond to the optimal density for independent samples in random Fourier features methods. Numerical evidence is provided in order to demonstrate the approximation properties and efficiency of the proposed algorithm. The algorithm is tested both on synthetic data and a real-world high-dimensional benchmark.

math.NA↗

arXiv2019

Canonical quantum observables for molecular systems approximated by ab initio molecular dynamics

It is known that ab initio molecular dynamics based on the electron ground state eigenvalue can be used to approximate quantum observables in the canonical ensemble when the temperature is low compared to the first electron eigenvalue gap. This work proves that a certain weighted average of the different ab initio dynamics, corresponding to each electron eigenvalue, approximates quantum observables for any temperature. The proof uses the semiclassical Weyl law to show that canonical quantum observables of nuclei-electron systems, based on matrix valued Hamiltonian symbols, can be approximated by ab initio molecular dynamics with the error proportional to the electron-nuclei mass ratio. The result covers observables that depend on time-correlations. A combination of the Hilbert-Schmidt inner product for quantum operators and Weyl's law shows that the error estimate holds for observables and Hamiltonian symbols that have three and five bounded derivatives, respectively, provided the electron eigenvalues are distinct for any nuclei position and the observables are in the diagonal form with respect to the electron eigenstates.

math-ph↗