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David Bindel

Publications and source records attributed to David Bindel.

At least 19 recordsLinked to original sources

Minimizing the Expected Cost of Synchronization in Lossless Power Networks

The reliable operation of large-scale electric power networks is increasingly challenging, particularly with the integration of stochastic renewable generation. In this work, we address the problem of minimizing network transients by optimally modifying the underlying network. We formulate the problem in terms of graph Laplacian matrices and show that, under certain assumptions, the problem is convex. We derive a linear matrix inequality whose feasibility guarantees the existence and uniqueness of phase cohesive steady-state angles; this condition can be directly incorporated as a convex constraint in the optimization framework and we provide several geometric interpretations of the optimization problem. The proposed method is validated on the IEEE 30-bus test system, where results demonstrate that our approach effectively identifies critical links on the network. Dynamic simulations show a significant reduction in network transients and overall improvements across several performance metrics. We explore the sparsity-optimality trade-off using a reweighted $\ell_1$ heuristic.

eess.SY

CATAPULT: A CUDA-Accelerated Timestepper for Alpha Particles Using Local Tricubics

We introduce a CUDA-Accelerated Timestepper for Alpha Particles Using Local Tricubics (CATAPULT) for use in Monte Carlo calculations of alpha particle confinement in stellarators. Our GPU implementation is significantly faster than existing parallelized CPU implementations, and handles both equilibrium magnetic fields and Shear Alfven Waves. We test our implementation on several example stellarators to exhibit both the speed and correctness of our code. The source code is included in the firm3d Python package.

physics.comp-ph

Bean: A Language for Backward Error Analysis

Backward error analysis offers a method for assessing the quality of numerical programs in the presence of floating-point rounding errors. However, techniques from the numerical analysis literature for quantifying backward error require substantial human effort, and there are currently no tools or automated methods for statically deriving sound backward error bounds. To address this gap, we propose Bean, a typed first-order programming language designed to express quantitative bounds on backward error. Bean's type system combines a graded coeffect system with strict linearity to soundly track the flow of backward error through programs. We prove the soundness of our system using a novel categorical semantics, where every Bean program denotes a triple of related transformations that together satisfy a backward error guarantee. To illustrate Bean's potential as a practical tool for automated backward error analysis, we implement a variety of standard algorithms from numerical linear algebra in Bean, establishing fine-grained backward error bounds via typing in a compositional style. We also develop a prototype implementation of Bean that infers backward error bounds automatically. Our evaluation shows that these inferred bounds match worst-case theoretical relative backward error bounds from the literature, underscoring Bean's utility in validating a key property of numerical programs: numerical stability.

cs.PL

The High-Order Magnetic Near-Axis Expansion: Ill-Posedness and Regularization

When analyzing stellarator configurations, it is common to perform an asymptotic expansion about the magnetic axis. This so-called near-axis expansion is convenient for the same reason asymptotic expansions often are, namely, it reduces the dimension of the problem. This leads to convenient and quickly computed expressions of physical quantities, such as quasisymmetry and stability criteria, which can be used to gain further insight. However, it has been repeatedly found that the expansion diverges at high orders in the distance from axis, limiting the physics the expansion can describe. In this paper, we show that the near-axis expansion diverges in vacuum due to ill-posedness and that it can be regularized to improve its convergence. Then, using realistic stellarator coil sets, we demonstrate numerical convergence of the vacuum magnetic field and flux surfaces to the true values as the order increases. We numerically find that the regularization improves the solutions of the near-axis expansion under perturbation, and we demonstrate that the radius of convergence of the vacuum near-axis expansion is correlated with the distance from the axis to the coils.

physics.plasm-ph

Differentiating Policies for Non-Myopic Bayesian Optimization

Bayesian optimization (BO) methods choose sample points by optimizing an acquisition function derived from a statistical model of the objective. These acquisition functions are chosen to balance sampling regions with predicted good objective values against exploring regions where the objective is uncertain. Standard acquisition functions are myopic, considering only the impact of the next sample, but non-myopic acquisition functions may be more effective. In principle, one could model the sampling by a Markov decision process, and optimally choose the next sample by maximizing an expected reward computed by dynamic programming; however, this is infeasibly expensive. More practical approaches, such as rollout, consider a parametric family of sampling policies. In this paper, we show how to efficiently estimate rollout acquisition functions and their gradients, enabling stochastic gradient-based optimization of sampling policies.

cs.LG

Walking on Spheres and Talking to Neighbors: Variance Reduction for Laplace's Equation

Walk on Spheres algorithms leverage properties of Brownian Motion to create Monte Carlo estimates of solutions to a class of elliptic partial differential equations. We propose a new caching strategy which leverages the continuity of paths of Brownian Motion. In the case of Laplace's equation with Dirichlet boundary conditions, our algorithm has improved asymptotic runtime compared to previous approaches. Until recently, estimates were constructed pointwise and did not use the relationship between solutions at nearby points within a domain. Instead, our results are achieved by passing information from a cache of fixed size. We also provide bounds on the performance of our algorithm and demonstrate its performance on example problems of increasing complexity.

physics.comp-ph

Finding Birkhoff Averages via Adaptive Filtering

In many applications, one is interested in classifying trajectories of Hamiltonian systems as invariant tori, islands, or chaos. The convergence rate of ergodic Birkhoff averages can be used to categorize these regions, but many iterations of the return map are needed to implement this directly. Recently, it has been shown that a weighted Birkhoff average can be used to accelerate the convergence, resulting in a useful method for categorizing trajectories. In this paper, we show how a modified version the reduced rank extrapolation method (named Birkhoff RRE) can also be used to find optimal weights for the weighted average with a single linear least-squares solve.Using these, we classify trajectories with fewer iterations of the map than the standard weighted Birkhoff average. Furthermore, for the islands and invariant circles, a subsequent eigenvalue problem gives the number of islands and the rotation number. Using these numbers, we find Fourier parameterizations of invariant circles and islands. We show examples of Birkhoff RRE on the standard map and on magnetic field line dynamics.

math.DS

Level Set Learning for Poincar\'e Plots of Symplectic Maps

Many important qualities of plasma confinement devices can be determined via the Poincar\'e plot of a symplectic return map. These qualities include the locations of periodic orbits, magnetic islands, and chaotic regions of phase space. However, every evaluation of the magnetic return map requires solving an ODE, meaning a detailed Poincar\'e plot can be expensive to create. Here, we propose a kernel-based method of learning a single labeling function that is approximately invariant under the symplectic map. From the labeling function, we can recover the locations of invariant circles, islands, and chaos with few evaluations of the underlying symplectic map. Additionally, the labeling function comes with a residual, which serves as a measure of how invariant the label function is, and therefore as an indirect measure of chaos and map complexity.

math.DS

Understanding Trade-offs in Stellarator Design with Multi-objective Optimization

In designing stellarators, any design decision ultimately comes with a trade-off. Improvements in particle confinement, for instance, may increase the burden on engineers to build more complex coils, and the tightening of financial constraints may simplify the design and worsen some aspects of transport. Understanding trade-offs in stellarator designs is critical in designing high performance devices that satisfy the multitude of physical, engineering, and financial criteria. In this study we show how multi-objective optimization (MOO) can be used to investigate trade-offs and develop insight into the role of design parameters. We discuss the basics of MOO, as well as practical solution methods for solving MOO problems. We apply these methods to bring insight into the selection of two common design parameters: the aspect ratio of an ideal magnetohydrodynamic equilibrium, and the total length of the electromagnetic coils.

physics.plasm-ph

Direct Optimization of Fast-Ion Confinement in Stellarators

Confining energetic ions such as alpha particles is a prime concern in the design of stellarators. However, directly measuring alpha confinement through numerical simulation of guiding-center trajectories has been considered to be too computationally expensive and noisy to include in the design loop, and instead has been most often used only as a tool to assess stellarator designs post hoc. In its place, proxy metrics, simplified measures of confinement, have often been used to design configurations because they are computationally more tractable and have been shown to be effective. Despite the success of proxies, it is unclear what is being sacrificed by using them to design the device rather than relying on direct trajectory calculations. In this study, we optimize stellarator designs for improved alpha particle confinement without the use of proxy metrics. In particular, we numerically optimize an objective function that measures alpha particle losses by simulating alpha particle trajectories. While this method is computationally expensive, we find that it can be used successfully to generate configurations with low losses.

physics.plasm-ph

Scalable Bayesian Transformed Gaussian Processes

The Bayesian transformed Gaussian process (BTG) model, proposed by Kedem and Oliviera, is a fully Bayesian counterpart to the warped Gaussian process (WGP) and marginalizes out a joint prior over input warping and kernel hyperparameters. This fully Bayesian treatment of hyperparameters often provides more accurate regression estimates and superior uncertainty propagation, but is prohibitively expensive. The BTG posterior predictive distribution, itself estimated through high-dimensional integration, must be inverted in order to perform model prediction. To make the Bayesian approach practical and comparable in speed to maximum-likelihood estimation (MLE), we propose principled and fast techniques for computing with BTG. Our framework uses doubly sparse quadrature rules, tight quantile bounds, and rank-one matrix algebra to enable both fast model prediction and model selection. These scalable methods allow us to regress over higher-dimensional datasets and apply BTG with layered transformations that greatly improve its expressibility. We demonstrate that BTG achieves superior empirical performance over MLE-based models.

cs.LG

On-the-Fly Rectification for Robust Large-Vocabulary Topic Inference

Across many data domains, co-occurrence statistics about the joint appearance of objects are powerfully informative. By transforming unsupervised learning problems into decompositions of co-occurrence statistics, spectral algorithms provide transparent and efficient algorithms for posterior inference such as latent topic analysis and community detection. As object vocabularies grow, however, it becomes rapidly more expensive to store and run inference algorithms on co-occurrence statistics. Rectifying co-occurrence, the key process to uphold model assumptions, becomes increasingly more vital in the presence of rare terms, but current techniques cannot scale to large vocabularies. We propose novel methods that simultaneously compress and rectify co-occurrence statistics, scaling gracefully with the size of vocabulary and the dimension of latent space. We also present new algorithms learning latent variables from the compressed statistics, and verify that our methods perform comparably to previous approaches on both textual and non-textual data.

cs.CL

Streaming Local Community Detection through Approximate Conductance

Community is a universal structure in various complex networks, and community detection is a fundamental task for network analysis. With the rapid growth of network scale, networks are massive, changing rapidly and could naturally be modeled as graph streams. Due to the limited memory and access constraint in graph streams, existing non-streaming community detection methods are no longer applicable. This raises an emerging need for online approaches. In this work, we consider the problem of uncovering the local community containing a few query nodes in graph streams, termed streaming local community detection. This is a new problem raised recently that is more challenging for community detection and only a few works address this online setting. Correspondingly, we design an online single-pass streaming local community detection approach. Inspired by the "local" property of communities, our method samples the local structure around the query nodes in graph streams, and extracts the target community on the sampled subgraph using our proposed metric called the approximate conductance. Comprehensive experiments show that our method remarkably outperforms the streaming baseline on both effectiveness and efficiency, and even achieves similar accuracy comparing to the state-of-the-art non-streaming local community detection methods that use static and complete graphs.

cs.SI

Global Stochastic Optimization of Stellarator Coil Configurations

In the construction of a stellarator, the manufacturing and assembling of the coil system is a dominant cost. These coils need to satisfy strict engineering tolerances, and if those are not met the project could be canceled as in the case of the National Compact Stellarator Experiment (NCSX) project [25]. Therefore, our goal is to find coil configurations that increase construction tolerances without compromising the performance of the magnetic field. In this paper, we develop a gradient-based stochastic optimization model which seeks robust stellarator coil configurations in high dimensions. In particular, we design a two-step method: first, we perform an approximate global search by a sample efficient trust-region Bayesian optimization; second, we refine the minima found in step one with a stochastic local optimizer. To this end, we introduce two stochastic local optimizers: BFGS applied to the Sample Average Approximation and Adam, equipped with a control variate for variance reduction. Numerical experiments performed on a W7-X-like coil configuration demonstrate that our global optimization approach finds a variety of promising local solutions at less than 0.1% of the cost of previous work, which considered solely local stochastic optimization.

physics.plasm-ph

Surveillance Evasion Through Bayesian Reinforcement Learning

We consider a task of surveillance-evading path-planning in a continuous setting. An Evader strives to escape from a 2D domain while minimizing the risk of detection (and immediate capture). The probability of detection is path-dependent and determined by the spatially inhomogeneous surveillance intensity, which is fixed but a priori unknown and gradually learned in the multi-episodic setting. We introduce a Bayesian reinforcement learning algorithm that relies on a Gaussian Process regression (to model the surveillance intensity function based on the information from prior episodes), numerical methods for Hamilton-Jacobi PDEs (to plan the best continuous trajectories based on the current model), and Confidence Bounds (to balance the exploration vs exploitation). We use numerical experiments and regret metrics to highlight the significant advantages of our approach compared to traditional graph-based algorithms of reinforcement learning.

cs.LG

Scaling Gaussian Processes with Derivative Information Using Variational Inference

Gaussian processes with derivative information are useful in many settings where derivative information is available, including numerous Bayesian optimization and regression tasks that arise in the natural sciences. Incorporating derivative observations, however, comes with a dominating $O(N^3D^3)$ computational cost when training on $N$ points in $D$ input dimensions. This is intractable for even moderately sized problems. While recent work has addressed this intractability in the low-$D$ setting, the high-$N$, high-$D$ setting is still unexplored and of great value, particularly as machine learning problems increasingly become high dimensional. In this paper, we introduce methods to achieve fully scalable Gaussian process regression with derivatives using variational inference. Analogous to the use of inducing values to sparsify the labels of a training set, we introduce the concept of inducing directional derivatives to sparsify the partial derivative information of a training set. This enables us to construct a variational posterior that incorporates derivative information but whose size depends neither on the full dataset size $N$ nor the full dimensionality $D$. We demonstrate the full scalability of our approach on a variety of tasks, ranging from a high dimensional stellarator fusion regression task to training graph convolutional neural networks on Pubmed using Bayesian optimization. Surprisingly, we find that our approach can improve regression performance even in settings where only label data is available.

cs.LG

Density of States Graph Kernels

A fundamental problem on graph-structured data is that of quantifying similarity between graphs. Graph kernels are an established technique for such tasks; in particular, those based on random walks and return probabilities have proven to be effective in wide-ranging applications, from bioinformatics to social networks to computer vision. However, random walk kernels generally suffer from slowness and tottering, an effect which causes walks to overemphasize local graph topology, undercutting the importance of global structure. To correct for these issues, we recast return probability graph kernels under the more general framework of density of states -- a framework which uses the lens of spectral analysis to uncover graph motifs and properties hidden within the interior of the spectrum -- and use our interpretation to construct scalable, composite density of states based graph kernels which balance local and global information, leading to higher classification accuracies on a host of benchmark datasets.

cs.LG

On the Distribution of Minima in Intrinsic-Metric Rotation Averaging

Rotation Averaging is a non-convex optimization problem that determines orientations of a collection of cameras from their images of a 3D scene. The problem has been studied using a variety of distances and robustifiers. The intrinsic (or geodesic) distance on SO(3) is geometrically meaningful; but while some extrinsic distance-based solvers admit (conditional) guarantees of correctness, no comparable results have been found under the intrinsic metric. In this paper, we study the spatial distribution of local minima. First, we do a novel empirical study to demonstrate sharp transitions in qualitative behavior: as problems become noisier, they transition from a single (easy-to-find) dominant minimum to a cost surface filled with minima. In the second part of this paper we derive a theoretical bound for when this transition occurs. This is an extension of the results of [24], which used local convexity as a proxy to study the difficulty of problem. By recognizing the underlying quotient manifold geometry of the problem we achieve an n-fold improvement over prior work. Incidentally, our analysis also extends the prior $l_2$ work to general $l_p$ costs. Our results suggest using algebraic connectivity as an indicator of problem difficulty.

cs.CV