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Hayden Schaeffer

Publications and source records attributed to Hayden Schaeffer.

50 records · Page 3Linked to original sources

Generalization Bounds for Sparse Random Feature Expansions

Random feature methods have been successful in various machine learning tasks, are easy to compute, and come with theoretical accuracy bounds. They serve as an alternative approach to standard neural networks since they can represent similar function spaces without a costly training phase. However, for accuracy, random feature methods require more measurements than trainable parameters, limiting their use for data-scarce applications or problems in scientific machine learning. This paper introduces the sparse random feature expansion to obtain parsimonious random feature models. Specifically, we leverage ideas from compressive sensing to generate random feature expansions with theoretical guarantees even in the data-scarce setting. In particular, we provide generalization bounds for functions in a certain class (that is dense in a reproducing kernel Hilbert space) depending on the number of samples and the distribution of features. The generalization bounds improve with additional structural conditions, such as coordinate sparsity, compact clusters of the spectrum, or rapid spectral decay. In particular, by introducing sparse features, i.e. features with random sparse weights, we provide improved bounds for low order functions. We show that the sparse random feature expansions outperforms shallow networks in several scientific machine learning tasks.

stat.ML↗

Reduced Order Modeling using Shallow ReLU Networks with Grassmann Layers

This paper presents a nonlinear model reduction method for systems of equations using a structured neural network. The neural network takes the form of a "three-layer" network with the first layer constrained to lie on the Grassmann manifold and the first activation function set to identity, while the remaining network is a standard two-layer ReLU neural network. The Grassmann layer determines the reduced basis for the input space, while the remaining layers approximate the nonlinear input-output system. The training alternates between learning the reduced basis and the nonlinear approximation, and is shown to be more effective than fixing the reduced basis and training the network only. An additional benefit of this approach is, for data that lie on low-dimensional subspaces, that the number of parameters in the network does not need to be large. We show that our method can be applied to scientific problems in the data-scarce regime, which is typically not well-suited for neural network approximations. Examples include reduced order modeling for nonlinear dynamical systems and several aerospace engineering problems.

cs.LG↗

NeuPDE: Neural Network Based Ordinary and Partial Differential Equations for Modeling Time-Dependent Data

We propose a neural network based approach for extracting models from dynamic data using ordinary and partial differential equations. In particular, given a time-series or spatio-temporal dataset, we seek to identify an accurate governing system which respects the intrinsic differential structure. The unknown governing model is parameterized by using both (shallow) multilayer perceptrons and nonlinear differential terms, in order to incorporate relevant correlations between spatio-temporal samples. We demonstrate the approach on several examples where the data is sampled from various dynamical systems and give a comparison to recurrent networks and other data-discovery methods. In addition, we show that for MNIST and Fashion MNIST, our approach lowers the parameter cost as compared to other deep neural networks.

cs.LG↗

Extending the step-size restriction for gradient descent to avoid strict saddle points

We provide larger step-size restrictions for which gradient descent based algorithms (almost surely) avoid strict saddle points. In particular, consider a twice differentiable (non-convex) objective function whose gradient has Lipschitz constant L and whose Hessian is well-behaved. We prove that the probability of initial conditions for gradient descent with step-size up to 2/L converging to a strict saddle point, given one uniformly random initialization, is zero. This extends previous results up to the sharp limit imposed by the convex case. In addition, the arguments hold in the case when a learning rate schedule is given, with either a continuous decaying rate or a piece-wise constant schedule.

stat.ML↗

Recovery guarantees for polynomial approximation from dependent data with outliers

Learning non-linear systems from noisy, limited, and/or dependent data is an important task across various scientific fields including statistics, engineering, computer science, mathematics, and many more. In general, this learning task is ill-posed; however, additional information about the data's structure or on the behavior of the unknown function can make the task well-posed. In this work, we study the problem of learning nonlinear functions from corrupted and dependent data. The learning problem is recast as a sparse robust linear regression problem where we incorporate both the unknown coefficients and the corruptions in a basis pursuit framework. The main contribution of our paper is to provide a reconstruction guarantee for the associated $\ell_1$-optimization problem where the sampling matrix is formed from dependent data. Specifically, we prove that the sampling matrix satisfies the null space property and the stable null space property, provided that the data is compact and satisfies a suitable concentration inequality. We show that our recovery results are applicable to various types of dependent data such as exponentially strongly $α$-mixing data, geometrically $\mathcal{C}$-mixing data, and uniformly ergodic Markov chain. Our theoretical results are verified via several numerical simulations.

cs.IT↗

Forward Stability of ResNet and Its Variants

The residual neural network (ResNet) is a popular deep network architecture which has the ability to obtain high-accuracy results on several image processing problems. In order to analyze the behavior and structure of ResNet, recent work has been on establishing connections between ResNets and continuous-time optimal control problems. In this work, we show that the post-activation ResNet is related to an optimal control problem with differential inclusions, and provide continuous-time stability results for the differential inclusion associated with ResNet. Motivated by the stability conditions, we show that alterations of either the architecture or the optimization problem can generate variants of ResNet which improve the theoretical stability bounds. In addition, we establish stability bounds for the full (discrete) network associated with two variants of ResNet, in particular, bounds on the growth of the features and a measure of the sensitivity of the features with respect to perturbations. These results also help to show the relationship between the depth, regularization, and stability of the feature space. Computational experiments on the proposed variants show that the accuracy of ResNet is preserved and that the accuracy seems to be monotone with respect to the depth and various corruptions.

cs.CV↗

Extracting Sparse High-Dimensional Dynamics from Limited Data

Extracting governing equations from dynamic data is an essential task in model selection and parameter estimation. The form of the governing equation is rarely known a priori; however, based on the sparsity-of-effect principle one may assume that the number of candidate functions needed to represent the dynamics is very small. In this work, we leverage the sparse structure of the governing equations along with recent results from random sampling theory to develop methods for selecting dynamical systems from under-sampled data. In particular, we detail three sampling strategies that lead to the exact recovery of first-order dynamical systems when we are given fewer samples than unknowns. The first method makes no assumptions on the behavior of the data, and requires a certain number of random initial samples. The second method utilizes the structure of the governing equation to limit the number of random initializations needed. The third method leverages chaotic behavior in the data to construct a nearly deterministic sampling strategy. Using results from compressive sensing, we show that the strategies lead to exact recovery, which is stable to the sparse structure of the governing equations and robust to noise in the estimation of the velocity. Computational results validate each of the sampling strategies and highlight potential applications.

math.OC↗

Stability and Error Estimates of BV Solutions to the Abel Inverse Problem

Reconstructing images from ill-posed inverse problems often utilizes total variation regularization in order to recover discontinuities in the data while also removing noise and other artifacts. Total variation regularization has been successful in recovering images for (noisy) Abel transformed data, where object boundaries and data support will lead to sharp edges in the reconstructed image. In this work, we analyze the behavior of BV solutions to the Abel inverse problem, deriving a priori estimates on the recovery. In particular, we provide L2-stability bounds on BV solutions to the Abel inverse problem. These bounds yield error estimates on images reconstructed from a proposed total variation regularized minimization problem.

math.AP↗

On the Convergence of the SINDy Algorithm

One way to understand time-series data is to identify the underlying dynamical system which generates it. This task can be done by selecting an appropriate model and a set of parameters which best fits the dynamics while providing the simplest representation (i.e. the smallest amount of terms). One such approach is the sparse identification of nonlinear dynamics framework [6] which uses a sparsity-promoting algorithm that iterates between a partial least-squares fit and a thresholding (sparsity-promoting) step. In this work, we provide some theoretical results on the behavior and convergence of the algorithm proposed in [6]. In particular, we prove that the algorithm approximates local minimizers of an unconstrained $\ell^0$-penalized least-squares problem. From this, we provide sufficient conditions for general convergence, rate of convergence, and conditions for one-step recovery. Examples illustrate that the rates of convergence are sharp. In addition, our results extend to other algorithms related to the algorithm in [6], and provide theoretical verification to several observed phenomena.

math.OC↗

Extracting structured dynamical systems using sparse optimization with very few samples

Learning governing equations allows for deeper understanding of the structure and dynamics of data. We present a random sampling method for learning structured dynamical systems from under-sampled and possibly noisy state-space measurements. The learning problem takes the form of a sparse least-squares fitting over a large set of candidate functions. Based on a Bernstein-like inequality for partly dependent random variables, we provide theoretical guarantees on the recovery rate of the sparse coefficients and the identification of the candidate functions for the corresponding problem. Computational results are demonstrated on datasets generated by the Lorenz 96 equation, the viscous Burgers' equation, and the two-component reaction-diffusion equations (which is challenging due to parameter sensitives in the model). This formulation has several advantages including ease of use, theoretical guarantees of success, and computational efficiency with respect to ambient dimension and number of candidate functions.

cs.IT↗

Learning Dynamical Systems and Bifurcation via Group Sparsity

Learning governing equations from a family of data sets which share the same physical laws but differ in bifurcation parameters is challenging. This is due, in part, to the wide range of phenomena that could be represented in the data sets as well as the range of parameter values. On the other hand, it is common to assume only a small number of candidate functions contribute to the observed dynamics. Based on these observations, we propose a group-sparse penalized method for model selection and parameter estimation for such data. We also provide convergence guarantees for our proposed numerical scheme. Various numerical experiments including the 1D logistic equation, the 3D Lorenz sampled from different bifurcation regions, and a switching system provide numerical validation for our method and suggest potential applications to applied dynamical systems.

math.NA↗

PDEs with Compressed Solutions

Sparsity plays a central role in recent developments in signal processing, linear algebra, statistics, optimization, and other fields. In these developments, sparsity is promoted through the addition of an $L^1$ norm (or related quantity) as a constraint or penalty in a variational principle. We apply this approach to partial differential equations that come from a variational quantity, either by minimization (to obtain an elliptic PDE) or by gradient flow (to obtain a parabolic PDE). Also, we show that some PDEs can be rewritten in an $L^1$ form, such as the divisible sandpile problem and signum-Gordon. Addition of an $L^1$ term in the variational principle leads to a modified PDE where a subgradient term appears. It is known that modified PDEs of this form will often have solutions with compact support, which corresponds to the discrete solution being sparse. We show that this is advantageous numerically through the use of efficient algorithms for solving $L^1$ based problems.

math.AP↗

An L1 Penalty Method for General Obstacle Problems

We construct an efficient numerical scheme for solving obstacle problems in divergence form. The numerical method is based on a reformulation of the obstacle in terms of an L1-like penalty on the variational problem. The reformulation is an exact regularizer in the sense that for large (but finite) penalty parameter, we recover the exact solution. Our formulation is applied to classical elliptic obstacle problems as well as some related free boundary problems, for example the two-phase membrane problem and the Hele-Shaw model. One advantage of the proposed method is that the free boundary inherent in the obstacle problem arises naturally in our energy minimization without any need for problem specific or complicated discretization. In addition, our scheme also works for nonlinear variational inequalities arising from convex minimization problems.

math.NA↗

Sparse Dynamics for Partial Differential Equations

We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high frequency source terms.

math.NA↗