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Jack Xin

Publications and source records attributed to Jack Xin.

At least 73 records · Page 4Linked to original sources

Recurrence of Optimum for Training Weight and Activation Quantized Networks

Deep neural networks (DNNs) are quantized for efficient inference on resource-constrained platforms. However, training deep learning models with low-precision weights and activations involves a demanding optimization task, which calls for minimizing a stage-wise loss function subject to a discrete set-constraint. While numerous training methods have been proposed, existing studies for full quantization of DNNs are mostly empirical. From a theoretical point of view, we study practical techniques for overcoming the combinatorial nature of network quantization. Specifically, we investigate a simple yet powerful projected gradient-like algorithm for quantizing two-linear-layer networks, which proceeds by repeatedly moving one step at float weights in the negation of a heuristic \emph{fake} gradient of the loss function (so-called coarse gradient) evaluated at quantized weights. For the first time, we prove that under mild conditions, the sequence of quantized weights recurrently visits the global optimum of the discrete minimization problem for training fully quantized network. We also show numerical evidence of the recurrence phenomenon of weight evolution in training quantized deep networks.

cs.LG↗

A convergent interacting particle method and computation of KPP front speeds in chaotic flows

In this paper, we study the propagation speeds of reaction-diffusion-advection (RDA) fronts in time-periodic cellular and chaotic flows with Kolmogorov-Petrovsky-Piskunov (KPP) nonlinearity. We first apply the variational principle to reduce the computation of KPP front speeds to a principal eigenvalue problem of a linear advection-diffusion operator with space-time periodic coefficients on a periodic domain. To this end, we develop efficient Lagrangian particle methods to compute the principal eigenvalue through the Feynman-Kac formula. By estimating the convergence rate of Feynman-Kac semigroups and the operator splitting methods for approximating the linear advection-diffusion solution operators, we obtain convergence analysis for the proposed numerical methods. Finally, we present numerical results to demonstrate the accuracy and efficiency of the proposed method in computing KPP front speeds in time-periodic cellular and chaotic flows, especially the time-dependent Arnold-Beltrami-Childress (ABC) flow and time-dependent Kolmogorov flow in three-dimensional space.

math.NA↗

Structure Assisted NMF Methods for Separation of Degenerate Mixture Data with Application to NMR Spectroscopy

In this paper, we develop structure assisted nonnegative matrix factorization (NMF) methods for blind source separation of degenerate data. The motivation originates from nuclear magnetic resonance (NMR) spectroscopy, where a multiple mixture NMR spectra are recorded to identify chemical compounds with similar structures. Consider the linear mixing model (LMM), we aim to identify the chemical compounds involved when the mixing process is known to be nearly singular. We first consider a class of data with dominant interval(s) (DI) where each of source signals has dominant peaks over others. Besides, a nearly singular mixing process produces degenerate mixtures. The DI condition implies clustering structures in the data points. Hence, the estimation of the mixing matrix could be achieved by data clustering. Due to the presence of the noise and the degeneracy of the data, a small deviation in the estimation may introduce errors in the output. To resolve this problem and improve robustness of the separation, methods are developed in two aspects. One is to find better estimation of the mixing matrix by allowing a constrained perturbation to the clustering output, and it can be achieved by a quadratic programming. The other is to seek sparse source signals by exploiting the DI condition, and it solves an $\ell_1$ optimization. If no source information is available, we propose to adopt the nonnegative matrix factorization approach by incorporating the matrix structure (parallel columns of the mixing matrix) into the cost function and develop multiplicative iteration rules for the numerical solutions. We present experimental results of NMR data to show the performance and reliability of the method in the applications arising in NMR spectroscopy.

math.NA↗

Sharp error estimates on a stochastic structure-preserving scheme in computing effective diffusivity of 3D chaotic flows

In this paper, we study the problem of computing the effective diffusivity for particles moving in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian formulation (arising from homogenization theory for parabolic equations), we compute the motion of particles in the Lagrangian formulation, which is modeled by stochastic differential equations (SDEs). A robust numerical integrator based on a splitting method was proposed to solve the SDEs and a rigorous error analysis for the numerical integrator was provided using the backward error analysis (BEA) technique [35]. However, the upper bound in the error estimate is not sharp. To improve our result, we propose a new and uniform in time error analysis for the numerical integrator that allows us to get rid of the exponential growth factor in our previous error estimate. Our new error analysis is based on a probabilistic approach, which interprets the solution process generated by our numerical integrator as a Markov process. By exploring the ergodicity of the solution process, we prove the convergence analysis of our method in computing effective diffusivity over infinite time. We present numerical results to verify the accuracy and efficiency of the proposed method in computing effective diffusivity for several chaotic flows, especially the Arnold-Beltrami-Childress (ABC) flow and Kolmogorov flow in three-dimensional space.

math.NA↗

Global Convergence and Geometric Characterization of Slow to Fast Weight Evolution in Neural Network Training for Classifying Linearly Non-Separable Data

In this paper, we study the dynamics of gradient descent in learning neural networks for classification problems. Unlike in existing works, we consider the linearly non-separable case where the training data of different classes lie in orthogonal subspaces. We show that when the network has sufficient (but not exceedingly large) number of neurons, (1) the corresponding minimization problem has a desirable landscape where all critical points are global minima with perfect classification; (2) gradient descent is guaranteed to converge to the global minima. Moreover, we discovered a geometric condition on the network weights so that when it is satisfied, the weight evolution transitions from a slow phase of weight direction spreading to a fast phase of weight convergence. The geometric condition says that the convex hull of the weights projected on the unit sphere contains the origin.

cs.LG↗

Error estimates for a POD method for solving viscous G-equations in incompressible cellular flows

The G-equation is a well-known model for studying front propagation in turbulent combustion. In this paper, we develop an efficient model reduction method for computing \textcolor{black}{regular solutions} of viscous G-equations in incompressible steady and time-periodic cellular flows. Our method is based on the Galerkin proper orthogonal decomposition (POD) method. To facilitate the algorithm design and convergence analysis, we decompose the solution of the viscous G-equation into a mean-free part and a mean part, where their evolution equations can be derived accordingly. We construct the POD basis from the solution snapshots of the mean-free part. With the POD basis, we can efficiently solve the evolution equation for the mean-free part of the solution to the viscous G-equation. After we get the mean-free part of the solution, the mean of the solution can be recovered. We also provide rigorous convergence analysis for our method. Numerical results for \textcolor{black}{viscous G-equations and curvature G-equations} are presented to demonstrate the accuracy and efficiency of the proposed method. In addition, we study the turbulent flame speeds of the viscous G-equations in incompressible cellular flows.

math.NA↗

A Spatial-Temporal Graph Based Hybrid Infectious Disease Model with Application to COVID-19

As the COVID-19 pandemic evolves, reliable prediction plays an important role for policy making. The classical infectious disease model SEIR (susceptible-exposed-infectious-recovered) is a compact yet simplistic temporal model. The data-driven machine learning models such as RNN (recurrent neural networks) can suffer in case of limited time series data such as COVID-19. In this paper, we combine SEIR and RNN on a graph structure to develop a hybrid spatio-temporal model to achieve both accuracy and efficiency in training and forecasting. We introduce two features on the graph structure: node feature (local temporal infection trend) and edge feature (geographic neighbor effect). For node feature, we derive a discrete recursion (called I-equation) from SEIR so that gradient descend method applies readily to its optimization. For edge feature, we design an RNN model to capture the neighboring effect and regularize the landscape of loss function so that local minima are effective and robust for prediction. The resulting hybrid model (called IeRNN) improves the prediction accuracy on state-level COVID-19 new case data from the US, out-performing standard temporal models (RNN, SEIR, and ARIMA) in 1-day and 7-day ahead forecasting. Our model accommodates various degrees of reopening and provides potential outcomes for policymakers.

cs.LG↗

A Recurrent Neural Network and Differential Equation Based Spatiotemporal Infectious Disease Model with Application to COVID-19

The outbreaks of Coronavirus Disease 2019 (COVID-19) have impacted the world significantly. Modeling the trend of infection and real-time forecasting of cases can help decision making and control of the disease spread. However, data-driven methods such as recurrent neural networks (RNN) can perform poorly due to limited daily samples in time. In this work, we develop an integrated spatiotemporal model based on the epidemic differential equations (SIR) and RNN. The former after simplification and discretization is a compact model of temporal infection trend of a region while the latter models the effect of nearest neighboring regions. The latter captures latent spatial information. %that is not publicly reported. We trained and tested our model on COVID-19 data in Italy, and show that it out-performs existing temporal models (fully connected NN, SIR, ARIMA) in 1-day, 3-day, and 1-week ahead forecasting especially in the regime of limited training data.

q-bio.PE↗

Lorentzian Peak Sharpening and Sparse Blind Source Separation for NMR Spectroscopy

In this paper, we introduce a preprocessing technique for blind source separation (BSS) of nonnegative and overlapped data. For Nuclear Magnetic Resonance spectroscopy (NMR), the classical method of Naanaa and Nuzillard (NN) requires the condition that source signals to be non-overlapping at certain locations while they are allowed to overlap with each other elsewhere. NN's method works well with data signals that possess stand alone peaks (SAP). The SAP does not hold completely for realistic NMR spectra however. Violation of SAP often introduces errors or artifacts in the NN's separation results. To address this issue, a preprocessing technique is developed here based on Lorentzian peak shapes and weighted peak sharpening. The idea is to superimpose the original peak signal with its weighted negative second order derivative. The resulting sharpened (narrower and taller) peaks enable NN's method to work with a more relaxed SAP condition, the so called dominant peaks condition (DPS), and deliver improved results. To achieve an optimal sharpening while preserving the data nonnegativity, we prove the existence of an upper bound of the weight parameter and propose a selection criterion. Numerical experiments on NMR spectroscopy data show satisfactory performance of our proposed method.

eess.SP↗

Convergence of stochastic structure-preserving schemes for computing effective diffusivity in random flows

In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by stochastic differential equations (SDEs). We also discuss the definition of the corrector problem and effective diffusivity. Then we propose stochastic structure-preserving schemes to solve the SDEs and provide a sharp convergence analysis for the numerical schemes in computing effective diffusivity. The convergence analysis follows a probabilistic approach, which interprets the solution process generated by our numerical schemes as a Markov process. By using the central limit theorem for the solution process, we obtain the convergence analysis of our method in computing long time solutions. Most importantly our convergence analysis reveals the connection of discrete-type and continuous-type corrector problems, which is fundamental and interesting. We present numerical results to demonstrate the accuracy and efficiency of the proposed method and investigate the convection-enhanced diffusion phenomenon in two- and three-dimensional incompressible random flows.

math.NA↗

Two-Grid based Adaptive Proper Orthogonal Decomposition Algorithm for Time Dependent Partial Differential Equations

In this article, we propose a two-grid based adaptive proper orthogonal decomposition (POD) method to solve the time dependent partial differential equations. Based on the error obtained in the coarse grid, we propose an error indicator for the numerical solution obtained in the fine grid. Our new algorithm is cheap and easy to be implement. We apply our new method to the solution of time-dependent advection-diffusion equations with the Kolmogorov flow and the ABC flow. The numerical results show that our method is more efficient than the existing POD methods.

math.NA↗

Enhanced Diffusivity in Perturbed Senile Reinforced Random Walk Models

We consider diffusivity of random walks with transition probabilities depending on the number of consecutive traversals of the last traversed edge, the so called senile reinforced random walk (SeRW). In one dimension, the walk is known to be sub-diffusive with identity reinforcement function. We perturb the model by introducing a small probability $δ$ of escaping the last traversed edge at each step. The perturbed SeRW model is diffusive for any $δ>0 $, with enhanced diffusivity ($\gg O(δ^2)$) in the small $δ$ regime. We further study stochastically perturbed SeRW models by having the last edge escape probability of the form $δ\, ξ_n$ with $ξ_n$'s being independent random variables. Enhanced diffusivity in such models are logarithmically close to the so called residual diffusivity (positive in the zero $δ$ limit), with diffusivity between $O\left(\frac{1}{|\logδ|}\right)$ and $O\left(\frac{1}{\log|\logδ|}\right)$. Finally, we generalize our results to higher dimensions where the unperturbed model is already diffusive. The enhanced diffusivity can be as much as $O(\log^{-2}δ)$.

math.PR↗

Convergence of a Relaxed Variable Splitting Method for Learning Sparse Neural Networks via $\ell_1, \ell_0$, and transformed-$\ell_1$ Penalties

Sparsification of neural networks is one of the effective complexity reduction methods to improve efficiency and generalizability. We consider the problem of learning a one hidden layer convolutional neural network with ReLU activation function via gradient descent under sparsity promoting penalties. It is known that when the input data is Gaussian distributed, no-overlap networks (without penalties) in regression problems with ground truth can be learned in polynomial time at high probability. We propose a relaxed variable splitting method integrating thresholding and gradient descent to overcome the lack of non-smoothness in the loss function. The sparsity in network weight is realized during the optimization (training) process. We prove that under $\ell_1, \ell_0$; and transformed-$\ell_1$ penalties, no-overlap networks can be learned with high probability, and the iterative weights converge to a global limit which is a transformation of the true weight under a novel thresholding operation. Numerical experiments confirm theoretical findings, and compare the accuracy and sparsity trade-off among the penalties.

math.OC↗

$\ell_0$ Regularized Structured Sparsity Convolutional Neural Networks

Deepening and widening convolutional neural networks (CNNs) significantly increases the number of trainable weight parameters by adding more convolutional layers and feature maps per layer, respectively. By imposing inter- and intra-group sparsity onto the weights of the layers during the training process, a compressed network can be obtained with accuracy comparable to a dense one. In this paper, we propose a new variant of sparse group lasso that blends the $\ell_0$ norm onto the individual weight parameters and the $\ell_{2,1}$ norm onto the output channels of a layer. To address the non-differentiability of the $\ell_0$ norm, we apply variable splitting resulting in an algorithm that consists of executing stochastic gradient descent followed by hard thresholding for each iteration. Numerical experiments are demonstrated on LeNet-5 and wide-residual-networks for MNIST and CIFAR 10/100, respectively. They showcase the effectiveness of our proposed method in attaining superior test accuracy with network sparsification on par with the current state of the art.

cs.CV↗

Computing Residual Diffusivity by Adaptive Basis Learning via Super-Resolution Deep Neural Networks

It is expensive to compute residual diffusivity in chaotic in-compressible flows by solving advection-diffusion equation due to the formation of sharp internal layers in the advection dominated regime. Proper orthogonal decomposition (POD) is a classical method to construct a small number of adaptive orthogonal basis vectors for low cost computation based on snapshots of fully resolved solutions at a particular molecular diffusivity $D_{0}^{*}$. The quality of POD basis deteriorates if it is applied to $D_0\ll D_{0}^{*}$. To improve POD, we adapt a super-resolution generative adversarial deep neural network (SRGAN) to train a nonlinear mapping based on snapshot data at two values of $D_{0}^{*}$. The mapping models the sharpening effect on internal layers as $D_0$ becomes smaller. We show through numerical experiments that after applying such a mapping to snapshots, the prediction accuracy of residual diffusivity improves considerably that of the standard POD.

physics.comp-ph↗

Understanding Straight-Through Estimator in Training Activation Quantized Neural Nets

Training activation quantized neural networks involves minimizing a piecewise constant function whose gradient vanishes almost everywhere, which is undesirable for the standard back-propagation or chain rule. An empirical way around this issue is to use a straight-through estimator (STE) (Bengio et al., 2013) in the backward pass only, so that the "gradient" through the modified chain rule becomes non-trivial. Since this unusual "gradient" is certainly not the gradient of loss function, the following question arises: why searching in its negative direction minimizes the training loss? In this paper, we provide the theoretical justification of the concept of STE by answering this question. We consider the problem of learning a two-linear-layer network with binarized ReLU activation and Gaussian input data. We shall refer to the unusual "gradient" given by the STE-modifed chain rule as coarse gradient. The choice of STE is not unique. We prove that if the STE is properly chosen, the expected coarse gradient correlates positively with the population gradient (not available for the training), and its negation is a descent direction for minimizing the population loss. We further show the associated coarse gradient descent algorithm converges to a critical point of the population loss minimization problem. Moreover, we show that a poor choice of STE leads to instability of the training algorithm near certain local minima, which is verified with CIFAR-10 experiments.

cs.LG↗

Learning Sparse Neural Networks via $\ell_0$ and T$\ell_1$ by a Relaxed Variable Splitting Method with Application to Multi-scale Curve Classification

We study sparsification of convolutional neural networks (CNN) by a relaxed variable splitting method of $\ell_0$ and transformed-$\ell_1$ (T$\ell_1$) penalties, with application to complex curves such as texts written in different fonts, and words written with trembling hands simulating those of Parkinson's disease patients. The CNN contains 3 convolutional layers, each followed by a maximum pooling, and finally a fully connected layer which contains the largest number of network weights. With $\ell_0$ penalty, we achieved over 99 \% test accuracy in distinguishing shaky vs. regular fonts or hand writings with above 86 \% of the weights in the fully connected layer being zero. Comparable sparsity and test accuracy are also reached with a proper choice of T$\ell_1$ penalty.

cs.LG↗

A Study on Graph-Structured Recurrent Neural Networks and Sparsification with Application to Epidemic Forecasting

We study epidemic forecasting on real-world health data by a graph-structured recurrent neural network (GSRNN). We achieve state-of-the-art forecasting accuracy on the benchmark CDC dataset. To improve model efficiency, we sparsify the network weights via transformed-$\ell_1$ penalty and maintain prediction accuracy at the same level with 70% of the network weights being zero.

cs.LG↗