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Karsten Kahl

Publications and source records attributed to Karsten Kahl.

At least 37 records · Page 2Linked to original sources

MetaDetect: Uncertainty Quantification and Prediction Quality Estimates for Object Detection

In object detection with deep neural networks, the box-wise objectness score tends to be overconfident, sometimes even indicating high confidence in presence of inaccurate predictions. Hence, the reliability of the prediction and therefore reliable uncertainties are of highest interest. In this work, we present a post processing method that for any given neural network provides predictive uncertainty estimates and quality estimates. These estimates are learned by a post processing model that receives as input a hand-crafted set of transparent metrics in form of a structured dataset. Therefrom, we learn two tasks for predicted bounding boxes. We discriminate between true positives ($\mathit{IoU}\geq0.5$) and false positives ($\mathit{IoU} < 0.5$) which we term meta classification, and we predict $\mathit{IoU}$ values directly which we term meta regression. The probabilities of the meta classification model aim at learning the probabilities of success and failure and therefore provide a modelled predictive uncertainty estimate. On the other hand, meta regression gives rise to a quality estimate. In numerical experiments, we use the publicly available YOLOv3 network and the Faster-RCNN network and evaluate meta classification and regression performance on the Kitti, Pascal VOC and COCO datasets. We demonstrate that our metrics are indeed well correlated with the $\mathit{IoU}$. For meta classification we obtain classification accuracies of up to 98.92% and AUROCs of up to 99.93%. For meta regression we obtain an $R^2$ value of up to 91.78%. These results yield significant improvements compared to other network's objectness score and other baseline approaches. Therefore, we obtain more reliable uncertainty and quality estimates which is particularly interesting in the absence of ground truth.

cs.CV↗

Coarsening in Algebraic Multigrid using Gaussian Processes

Multigrid methods have proven to be an invaluable tool to efficiently solve large sparse linear systems arising in the discretization of partial differential equations (PDEs). Algebraic multigrid methods and in particular adaptive algebraic multigrid approaches have shown that multigrid efficiency can be obtained without having to resort to properties of the PDE. Yet the required setup of these methods poses a not negligible overhead cost. Methods from machine learning have attracted attention to streamline processes based on statistical models being trained on the available data. Interpreting algebraically smooth error as an instance of a Gaussian process, we develop a new, data driven approach to construct adaptive algebraic multigrid methods. Based on Gaussian a priori distributions, Kriging interpolation minimizes the mean squared error of the a posteriori distribution, given the data on the coarse grid. Going one step further, we exploit the quantification of uncertainty in the Gaussian process model in order to construct efficient variable splittings. Using a semivariogram fit of a suitable covariance model we demonstrate that our approach yields efficient methods using a single algebraically smooth vector.

math.NA↗

A multigrid accelerated eigensolver for the Hermitian Wilson-Dirac operator in lattice QCD

Eigenvalues of the Hermitian Wilson-Dirac operator are of special interest in several lattice QCD simulations, e.g., for noise reduction when evaluating all-to-all propagators. In this paper we present a Davidson-type eigensolver that utilizes the structural properties of the Hermitian Wilson-Dirac operator $Q$ to compute eigenpairs of this operator corresponding to small eigenvalues. The main idea is to exploit a synergy between the (outer) eigensolver and its (inner) iterative scheme which solves shifted linear systems. This is achieved by adapting the multigrid DD-$α$AMG algorithm to a solver for shifted systems involving the Hermitian Wilson-Dirac operator. We demonstrate that updating the coarse grid operator using eigenvector information obtained in the course of the generalized Davidson method is crucial to achieve good performance when calculating many eigenpairs, as our study of the local coherence shows. We compare our method with the commonly used software-packages PARPACK and PRIMME in numerical tests, where we are able to achieve significant improvements, with speed-ups of up to one order of magnitude and a near-linear scaling with respect to the number of eigenvalues. For illustration we compare the distribution of the small eigenvalues of $Q$ on a $64\times 32^3$ lattice with what is predicted by the Banks-Casher relation in the infinite volume limit.

hep-lat↗

On the equivalence of the Hermitian eigenvalue problem and hypergraph edge elimination

It is customary to identify sparse matrices with the corresponding adjacency or incidence graph. For the solution of linear systems of equations using Gaussian elimination, the representation by its adjacency graph allows a symbolic computation that can be used to predict memory footprints and enables the determination of near-optimal elimination orderings based on heuristics. The Hermitian eigenvalue problem on the other hand seems to evade such treatment at first glance due to its inherent iterative nature. In this paper we prove this assertion wrong by showing the equivalence of the Hermitian eigenvalue problem with a symbolic edge elimination procedure. A symbolic calculation based on the incidence graph of the matrix can be used in analogy to the symbolic phase of Gaussian elimination to develop heuristics which reduce memory footprint and computations. Yet, we also show that the question of an optimal elimination strategy remains NP-hard, in analogy to the linear systems case.

math.NA↗

Krylov type methods exploiting the quadratic numerical range

The quadratic numerical range $W^2(A)$ is a subset of the standard numerical range of a linear operator which still contains its spectrum. It arises naturally in operators which have a $2 \times 2$ block structure, and it consists of at most two connected components, none of which necessarily convex. The quadratic numerical range can thus reveal spectral gaps, and it can in particular indicate that the spectrum of an operator is bounded away from $0$. We exploit this property in the finite-dimensional setting to derive Krylov subspace type methods to solve the system $Ax = b$, in which the iterates arise as solutions of low-dimensional models of the operator whose quadratic numerical ranges is contained in $W^2(A)$. This implies that the iterates are always well-defined and that, as opposed to standard FOM, large variations in the approximation quality of consecutive iterates are avoided, although $0$ lies within the convex hull of the spectrum. We also consider GMRES variants which are obtained in a similar spirit. We derive theoretical results on basic properties of these methods, review methods on how to compute the required bases in a stable manner and present results of several numerical experiments illustrating improvements over standard FOM and GMRES.

math.NA↗

Automated Local Fourier Analysis (aLFA)

Local Fourier analysis is a commonly used tool to assess the quality and aid in the construction of geometric multigrid methods for translationally invariant operators. In this paper we automate the process of local Fourier analysis and present a framework that can be applied to arbitrary, including non-orthogonal, repetitive structures. To this end we introduce the notion of crystal structures and a suitable definition of corresponding wave functions, which allow for a natural representation of almost all translationally invariant operators that are encountered in applications, e.g., discretizations of systems of PDEs, tight-binding Hamiltonians of crystalline structures, colored domain decomposition approaches and last but not least two- or multigrid hierarchies. Based on this definition we are able to automate the process of local Fourier analysis both with respect to spatial manipulations of operators as well as the Fourier analysis back-end. This automation most notably simplifies the user input by removing the necessity for compatible representations of the involved operators. Each individual operator and its corresponding structure can be provided in any representation chosen by the user.

math.NA↗

Schur complement solver for Quantum Monte-Carlo simulations of strongly interacting fermions

We present a non-iterative solver based on the Schur complement method for sparse linear systems of special form which appear in Quantum Monte-Carlo (QMC) simulations of strongly interacting fermions on the lattice. While the number of floating-point operations for this solver scales as the cube of the number of lattice sites, for practically relevant lattice sizes it is still significantly faster than iterative solvers such as the Conjugate Gradient method in the regime of strong inter-fermion interactions, for example, in the vicinity of quantum phase transitions. The speed-up is even more dramatic for the solution of multiple linear systems with different right-hand sides. We present benchmark results for QMC simulations of the tight-binding models on the hexagonal graphene lattice with on-site (Hubbard) and non-local (Coulomb) interactions, and demonstrate the potential for further speed-up using GPU.

cond-mat.str-el↗

Deep Bayesian Active Semi-Supervised Learning

In many applications the process of generating label information is expensive and time consuming. We present a new method that combines active and semi-supervised deep learning to achieve high generalization performance from a deep convolutional neural network with as few known labels as possible. In a setting where a small amount of labeled data as well as a large amount of unlabeled data is available, our method first learns the labeled data set. This initialization is followed by an expectation maximization algorithm, where further training reduces classification entropy on the unlabeled data by targeting a low entropy fit which is consistent with the labeled data. In addition the algorithm asks at a specified frequency an oracle for labels of data with entropy above a certain entropy quantile. Using this active learning component we obtain an agile labeling process that achieves high accuracy, but requires only a small amount of known labels. For the MNIST dataset we report an error rate of 2.06% using only 300 labels and 1.06% for 1000 labels. These results are obtained without employing any special network architecture or data augmentation.

cs.LG↗

Least Angle Regression Coarsening in Bootstrap Algebraic Multigrid

The bootstrap algebraic multigrid framework allows for the adaptive construction of algebraic multigrid methods in situations where geometric multigrid methods are not known or not available at all. While there has been some work on adaptive coarsening in this framework in terms of algebraic distances, coarsening is the part of the adaptive bootstrap setup that is least developed. In this paper we try to close this gap by introducing an adaptive coarsening scheme that views interpolation as a local regression problem. In fact the bootstrap algebraic multigrid setup can be understood as a machine learning ansatz that learns the nature of smooth error by local regression. In order to turn this idea into a practical method we modify least squares interpolation to both avoid overfitting of the data and to recover a sparse response that can be used to extract information about the coupling strength amongst variables like in classical algebraic multigrid. In order to improve the so-found coarse grid we propose a post-processing to ensure stability of the resulting least squares interpolation operator. We conclude with numerical experiments that show the viability of the chosen approach.

math.NA↗

Optimal interpolation and Compatible Relaxation in Classical Algebraic Multigrid

In this paper, we consider a classical form of optimal algebraic multigrid (AMG) interpolation that directly minimizes the two-grid convergence rate and compare it with the so-called ideal form that minimizes a certain weak approximation property of the coarse space. We study compatible relaxation type estimates for the quality of the coarse grid and derive a new sharp measure using optimal interpolation that provides a guaranteed lower bound on the convergence rate of the resulting two-grid method for a given grid. In addition, we design a generalized bootstrap algebraic multigrid setup algorithm that computes a sparse approximation to the optimal interpolation matrix. We demonstrate numerically that the BAMG method with sparse interpolation matrix (and spanning multiple levels) outperforms the two-grid method with the standard ideal interpolation (a dense matrix) for various scalar diffusion problems with highly varying diffusion coefficient.

math.NA↗

Adaptive Aggregation-based Domain Decomposition Multigrid for Twisted Mass Fermions

The Adaptive Aggregation-based Domain Decomposition Multigrid method (arXiv:1303.1377) is extended for two degenerate flavors of twisted mass fermions. By fine-tuning the parameters we achieve a speed-up of the order of hundred times compared to the conjugate gradient algorithm for the physical value of the pion mass. A thorough analysis of the aggregation parameters is presented, which provides a novel insight into multigrid methods for lattice QCD independently of the fermion discretization.

hep-lat↗

DDalphaAMG for Twisted Mass Fermions

We present the Adaptive Aggregation-based Domain Decomposition Multigrid method extended to the twisted mass fermion discretization action. We show comparisons of results as a function of tuning the parameters that enter the twisted mass version of the DDalphaAMG library (https://github.com/sbacchio/DDalphaAMG). Moreover, we linked the DDalphaAMG library to the tmLQCD software package and give details on the performance of the multigrid solver during HMC simulations at the physical point.

hep-lat↗

Multigrid methods combined with low-rank approximation for tensor structured Markov chains

Markov chains that describe interacting subsystems suffer, on the one hand, from state space explosion but lead, on the other hand, to highly structured matrices. In this work, we propose a novel tensor-based algorithm to address such tensor structured Markov chains. Our algorithm combines a tensorized multigrid method with AMEn, an optimization-based low-rank tensor solver, for addressing coarse grid problems. Numerical experiments demonstrate that this combination overcomes the limitations incurred when using each of the two methods individually. As a consequence, Markov chain models of unprecedented size from a variety of applications can be addressed.

math.NA↗

(Approximate) Low-Mode Averaging with a new Multigrid Eigensolver

We present a multigrid based eigensolver for computing low-modes of the Hermitian Wilson Dirac operator. For the non-Hermitian case multigrid methods have already replaced conventional Krylov subspace solvers in many lattice QCD computations. Since the $γ_5$-preserving aggregation based interpolation used in our multigrid method is valid for both, the Hermitian and the non-Hermitian case, inversions of very ill-conditioned shifted systems with the Hermitian operator become feasible. This enables the use of multigrid within shift-and-invert type eigensolvers. We show numerical results from our MPI-C implementation of a Rayleigh quotient iteration with multigrid. For state-of-the-art lattice sizes and moderate numbers of desired low-modes we achieve speed-ups of an order of magnitude and more over PARPACK. We show results and develop strategies how to make use of our eigensolver for calculating disconnected contributions to hadronic quantities that are noisy and still computationally challenging. Here, we explore the possible benefits, using our eigensolver for low-mode averaging and related methods with high and low accuracy eigenvectors. We develop a low-mode averaging type method using only a few of the smallest eigenvectors with low accuracy. This allows us to avoid expensive exact eigensolves, still benefitting from reduced statistical errors.

hep-lat↗

Multigrid methods for tensor structured Markov chains with low rank approximation

Tensor structured Markov chains are part of stochastic models of many practical applications, e.g., in the description of complex production or telephone networks. The most interesting question in Markov chain models is the determination of the stationary distribution as a description of the long term behavior of the system. This involves the computation of the eigenvector corresponding to the dominant eigenvalue or equivalently the solution of a singular linear system of equations. Due to the tensor structure of the models the dimension of the operators grows rapidly and a direct solution without exploiting the tensor structure becomes infeasible. Algebraic multigrid methods have proven to be efficient when dealing with Markov chains without using tensor structure. In this work we present an approach to adapt the algebraic multigrid framework to the tensor frame, not only using the tensor structure in matrix-vector multiplications, but also tensor structured coarse-grid operators and tensor representations of the solution vector.

math.NA↗

Multigrid Preconditioning for the Overlap Operator in Lattice QCD

The overlap operator is a lattice discretization of the Dirac operator of quantum chromodynamics, the fundamental physical theory of the strong interaction between the quarks. As opposed to other discretizations it preserves the important physical property of chiral symmetry, at the expense of requiring much more effort when solving systems with this operator. We present a preconditioning technique based on another lattice discretization, the Wilson-Dirac operator. The mathematical analysis precisely describes the effect of this preconditioning in the case that the Wilson-Dirac operator is normal. Although this is not exactly the case in realistic settings, we show that current smearing techniques indeed drive the Wilson-Dirac operator towards normality, thus providing a motivation why our preconditioner works well in computational practice. Results of numerical experiments in physically relevant settings show that our preconditioning yields accelerations of up to one order of magnitude.

hep-lat↗

Bootstrap Algebraic Multigrid: status report, open problems, and outlook

This paper provides an overview of the main ideas driving the bootstrap algebraic multigrid methodology, including compatible relaxation and algebraic distances for defining effective coarsening strategies, the least squares method for computing accurate prolongation operators and the bootstrap cycles for computing the test vectors that are used in the least squares process. We review some recent research in the development, analysis and application of bootstrap algebraic multigrid and point to open problems in these areas. Results from our previous research as well as some new results for some model diffusion problems with highly oscillatory diffusion coefficient are presented to illustrate the basic components of the BAMG algorithm.

math.NA↗

Adaptive Aggregation Based Domain Decomposition Multigrid for the Lattice Wilson Dirac Operator

In lattice QCD computations a substantial amount of work is spent in solving discretized versions of the Dirac equation. Conventional Krylov solvers show critical slowing down for large system sizes and physically interesting parameter regions. We present a domain decomposition adaptive algebraic multigrid method used as a precondtioner to solve the "clover improved" Wilson discretization of the Dirac equation. This approach combines and improves two approaches, namely domain decomposition and adaptive algebraic multigrid, that have been used seperately in lattice QCD before. We show in extensive numerical test conducted with a parallel production code implementation that considerable speed-up over conventional Krylov subspace methods, domain decomposition methods and other hierarchical approaches for realistic system sizes can be achieved.

hep-lat↗