arXiv subjects

Martin Stoll

Publications and source records attributed to Martin Stoll.

At least 55 records · Page 3Linked to original sources

arXiv2022

Preconditioning for a Phase-Field Model with Application to Morphology Evolution in Organic Semiconductors

The Cahn--Hilliard equations are a versatile model for describing the evolution of complex morphologies. In this paper we present a computational pipeline for the numerical solution of a ternary phase-field model for describing the nanomorphology of donor--acceptor semiconductor blends used in organic photovoltaic devices. The model consists of two coupled fourth-order partial differential equations that are discretized using a finite element approach. In order to solve the resulting large-scale linear systems efficiently, we propose a preconditioning strategy that is based on efficient approximations of the Schur-complement of a saddle point system. We show that this approach performs robustly with respect to variations in the discretization parameters. Finally, we outline that the computed morphologies can be used for the computation of charge generation, recombination, and transport in organic solar cells.

math.NA↗

arXiv2022

Learning in High-Dimensional Feature Spaces Using ANOVA-Based Fast Matrix-Vector Multiplication

Kernel matrices are crucial in many learning tasks such as support vector machines or kernel ridge regression. The kernel matrix is typically dense and large-scale. Depending on the dimension of the feature space even the computation of all of its entries in reasonable time becomes a challenging task. For such dense matrices the cost of a matrix-vector product scales quadratically with the dimensionality N , if no customized methods are applied. We propose the use of an ANOVA kernel, where we construct several kernels based on lower-dimensional feature spaces for which we provide fast algorithms realizing the matrix-vector products. We employ the non-equispaced fast Fourier transform (NFFT), which is of linear complexity for fixed accuracy. Based on a feature grouping approach, we then show how the fast matrix-vector products can be embedded into a learning method choosing kernel ridge regression and the conjugate gradient solver. We illustrate the performance of our approach on several data sets.

cs.LG↗

arXiv2022

A comparison of PINN approaches for drift-diffusion equations on metric graphs

In this paper we focus on comparing machine learning approaches for quantum graphs, which are metric graphs, i.e., graphs with dedicated edge lengths, and an associated differential operator. In our case the differential equation is a drift-diffusion model. Computational methods for quantum graphs require a careful discretization of the differential operator that also incorporates the node conditions, in our case Kirchhoff-Neumann conditions. Traditional numerical schemes are rather mature but have to be tailored manually when the differential equation becomes the constraint in an optimization problem. Recently, physics informed neural networks (PINNs) have emerged as a versatile tool for the solution of partial differential equations from a range of applications. They offer flexibility to solve parameter identification or optimization problems by only slightly changing the problem formulation used for the forward simulation. We compare several PINN approaches for solving the drift-diffusion on the metric graph.

stat.ML↗

arXiv2022

Fast computation of matrix function-based centrality measures for layer-coupled multiplex networks

Centrality measures identify and rank the most influential entities of complex networks. In this paper, we generalize matrix function-based centrality measures, which have been studied extensively for single-layer and temporal networks in recent years to layer-coupled multiplex networks. The layers of these networks can reflect different relationships and interactions between entities or changing interactions over time. We use the supra-adjacency matrix as network representation, which has already been used to generalize eigenvector centrality to temporal and multiplex networks. With a suitable choice of edge weights, the definition of single-layer matrix function-based centrality measures in terms of walks on networks carries over naturally to the multilayer case. In contrast to other walk-based centralities, matrix function-based centralities are parameterized measures, which have been shown to interpolate between (local) degree and (global) eigenvector centrality in the single-layer case. As the explicit evaluation of the involved matrix function expressions becomes infeasible for medium to large-scale networks, we present highly efficient approximation techniques from numerical linear algebra, which rely on Krylov subspace methods, Gauss quadrature, and stochastic trace estimation. We present extensive numerical studies on synthetic and real-world multiplex transportation, communication, and collaboration networks. The comparison with established multilayer centrality measures shows that our framework produces meaningful rankings of nodes, layers, and node-layer pairs. Furthermore, our experiments corroborate the theoretically indicated linear computational complexity of the employed numerical methods for sparse supra-adjacency matrices, which allows the efficient treatment of large-scale networks with the number of node-layer pairs of order $10^7$ or higher.

physics.soc-ph↗

arXiv2021

Orientations and matrix function-based centralities in multiplex network analysis of urban public transport

We study urban public transport systems by means of multiplex networks in which stops are represented as nodes and each line is represented by a layer. We determine and visualize public transport network orientations and compare them with street network orientations of the $36$ largest German as well as $18$ selected major European cities. We find that German urban public transport networks are mainly oriented in a direction close to the cardinal east-west axis, which usually coincides with one of two orthogonal preferential directions of the corresponding street network. While this behavior is present in only a subset of the considered European cities it remains true that none but one considered public transport network has a distinct north-south-like preferential orientation. Furthermore, we study the applicability of the class of matrix function-based centrality measures, which has recently been generalized from single-layer networks to layer-coupled multiplex networks, to our more general urban multiplex framework. Numerical experiments based on highly efficient and scalable methods from numerical linear algebra show promising results, which are in line with previous studies. The centrality measures allow detailed insights into geometrical properties of urban systems such as the spatial distribution of major transport axes, which can not be inferred from orientation plots. We comment on advantages over existing methodology, elaborate on the comparison of different measures and weight models, and present detailed hyper-parameter studies. All results are illustrated by demonstrative graphical representations.

physics.soc-ph↗

arXiv2021

An Improved Penalty Algorithm using Model Order Reduction for MIPDECO problems with partial observations

This work addresses optimal control problems governed by a linear time-dependent partial differential equation (PDE) as well as integer constraints on the control. Moreover, partial observations are assumed in the objective function. The resulting problem poses several numerical challenges due to the mixture of combinatorial aspects, induced by integer variables, and large scale linear algebra issues, arising from the PDE discretization. Since classical solution approaches such as the branch-and-bound framework are typically overwhelmed by such large-scale problems, this work extends an improved penalty algorithm proposed by the authors, to the time-dependent setting. The main contribution is a novel combination of an interior point method, preconditioning, and model order reduction yielding a tailored local optimization solver at the heart of the overall solution procedure. A thorough numerical investigation is carried out both for a Poisson problem as well as a convection-diffusion problem demonstrating the versatility of the approach.

math.OC↗

arXiv2021

RaWaNet: Enriching Graph Neural Network Input via Random Walks on Graphs

In recent years, graph neural networks (GNNs) have gained increasing popularity and have shown very promising results for data that are represented by graphs. The majority of GNN architectures are designed based on developing new convolutional and/or pooling layers that better extract the hidden and deeper representations of the graphs to be used for different prediction tasks. The inputs to these layers are mainly the three default descriptors of a graph, node features $(X)$, adjacency matrix $(A)$, and edge features $(W)$ (if available). To provide a more enriched input to the network, we propose a random walk data processing of the graphs based on three selected lengths. Namely, (regular) walks of length 1 and 2, and a fractional walk of length $γ\in (0,1)$, in order to capture the different local and global dynamics on the graphs. We also calculate the stationary distribution of each random walk, which is then used as a scaling factor for the initial node features ($X$). This way, for each graph, the network receives multiple adjacency matrices along with their individual weighting for the node features. We test our method on various molecular datasets by passing the processed node features to the network in order to perform several classification and regression tasks. Interestingly, our method, not using edge features which are heavily exploited in molecular graph learning, let a shallow network outperform well known deep GNNs.

stat.ML↗

arXiv2021

Improved penalty algorithm for Mixed Integer PDE Constrained Optimization Problems

Optimal control problems including partial differential equation (PDE) as well as integer constraints merge the combinatorial difficulties of integer programming and the challenges related to large-scale systems resulting from discretized PDEs. So far, the Branch-and-Bound framework has been the most common solution strategy for such problems. In order to provide an alternative solution approach, especially in a large-scale context, this article investigates penalization techniques. Taking inspiration from a well-known family of existing exact penalty algorithms, a novel improved penalty algorithm is derived, whose key ingredients are a basin hopping strategy and an interior point method, both of which are specialized for the problem class. A thorough numerical investigation is carried out for a standard stationary test problem. Extensions to a convection-diffusion as well as a nonlinear test problem finally demonstrate the versatility of the approach.

math.NA↗

arXiv2021

A low-rank tensor method to reconstruct sparse initial states for PDEs with Isogeometric Analysis

When working with PDEs the reconstruction of a previous state often proves difficult. Good prior knowledge and fast computational methods are crucial to build a working reconstruction. We want to identify the heat sources on a three dimensional domain from later measurements under the assumption of small, distinct sources, such as hot chippings from a milling tool. This leads us to the need for a Prior reflecting this a priori information. Sparsity-inducing hyperpriors have proven useful for similar problems with sparse signal or image reconstruction. We combine the method of using a hierarchical Bayesian model with gamma hyperpriors to promote sparsity with low-rank computations for PDE systems in tensor train format.

math.NA↗

arXiv2021

Efficient Structure-preserving Support Tensor Train Machine

An increasing amount of collected data are high-dimensional multi-way arrays (tensors), and it is crucial for efficient learning algorithms to exploit this tensorial structure as much as possible. The ever-present curse of dimensionality for high dimensional data and the loss of structure when vectorizing the data motivates the use of tailored low-rank tensor classification methods. In the presence of small amounts of training data, kernel methods offer an attractive choice as they provide the possibility for a nonlinear decision boundary. We develop the Tensor Train Multi-way Multi-level Kernel (TT-MMK), which combines the simplicity of the Canonical Polyadic decomposition, the classification power of the Dual Structure-preserving Support Vector Machine, and the reliability of the Tensor Train (TT) approximation. We show by experiments that the TT-MMK method is usually more reliable computationally, less sensitive to tuning parameters, and gives higher prediction accuracy in the SVM classification when benchmarked against other state-of-the-art techniques.

cs.LG↗

arXiv2021

An Empirical Study of Graph-Based Approaches for Semi-Supervised Time Series Classification

Time series data play an important role in many applications and their analysis reveals crucial information for understanding the underlying processes. Among the many time series learning tasks of great importance, we here focus on semi-supervised learning based on a graph representation of the data. Two main aspects are involved in this task. A suitable distance measure to evaluate the similarities between time series, and a learning method to make predictions based on these distances. However, the relationship between the two aspects has never been studied systematically in the context of graph-based learning. We describe four different distance measures, including (Soft) DTW and MPDist, a distance measure based on the Matrix Profile, as well as four successful semi-supervised learning methods, including the graph Allen--Cahn method and a Graph Convolutional Neural Network. We then compare the performance of the algorithms on binary classification data sets. In our findings we compare the chosen graph-based methods using all distance measures and observe that the results vary strongly with respect to the accuracy. As predicted by the ``no free lunch'' theorem, no clear best combination to employ in all cases is found. Our study provides a reproducible framework for future work in the direction of semi-supervised learning for time series with a focus on graph representations.

cs.LG↗

arXiv2021

Semi-supervised Learning for Aggregated Multilayer Graphs Using Diffuse Interface Methods and Fast Matrix Vector Products

We generalize a graph-based multiclass semi-supervised classification technique based on diffuse interface methods to multilayer graphs. Besides the treatment of various applications with an inherent multilayer structure, we present a very flexible approach that interprets high-dimensional data in a low-dimensional multilayer graph representation. Highly efficient numerical methods involving the spectral decomposition of the corresponding differential graph operators as well as fast matrix-vector products based on the nonequispaced fast Fourier transform (NFFT) enable the rapid treatment of large and high-dimensional data sets. We perform various numerical tests putting a special focus on image segmentation. In particular, we test the performance of our method on data sets with up to 10 million nodes per layer as well as up to 104 dimensions resulting in graphs with up to 52 layers. While all presented numerical experiments can be run on an average laptop computer, the linear dependence per iteration step of the runtime on the network size in all stages of our algorithm makes it scalable to even larger and higher-dimensional problems.

cs.LG↗

arXiv2021

Pseudoinverse Graph Convolutional Networks: Fast Filters Tailored for Large Eigengaps of Dense Graphs and Hypergraphs

Graph Convolutional Networks (GCNs) have proven to be successful tools for semi-supervised classification on graph-based datasets. We propose a new GCN variant whose three-part filter space is targeted at dense graphs. Examples include Gaussian graphs for 3D point clouds with an increased focus on non-local information, as well as hypergraphs based on categorical data. These graphs differ from the common sparse benchmark graphs in terms of the spectral properties of their graph Laplacian. Most notably we observe large eigengaps, which are unfavorable for popular existing GCN architectures. Our method overcomes these issues by utilizing the pseudoinverse of the Laplacian. Another key ingredient is a low-rank approximation of the convolutional matrix, ensuring computational efficiency and increasing accuracy at the same time. We outline how the necessary eigeninformation can be computed efficiently in each applications and discuss the appropriate choice of the only metaparameter, the approximation rank. We finally showcase our method's performance regarding runtime and accuracy in various experiments with real-world datasets.

cs.LG↗

arXiv2020

A low-rank matrix equation method for solving PDE-constrained optimization problems

PDE-constrained optimization problems arise in a broad number of applications such as hyperthermia cancer treatment or blood flow simulation. Discretization of the optimization problem and using a Lagrangian approach result in a large-scale saddle-point system, which is challenging to solve, and acquiring a full space-time solution is often infeasible. We present a new framework to efficiently compute a low-rank approximation to the solution by reformulating the KKT system into a Sylvester-like matrix equation. This matrix equation is subsequently projected onto a small subspace via an iterative rational Krylov method and we obtain a reduced problem by imposing a Galerkin condition on its residual. In our work we discuss implementation details and dependence on the various problem parameters. Numerical experiments illustrate the performance of the new strategy also when compared to other low-rank approaches.

math.NA↗

arXiv2020

A literature survey of matrix methods for data science

Efficient numerical linear algebra is a core ingredient in many applications across almost all scientific and industrial disciplines. With this survey we want to illustrate that numerical linear algebra has played and is playing a crucial role in enabling and improving data science computations with many new developments being fueled by the availability of data and computing resources. We highlight the role of various different factorizations and the power of changing the representation of the data as well as discussing topics such as randomized algorithms, functions of matrices, and high-dimensional problems. We briefly touch upon the role of techniques from numerical linear algebra used within deep learning.

math.NA↗

arXiv2019

Solving differential Riccati equations: A nonlinear space-time method using tensor trains

Differential algebraic Riccati equations are at the heart of many applications in control theory. They are time-depent, matrix-valued, and in particular nonlinear equations that require special methods for their solution. Low-rank methods have been used heavily computing a low-rank solution at every step of a time-discretization. We propose the use of an all-at-once space-time solution leading to a large nonlinear space-time problem for which we propose the use of a Newton-Kleinman iteration. Approximating the space-time problem in low-rank form requires fewer applications of the discretized differential operator and gives a low-rank approximation to the overall solution.

math.NA↗

arXiv2019

Node Classification for Signed Social Networks Using Diffuse Interface Methods

Signed networks contain both positive and negative kinds of interactions like friendship and enmity. The task of node classification in non-signed graphs has proven to be beneficial in many real world applications, yet extensions to signed networks remain largely unexplored. In this paper we introduce the first analysis of node classification in signed social networks via diffuse interface methods based on the Ginzburg-Landau functional together with different extensions of the graph Laplacian to signed networks. We show that blending the information from both positive and negative interactions leads to performance improvement in real signed social networks, consistently outperforming the current state of the art.

cs.SI↗

arXiv2019

Optimization of a partial differential equation on a complex network

Differential equations on metric graphs can describe many phenomena in the physical world but also the spread of information on social media. To efficiently compute the solution is a hard task in numerical analysis. Solving a design problem, where the optimal setup for a desired state is given, is even more challenging. In this work, we focus on the task of solving an optimization problem subject to a differential equation on a metric graph with the control defined on a small set of Dirichlet nodes. We discuss the discretization by finite elements and provide rigorous error bounds as well as an efficient preconditioning strategy to deal with the large-scale case. We show in various examples that the method performs very robustly.

math.OC↗