arXiv subjects

Matteo Raviola

Publications and source records attributed to Matteo Raviola.

7 recordsLinked to original sources

arXiv2026

On the sample complexity of the active subspace method

Active subspaces identify low-dimensional linear structure in high-dimensional parameter-to-output maps by estimating the dominant eigenspace of a gradient covariance operator. In practice this covariance is replaced by a Monte Carlo estimator built from a limited number of gradient evaluations. Classical analyses based on controlling the covariance error in operator norm lead to sample-complexity estimates that can be substantially more pessimistic than the sampling rules commonly used in computations. This paper studies the empirical active subspace method directly in the projection-error metric relevant for ridge approximation. We derive non-asymptotic quasi-optimality bounds governed by a regularized inverse Christoffel function associated with the gradient field. Under a bounded-gradient assumption, the resulting estimates already improve the sample-complexity estimates obtained from operator-norm covariance bounds. We then show that additional smoothness of the gradient map, expressed through membership in a reproducing kernel Hilbert space, yields sharper coherence estimates and motivates tractable importance sampling from kernel diagonal measures. Furthermore, the same smoothness assumption yields a priori decay bounds for the population active subspace tail energy, which can be combined with our finite-sample estimate to prescribe rank, regularization scale, and sample size, allowing to fully characterize the a priori sample complexity. The abstract assumptions are verified for lognormal Gaussian and affine uniform parametric elliptic PDEs using weighted summability of Hermite and Legendre series expansions.

math.NA↗

arXiv2026

Dirac-Frenkel dynamics with inertia for nonlinearly parametrized solutions of evolution problems

Even when Dirac-Frenkel dynamics determine a well-defined evolution in function space, the corresponding parameter dynamics can be non-unique or ill-conditioned for redundant nonlinear parametrizations, such as typical neural networks or mixture models. We propose to add inertia to the Dirac-Frenkel dynamics and show that this allows useful parameter velocity information to persist from the past trajectory in directions that are weakly informed, while well-informed parameter velocity directions continue to follow the Dirac-Frenkel dynamics. We prove that the inertial formulation yields well-posed parameter dynamics and provide a posteriori error bounds. After time discretization, the method requires the solution of the same type of regularized linear least-squares problem as standard Dirac-Frenkel dynamics, but with the previous velocity appearing as an anchor. Numerical experiments demonstrate the increased robustness obtained with inertia.

math.NA↗

arXiv2026

A Dirac-Frenkel-Onsager principle: Instantaneous residual minimization with gauge momentum for nonlinear parametrizations of PDE solutions

Dirac-Frenkel instantaneous residual minimization evolves nonlinear parametrizations of PDE solutions in time, but ill-conditioning can render the parameter dynamics non-unique. We interpret this non-uniqueness as a gauge freedom: nullspace directions that leave the time derivative unchanged can be used to select better-conditioned parameter velocities. Building on Onsager's minimum-dissipation principle, we introduce a history variable -- interpretable as momentum -- and inject it only along the nullspace directions. The resulting Dirac-Frenkel-Onsager dynamics preserve instantaneous residual minimization, in contrast to standard regularization that can introduce bias, while promoting temporally smooth parameter evolutions. Examples demonstrate that the approach leads to increased robustness in singular and near-singular regimes.

cs.LG↗

arXiv2025

Stochastic gradient with least-squares control variates

The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by leveraging stored gradient information; however, they are restricted to settings where the objective functional is a finite sum, and their performance degrades when the number of terms in the sum is large. In this work, we propose a novel approach which is well suited when the objective is given by an expectation over random variables with a continuous probability distribution. Our method constructs a control variate by fitting a linear model to past gradient evaluations using weighted discrete least-squares, effectively reducing variance while preserving computational efficiency. We establish theoretical sublinear convergence guarantees for strongly convex objectives and demonstrate the method's effectiveness through numerical experiments on random PDE-constrained optimization problems.

math.OC↗

arXiv2025

A function approximation algorithm using multilevel active subspaces

The Active Subspace (AS) method is a widely used technique for identifying the most influential directions in high-dimensional input spaces that affect the output of a computational model. The standard AS algorithm requires a sufficient number of gradient evaluations (samples) of the input output map to achieve quasi-optimal reconstruction of the active subspace, which can lead to a significant computational cost if the samples include numerical discretization errors which have to be kept sufficiently small. To address this issue, we propose a multilevel version of the Active Subspace method (MLAS) that utilizes samples computed with different accuracies and yields different active subspaces across accuracy levels, which can match the accuracy of single-level AS with reduced computational cost, making it suitable for downstream tasks such as function approximation. In particular, we propose to perform the latter via optimally-weighted least-squares polynomial approximation in the different active subspaces, and we present an adaptive algorithm to choose dynamically the dimensions of the active subspaces and polynomial spaces. We demonstrate the practical viability of the MLAS method with polynomial approximation through numerical experiments based on random partial differential equations (PDEs).

math.NA↗

arXiv2023

Network-based kinetic models: Emergence of a statistical description of the graph topology

In this paper, we propose a novel approach that employs kinetic equations to describe the collective dynamics emerging from graph-mediated pairwise interactions in multi-agent systems. We formally show that for large graphs and specific classes of interactions a statistical description of the graph topology, given in terms of the degree distribution embedded in a Boltzmann-type kinetic equation, is sufficient to capture the collective trends of networked interacting systems. This proves the validity of a commonly accepted heuristic assumption in statistically structured graph models, namely that the so-called connectivity of the agents is the only relevant parameter to be retained in a statistical description of the graph topology. Then we validate our results by testing them numerically against real social network data.

physics.soc-ph↗

arXiv2021

Opinion polarisation in social networks

In this paper, we propose a Boltzmann-type kinetic description of opinion formation on social networks, which takes into account a general connectivity distribution of the individuals. We consider opinion exchange processes inspired by the Sznajd model and related simplifications but we do not assume that individuals interact on a regular lattice. Instead, we describe the structure of the social network statistically, assuming that the number of contacts of a given individual determines the probability that their opinion reaches and influences the opinion of another individual. From the kinetic description of the system, we study the evolution of the mean opinion, whence we find precise analytical conditions under which a \textit{polarisation switch} of the opinions, i.e. a change of sign between the initial and the asymptotic mean opinions, occurs. In particular, we show that a non-zero correlation between the initial opinions and the connectivity of the individuals is necessary to observe polarisation switch. Finally, we validate our analytical results through Monte Carlo simulations of the stochastic opinion exchange processes on the social network.

physics.soc-ph↗