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Xianliang Xu

Publications and source records attributed to Xianliang Xu.

7 recordsLinked to original sources

Convergence of Implicit Gradient Descent for Training Two-Layer Physics-Informed Neural Networks

The optimization algorithms are crucial in training physics-informed neural networks (PINNs), as unsuitable methods may lead to poor solutions. Compared to the common gradient descent (GD) algorithm, implicit gradient descent (IGD) outperforms it in handling certain multi-scale problems. In this paper, we provide convergence analysis for the IGD in training over-parameterized two-layer PINNs. We first derive the training dynamics of IGD in training two-layer PINNs. Then, over-parameterization allows us to prove that the randomly initialized IGD converges to a globally optimal solution at a linear convergence rate. Moreover, due to the distinct training dynamics of IGD compared to GD, the learning rate can be selected independently of the sample size and the least eigenvalue of the Gram matrix. Additionally, the novel approach used in our convergence analysis imposes a milder requirement on the network width. Finally, empirical results validate our theoretical findings.

cs.LG

Convergence Analysis of Natural Gradient Descent for Over-parameterized Physics-Informed Neural Networks

In the context of over-parameterization, there is a line of work demonstrating that randomly initialized (stochastic) gradient descent (GD) converges to a globally optimal solution at a linear convergence rate for the quadratic loss function. However, the learning rate of GD for training two-layer neural networks exhibits poor dependence on the sample size and the Gram matrix, leading to a slow training process. In this paper, we show that for training two-layer $\text{ReLU}^3$ Physics-Informed Neural Networks (PINNs), the learning rate can be improved from $\mathcal{O}(λ_0)$ to $\mathcal{O}(1/\|\bm{H}^{\infty}\|_2)$, implying that GD actually enjoys a faster convergence rate. Despite such improvements, the convergence rate is still tied to the least eigenvalue of the Gram matrix, leading to slow convergence. We then develop the positive definiteness of Gram matrices with general smooth activation functions and provide the convergence analysis of natural gradient descent (NGD) in training two-layer PINNs, demonstrating that the learning rate can be $\mathcal{O}(1)$ and at this rate, the convergence rate is independent of the Gram matrix. In particular, for smooth activation functions, the convergence rate of NGD is quadratic. Numerical experiments are conducted to verify our theoretical results.

cs.LG

Refined generalization analysis of the Deep Ritz Method and Physics-Informed Neural Networks

In this paper, we derive refined generalization bounds for the Deep Ritz Method (DRM) and Physics-Informed Neural Networks (PINNs). For the DRM, we focus on two prototype elliptic partial differential equations (PDEs): Poisson equation and static Schrödinger equation on the $d$-dimensional unit hypercube with the Neumann boundary condition. Furthermore, sharper generalization bounds are derived based on the localization techniques under the assumptions that the exact solutions of the PDEs lie in the Barron spaces or the general Sobolev spaces. For the PINNs, we investigate the general linear second order elliptic PDEs with Dirichlet boundary condition using the local Rademacher complexity in the multi-task learning setting. Finally, we discuss the generalization error in the setting of over-parameterization when solutions of PDEs belong to Barron space.

math.NA

A Priori Estimation of the Approximation, Optimization and Generalization Errors of Random Neural Networks for Solving Partial Differential Equations

In recent years, neural networks have achieved remarkable progress in various fields and have also drawn much attention in applying them on scientific problems. A line of methods involving neural networks for solving partial differential equations (PDEs), such as Physics-Informed Neural Networks (PINNs) and the Deep Ritz Method (DRM), has emerged. Although these methods outperform classical numerical methods in certain cases, the optimization problems involving neural networks are typically non-convex and non-smooth, which can result in unsatisfactory solutions for PDEs. In contrast to deterministic neural networks, the hidden weights of random neural networks are sampled from some prior distribution and only the output weights participate in training. This makes training much simpler, but it remains unclear how to select the prior distribution. In this paper, we focus on Barron type functions and approximate them under Sobolev norms by random neural networks with clear prior distribution. In addition to the approximation error, we also derive bounds for the optimization and generalization errors of random neural networks for solving PDEs when the solutions are Barron type functions.

math.NA

Convergence analysis of wide shallow neural operators within the framework of Neural Tangent Kernel

Neural operators are aiming at approximating operators mapping between Banach spaces of functions, achieving much success in the field of scientific computing. Compared to certain deep learning-based solvers, such as Physics-Informed Neural Networks (PINNs), Deep Ritz Method (DRM), neural operators can solve a class of Partial Differential Equations (PDEs). Although much work has been done to analyze the approximation and generalization error of neural operators, there is still a lack of analysis on their training error. In this work, we conduct the convergence analysis of gradient descent for the wide shallow neural operators and physics-informed shallow neural operators within the framework of Neural Tangent Kernel (NTK). The core idea lies on the fact that over-parameterization and random initialization together ensure that each weight vector remains near its initialization throughout all iterations, yielding the linear convergence of gradient descent. In this work, we demonstrate that under the setting of over-parametrization, gradient descent can find the global minimum regardless of whether it is in continuous time or discrete time.

cs.LG

Physics-Informed Tailored Finite Point Operator Network for Parametric Interface Problems

Learning operators for parametric partial differential equations (PDEs) using neural networks has gained significant attention in recent years. However, standard approaches like Deep Operator Networks (DeepONets) require extensive labeled data, and physics-informed DeepONets encounter training challenges. In this paper, we introduce a novel physics-informed tailored finite point operator network (PI-TFPONet) method to solve parametric interface problems without the need for labeled data. Our method fully leverages the prior physical information of the problem, eliminating the need to include the PDE residual in the loss function, thereby avoiding training challenges. The PI-TFPONet is specifically designed to address certain properties of the problem, allowing us to naturally obtain an approximate solution that closely matches the exact solution. Our method is theoretically proven to converge if the local mesh size is sufficiently small and the training loss is minimized. Notably, our approach is uniformly convergent for singularly perturbed interface problems. Extensive numerical studies show that our unsupervised PI-TFPONet is comparable to or outperforms existing state-of-the-art supervised deep operator networks in terms of accuracy and versatility.

math.NA

Central limit theorem for the Sliced 1-Wasserstein distance and the max-Sliced 1-Wasserstein distance

The Wasserstein distance has been an attractive tool in many fields. But due to its high computational complexity and the phenomenon of the curse of dimensionality in empirical estimation, various extensions of the Wasserstein distance have been proposed to overcome the shortcomings such as the Sliced Wasserstein distance. It enjoys a low computational cost and dimension-free sample complexity, but there are few distributional limit results of it. In this paper, we focus on Sliced 1-Wasserstein distance and its variant max-Sliced 1-Wasserstein distance. We utilize the central limit theorem in Banach space to derive the limit distribution for the Sliced 1-Wasserstein distance. Through viewing the empirical max-Sliced 1-Wasserstein distance as a supremum of an empirical process indexed by some function class, we prove that the function class is P-Donsker under mild moment assumption. Moreover, for computing Sliced p-Wasserstein distance based on Monte Carlo method, we explore that how many random projections that can make sure the error small in high probability. We also provide upper bound of the expected max-Sliced 1-Wasserstein between the true and the empirical probability measures under different conditions and the concentration inequalities for max-Sliced 1-Wasserstein distance are also presented. As applications of the theory, we utilize them for two-sample testing problem.

math.ST