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Giovanis, Dimitrios G.

Publications and source records attributed to Giovanis, Dimitrios G..

A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional O(10 n ), n ≥ 2, stochastic inputs (e.g., forcing terms, boundary conditions, initial conditions) poses tremendous challenges. The “curse of dimensionality” can be addressed with suitable unsupervised learning techniques used as a pre-processing tool to encode inputs onto lower-dimensional subspaces while retaining its structural information and meaningful properties. In this work, we review and investigate thirteen dimension reduction methods including linear and nonlinear, spectral, blind source separation, convex and non-convex methods and utilize the resulting embeddings to construct a mapping to quantities of interest via polynomial chaos expansions (PCE). Here, we refer to the general proposed approach as manifold PCE (m-PCE), where manifold corresponds to the latent space resulting from any of the studied dimension reduction methods. To investigate the capabilities and limitations of these methods we conduct numerical tests for three physics-based systems (treated as black-boxes) having high-dimensional stochastic inputs of varying complexity modeled as both Gaussian and non-Gaussian random fields to investigate the effect of the intrinsic dimensionality of input data. We demonstrate both the advantages and limitations of the unsupervised learning methods and we conclude that a suitable m-PCE model provides a cost-effective approach compared to alternative algorithms proposed in the literature, including recently proposed expensive deep neural network-based surrogates and can be readily applied for high-dimensional UQ in stochastic PDEs.

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Manifold Learning-Based Polynomial Chaos Expansions for High-Dimensional Surrogate Models

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data representing quantities of interest of the computational or analytical model. For this purpose, we employ Grassmannian diffusion maps, a two-step nonlinear dimension reduction technique which allows us to reduce the dimensionality of the data and identify meaningful geometric descriptions in a parsimonious and inexpensive manner. Polynomial chaos expansion is then used to construct a mapping between the stochastic input parameters and the diffusion coordinates of the reduced space. An adaptive clustering technique is proposed to identify an optimal number of clusters of points in the latent space. The similarity of points allows us to construct a number of geometric harmonic emulators which are finally utilized as a set of inexpensive pretrained models to perform an inverse map of realizations of latent features to the ambient space and thus perform accurate out-of-sample predictions. Thus, the proposed method acts as an encoder-decoder system which is able to automatically handle very high-dimensional data while simultaneously operating successfully in the small-data regime. The method is demonstrated on two benchmark problems and on a system of advection-diffusion-reaction equations which model a first-order chemical reaction between two species. In all test cases, the proposed method is able to achieve highly accurate approximations which ultimately lead to the significant acceleration of UQ tasks.

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Grassmannian Diffusion Maps--Based Dimension Reduction and Classification for High-Dimensional Data

This work introduces the Grassmannian diffusion maps (GDMaps), a novel nonlinear dimensionality reduction technique that defines the affinity between points through their representation as low-dimensional subspaces corresponding to points on the Grassmann manifold. Here, the method is designed for applications, such as image recognition and data-based classification of constrained high-dimensional data where each data point itself is a high-dimensional object (i.e., a large matrix) that can be compactly represented in a lower-dimensional subspace. The GDMaps is composed of two stages. The first is a pointwise linear dimensionality reduction wherein each high-dimensional object is mapped onto the Grassmann manifold representing the low-dimensional subspace on which it resides. The second stage is a multipoint nonlinear kernel-based dimension reduction using diffusion maps to identify the subspace structure of the points on the Grassmann manifold. To this end, an appropriate Grassmannian kernel is used to construct the transition matrix of a random walk on a graph connecting points on the Grassmann manifold. Spectral analysis of the transition matrix yields low-dimensional Grassmannian diffusion coordinates embedding the data into a low-dimensional reproducing kernel Hilbert space. Further, a novel data classification/recognition technique is developed based on the construction of an overcomplete dictionary of reduced dimension whose atoms are given by the Grassmannian diffusion coordinates. Three examples are considered. First, a "toy" example shows that the GDMaps can identify an appropriate parametrization of structured points on the unit sphere. The second example demonstrates the ability of the GDMaps to revealing the intrinsic subspace structure of high-dimensional random field data. In the last ex- ample, a face recognition problem is solved considering face images subject to varying illumination conditions, changes in face expressions, and occurrence of occlusions. The technique presented high recognition rates (i.e., 95% in the best case) using a fraction of the data required by conventional methods.

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