Accelerating Optimization and Reinforcement Learning with Quasi Stochastic Approximation
The paper sets out to obtain precise convergence rates for quasi-stochastic approximation (QSA), with applications to optimization and reinforcement learning.
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The paper sets out to obtain precise convergence rates for quasi-stochastic approximation (QSA), with applications to optimization and reinforcement learning.
The project applied the multigrid-reduction-in-time (MGRIT) algorithm to an existing sub-cycled adaptive mesh refinement (AMR) code to investigate the performance of flows dominated by inertial physics. Previous work demonstrated good performance from MGRIT+AMR applied to flows dominated by diffusive physics. Consistent with previous experience, inertial physics negatively affected convergence rates and performance. Efforts to circumvent this issue by appealing to the physics of turbulence were investigated. It has been demonstrated that scales can be effectively transferred between multigrid levels for a turbulent flow resulting in a) partial convergence observed and b) nearly identical results to sequential time-stepping. Performance improvements have not yet been demonstrated - attempts at coarsening the grid on coarser MG levels compromises the solution quality and leads to divergence. This report summarize the accomplishments for the time-frame from 10/5/2020 to 12/31/2020 with an informal no-cost-extension to 05/20/2021
Entrainment-mixing processes critically impact cloud microphysical properties, but their effects on the relative dispersion (d) of cloud droplet size distributions (CDSDs) remain elusive. A direct numerical simulation model is initialized with different CDSDs to fill the gap. These results show that d decreases for broad CDSDs and increases for narrow ones, ultimately converging to approximately 0.5 regardless of initial CDSDs during the evaporation-dominated mixing stage. The supersaturation fluctuation and the shape of CDSDs jointly influence the convergence behavior of d. Further sensitivity tests show that the initial microphysical/dynamical/thermodynamical conditions exert negligible effects on the final converged value of d but affect the convergence rate (k). The k generally increases with increasing droplet number concentration and dissipation rate, and increases with decreasing liquid water content, relative humidity of entrained air, and mixing fraction of cloudy air. A conceptual model with two timescales is proposed; k and the timescales are negatively correlated, meaning that slow mixing and/or evaporation process results in slow convergence of d. In conclusion, this finding provides an important reference for improving understanding and parameterization of d during the entrainment-mixing processes.
In this paper we propose a novel class of methods for high-order accurate integration of multirate systems of ordinary differential equation initial-value problems. The proposed methods construct multirate schemes by approximating the action of matrix φ functions within explicit exponential Rosenbrock (ExpRB) methods, thereby called multirate ExpRB (MERB) methods. They consist of the solution to a sequence of modified “fast” initial-value problems, which may themselves be approximated through subcycling any desired initial-value problem solver. In addition to proving how to construct MERB methods from certain classes of ExpRB methods, we provide rigorous convergence analysis of these methods and derive efficient MERB schemes of orders 2 through 6 (the highest-order infinitesimal multirate methods to date). Lastly, we then present numerical simulations to confirm these theoretical convergence rates and to compare the efficiency of MERB methods against other recently introduced high-order multirate methods.
The simulation of nuclear reactors is a multiphysics problem mixing, amongst other fields, neutron transport and thermal-hydraulics. The simplest and most used approach in multiphysics simulation is based on the coupling of single-physics codes in a black-box fashion. However, in order to reduce the computational time needed for such simulations, case-dependent optimizations are often required. In this paper, we aim at reducing the computational time required to solve a coupled neutronic/thermal-hydraulic steady-state problem on a simplified Pressurized Water Reactor (PWR) core. The idea is to deal simultaneously with the coupling of the energy groups of the deterministic neutronic description of the core and its thermal-hydraulic description with the Anderson acceleration. By doing so, the fission source terms are directly accelerated instead of the power map as done in most cases. The power method used to solve the k-eigenvalue problem inside the neutronic solver is thus accelerated with the Anderson acceleration. The numerical experimentations conducted in this work are performed using APOLLO3 and THEDI, and indicate that such coupling strategy improves the convergence rates in terms of number of iterations required and the total computational time. (authors)
Recent developments in machine learning have led to promising advances in accelerating the solution of constrained optimization problems. Increasing demand for real-time decision-making capabilities in applications such as artificial intelligence and optimal control has led to a variety of proposed strategies for learning to produce fast solutions to optimization problems. For example, recent works have shown that it is possible to accelerate the convergence of optimization algorithms by learning to select their parameters, such as gradient descent stepsizes. This work proposes a new approach, in which the underlying metric spaces of proximal operator splitting algorithms are learned to maximize convergence rate. While prior works in optimization theory have derived optimal metrics in simple cases, no such result exists for many practical problem forms including general Quadratic Programming (QP). This paper shows how differentiable optimization can enable the end-to-end learning of proximal metrics, enhancing the convergence of proximal algorithms for QP problems beyond what is possible based on known theory. Additionally, the results illustrate a strong connection between the learned proximal metrics and active constraints at the optima, leading to an interpretation in which the predicted proximal metrics can be viewed as a form of active set prediction.
Current trends in computer architectures now mean that faster computation speed must come primarily from increased concurrency, not faster clock speeds, which are stagnating. Thus, this situation creates bottlenecks for serial algorithms, including the well-known bottleneck for sequential time-integration, where each individual time-value (i.e., time-step) is computed sequentially. One approach to alleviate this and achieve parallelism in time is with multigrid. Here, in this work, we consider multigrid-reduction-in-time (MGRIT), a multilevel method applied to the time dimension that computes multiple time-steps in parallel. Like all multigrid methods, MGRIT relies on the complementary relationship between relaxation on a fine-grid and a correction from the coarse grid to solve the problem. All current MGRIT implementations are based on unweighted-Jacobi relaxation; here we introduce the concept of weighted relaxation to MGRIT. We derive new convergence bounds for weighted relaxation, and use this analysis to guide the selection of relaxation weights. Numerical results then demonstrate that by choosing appropriate non-unitary relaxation weights, one can achieve faster convergence rates and lower iteration counts for MGRIT when compared with unweighted relaxation. In most cases, weighted relaxation yields a 10%–20% saving in iterations, which is significant when using large high-performance computers. For A-stable integration schemes, results also illustrate that under-relaxation can restore convergence in some cases where unweighted relaxation is not convergent.
Abstract We propose the use of reduced order modeling (ROM) to reduce the computational cost and improve the convergence rate of nonlinear solvers of full order models (FOM) for solving partial differential equations. In this study, a novel ROM-assisted approach is developed to improve the computational efficiency of FOM nonlinear solvers by using ROM’s prediction as an initial guess. We hypothesize that the nonlinear solver will take fewer steps to the converged solutions with an initial guess that is closer to the real solutions. To evaluate our approach, four physical problems with varying degrees of nonlinearity in flow and mechanics have been tested: Richards’ equation of water flow in heterogeneous porous media, a contact problem in a hyperelastic material, two-phase flow in layered porous media, and fracture propagation in a homogeneous material. Overall, our approach maintains the FOM’s accuracy while speeding up nonlinear solver by 18–73% (through suitable ROM-assisted FOMs). More importantly, the proximity of ROM’s prediction to the solution space leads to the improved convergence of FOMs that would have otherwise diverged with default initial guesses. We demonstrate that the ROM’s accuracy can impact the computational efficiency with more accurate ROM solutions, resulting in a better cost reduction. We also illustrate that this approach could be used in many FOM discretizations (e.g., finite volume, finite element, or a combination of those). Since our ROMs are data-driven and non-intrusive, the proposed procedure can easily lend itself to any nonlinear physics-based problem.
Gauss-Seidel (GS) relaxation is often employed as a preconditioner for a Krylov solver or as a smoother for Algebraic Multigrid (AMG). However, the requisite sparse triangular solve is difficult to parallelize on many-core architectures such as graphics processing units (GPUs). In the present study, the performance of the sequential GS relaxation based on a triangular solve is compared with two-stage variants, replacing the direct triangular solve with a fixed number of inner Jacobi-Richardson (JR) iterations. When a small number of inner iterations is sufficient to maintain the Krylov convergence rate, the two-stage GS (GS2) often outperforms the sequential algorithm on many-core architectures. The GS2 algorithm is also compared with JR. When they perform the same number of ops for SpMV (e.g. three JR sweeps compared to two GS sweeps with one inner JR sweep), the GS2 iterations, and the Krylov solver preconditioned with GS2, may converge faster than the JR iterations. Moreover, for some problems (e.g. elasticity), it was found that JR may diverge with a damping factor of one, whereas two-stage GS may improve the convergence with more inner iterations. Finally, to study the performance of the two-stage smoother and preconditioner for a practical problem, these were applied to incompressible uid ow simulations on GPUs.
High-rate deformation processes of metals entail intense grain refinement and special attention needs to be paid to capture the evolution of microstructure. In this article, a new formulation for coupling Cosserat crystal plasticity and phase field is developed. A common approach is to penalize kinematic incompatibility between lattice orientation and displacement-based elastic rotation. However, this can lead to significant solution sensitivity to the penalty parameter, resulting in low accuracy and convergence rates. To address these issues, a duality-based formulation is developed which directly imposes the rotational kinematic compatibility. A weak inf-sup-based skew-symmetric stress projection is introduced to suppress instabilities present in the dual formulation. An additional least squares stabilization is introduced to suppress the spurious lattice rotation with a suitable parameter range derived analytically and validated numerically. The required high-order continuity is attained by the reproducing kernel approximation. It is observed that equal order displacement-rotation-phase field approximations are stable, which allows efficient employment of the same set of shape functions for all independent variables. The proposed formulation is shown to yield superior accuracy and convergence with marginal parameter sensitivity compared to the penalty-based approach and successfully captures the dominant rotational recrystallization mechanism including block dislocation structures and grain boundary migration.
With increasing exposure to software-based sensing and control, power systems are facing higher risks of cyber/physical attacks. Here, to ensure system stability and minimize the potential economic losses, it is imperative to monitor the operating states and detect those attacks at the early stage. In this paper, a transfer learning method is proposed to detect cyber-attacks in photovoltaic (PV) systems with much less training data. First of all, two PV systems with a different number of PV inverters and power ratings are analyzed and their attack models are studied. Next, an attack detection Convolutional Neural Network (CNN) model was trained with rich amount of data from PV #1. Then, transfer learning was proposed to transfer the well-trained features from PV #1 to PV #2. Lastly, the attack detection model on PV #2 was trained based on the transferred CNN model. The experiment results show that the proposed transfer learning method achieves better accuracy and a faster convergence rate with a much less training dataset than conventional deep learning.
We consider minimizing a sum of agent-specific nondifferentiable merely convex functions over the solution set of a variational inequality (VI) problem in that each agent is associated with a local monotone mapping. This problem finds an application in computation of the best equilibrium in nonlinear complementarity problems arising in transportation networks. We develop an iteratively regularized incremental gradient method where at each iteration, agents communicate over a directed cycle graph to update their solution iterates using their local information about the objective and the mapping. The proposed method is single-timescale in the sense that it does not involve any excessive hard-to-project computation per iteration. We derive nonasymptotic agent-wise convergence rates for the suboptimality of the global objective function and infeasibility of the VI constraints measured by a suitably defined dual gap function. Finally, the proposed method appears to be the first fully iterative scheme equipped with iteration complexity that can address distributed optimization problems with VI constraints over cycle graphs.
We propose a stable, distributed approach to perform AA that accelerates the convergence rate of stochastic first-order optimizers to train neural networks. Differently from previous works, we do not alter neither the scheme to perform AA nor the loss function minimized during the training. To improve robustness against stagnation, we customize general guidelines that suggest to relax the frequency of AA corrections by performing AA only at the end of an entire training epoch. To improve robustness of AA against the stochastic oscillations of first-order optimizers, we average the gradients computed on consecutive stochastic optimization updates. The improved regularity of the converging sequence and the reduced amplitude of stochastic oscillations across consecutive optimization steps allows AA to efficiently extrapolate an improved converging sequence, thereby overcoming limitations of existing approaches to perform AA on stochastic optimization.
Herein this paper focuses on developing a reduction-based algebraic multigrid (AMG) method that is suitable for solving general (non)symmetric linear systems and is naturally robust from pure advection to pure diffusion. Initial motivation comes from a new reduction-based AMG approach, $\ell \text{AIR}$ (local approximate ideal restriction), that was developed for solving advection-dominated problems. Though this new solver is very effective in the advection-dominated regime, its performance degrades in cases where diffusion becomes dominant. This is consistent with the fact that in general, reduction-based AMG methods tend to suffer from growth in complexity and/or convergence rates as the problem size is increased, especially for diffusion-dominated problems in two or three dimensions. Motivated by the success of $\ell \text{AIR}$ in the advective regime, our aim in this paper is to generalize the AIR framework with the goal of improving the performance of the solver in diffusion-dominated regimes. To do so, we propose a novel way to combine mode constraints as used commonly in energy-minimization AMG methods with the local approximation of ideal operators used in $\ell \text{AIR}$. The resulting constrained $\ell \text{AIR}$ algorithm is able to achieve fast scalable convergence on advective and diffusive problems. In addition, it is able to achieve standard low complexity hierarchies in the diffusive regime through aggressive coarsening, something that was previously difficult for reduction-based methods.
ABSTRACT Accurate modeling of fracture nucleation and propagation in brittle and ductile materials subjected to dynamic loading is important in predicting material damage and failure under extreme conditions. Phase‐field fracture models have garnered a lot of attention in recent years due to their success in representing damage and fracture processes in a wide class of materials and under a variety of loading conditions. Second‐order phase‐field fracture models are by far the most popular among researchers (and increasingly, among practitioners), but fourth‐order models have started to gain broader acceptance since their more recent introduction. The exact solution corresponding to these high‐order phase‐field fracture models has higher regularity. Thus, numerical solutions of the model equations can achieve improved accuracy and higher spatial convergence rates. In this work, we develop a virtual element framework for the high‐order phase‐field model of dynamic fracture. The virtual element method (VEM) can be regarded as a generalization of the classical finite element method. In addition to many other desirable characteristics, the VEM allows computing on polytopal meshes. Here, we use ‐conforming virtual elements and the generalized‐ time integration method for the momentum balance equation, and adopt ‐conforming virtual elements for the high‐order phase‐field equation. We verify our virtual element framework using classical quasi‐static benchmark problems and demonstrate its capabilities with the aid of numerical simulations of dynamic fracture in brittle materials.
Here, this paper presents for the first time an adaptive immersed approach for level-set topology optimization using higher-order truncated hierarchical B-spline discretizations for design and state variable fields. Boundaries and interfaces are represented implicitly by the iso-contour of one or multiple level-set functions. An immersed finite element method, the eXtended IsoGeometric Analysis, is used to predict the physical response. The proposed optimization framework affords different adaptively refined higher-order B-spline discretizations for individual design and state variable fields. The increased continuity of higher-order B-spline discretizations together with local refinement enables direct control over the accuracy of the representation of each field while simultaneously reducing computational cost compared to uniformly refined discretizations. A flexible mesh adaptation strategy enables local refinement based on geometric measures or physics-based error indicators. These adaptive discretization and analysis approaches are integrated into gradient-based optimization schemes, evaluating the design sensitivities using the adjoint method. Numerical studies illustrate the features of the proposed framework with static, linear elastic, multi-material, two- and three-dimensional problems. The examples provide insight into the effect of refining the design variable field on the optimization result and the convergence rate of the optimization process. Using coarse higher-order B-spline discretizations for level-set fields promotes the development of smooth designs and suppresses the emergence of small features. Moreover, adaptive mesh refinement for state variable fields results in a reduction of overall computational cost. Higher-order B-spline discretizations are especially interesting when evaluating gradients of state variable fields due to their higher inter-element continuity.
This paper proposes a new numerical method for a fully-coupled, quasi-static thermo-poroelasticity model in a unified enriched Galerkin (EG) method framework. In our method, the mechanics sub-problem is solved using a locking-free EG method, and the flow and heat sub-problems are solved using a locally-conservative EG method. The proposed method offers mass and energy conservation properties with much lower costs than other methods with the same properties, including discontinuous Galerkin methods and mixed finite element methods. The well-posedness and optimal a priori error estimates are carefully derived. Here, several numerical tests confirm the theoretical optimal convergence rates and the mass and energy conservation properties of the new method.
Here, we present a new, stochastic variant of the projective splitting (PS) family of algorithms for inclusion problems involving the sum of any finite number of maximal monotone operators. This new variant uses a stochastic oracle to evaluate one of the operators, which is assumed to be Lipschitz continuous, and (deterministic) resolvents to process the remaining operators. Our proposal is the first version of PS with such stochastic capabilities. We envision the primary application being machine learning (ML) problems, with the method’s stochastic features facilitating “mini-batch” sampling of datasets. Since it uses a monotone operator formulation, the method can handle not only Lipschitz-smooth loss minimization, but also min–max and noncooperative game formulations, with better convergence properties than the gradient descent-ascent methods commonly applied in such settings. The proposed method can handle any number of constraints and nonsmooth regularizers via projection and proximal operators. We prove almost-sure convergence of the iterates to a solution and a convergence rate result for the expected residual, and close with numerical experiments on a distributionally robust sparse logistic regression problem.