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NASA NTRS2010

Fast Solution in Sparse LDA for Binary Classification

An algorithm that performs sparse linear discriminant analysis (Sparse-LDA) finds near-optimal solutions in far less time than the prior art when specialized to binary classification (of 2 classes). Sparse-LDA is a type of feature- or variable- selection problem with numerous applications in statistics, machine learning, computer vision, computational finance, operations research, and bio-informatics. Because of its combinatorial nature, feature- or variable-selection problems are NP-hard or computationally intractable in cases involving more than 30 variables or features. Therefore, one typically seeks approximate solutions by means of greedy search algorithms. The prior Sparse-LDA algorithm was a greedy algorithm that considered the best variable or feature to add/ delete to/ from its subsets in order to maximally discriminate between multiple classes of data. The present algorithm is designed for the special but prevalent case of 2-class or binary classification (e.g. 1 vs. 0, functioning vs. malfunctioning, or change versus no change). The present algorithm provides near-optimal solutions on large real-world datasets having hundreds or even thousands of variables or features (e.g. selecting the fewest wavelength bands in a hyperspectral sensor to do terrain classification) and does so in typical computation times of minutes as compared to days or weeks as taken by the prior art. Sparse LDA requires solving generalized eigenvalue problems for a large number of variable subsets (represented by the submatrices of the input within-class and between-class covariance matrices). In the general (fullrank) case, the amount of computation scales at least cubically with the number of variables and thus the size of the problems that can be solved is limited accordingly. However, in binary classification, the principal eigenvalues can be found using a special analytic formula, without resorting to costly iterative techniques. The present algorithm exploits this analytic form along with the inherent sequential nature of greedy search itself. Together this enables the use of highly-efficient partitioned-matrix-inverse techniques that result in large speedups of computation in both the forward-selection and backward-elimination stages of greedy algorithms in general.

Moghaddam, Baback↗

NASA NTRS2004

Application of Simulated Annealing and Related Algorithms to TWTA Design

Simulated Annealing (SA) is a stochastic optimization algorithm used to search for global minima in complex design surfaces where exhaustive searches are not computationally feasible. The algorithm is derived by simulating the annealing process, whereby a solid is heated to a liquid state and then cooled slowly to reach thermodynamic equilibrium at each temperature. The idea is that atoms in the solid continually bond and re-bond at various quantum energy levels, and with sufficient cooling time they will rearrange at the minimum energy state to form a perfect crystal. The distribution of energy levels is given by the Boltzmann distribution: as temperature drops, the probability of the presence of high-energy bonds decreases. In searching for an optimal design, local minima and discontinuities are often present in a design surface. SA presents a distinct advantage over other optimization algorithms in its ability to escape from these local minima. Just as high-energy atomic configurations are visited in the actual annealing process in order to eventually reach the minimum energy state, in SA highly non-optimal configurations are visited in order to find otherwise inaccessible global minima. The SA algorithm produces a Markov chain of points in the design space at each temperature, with a monotonically decreasing temperature. A random point is started upon, and the objective function is evaluated at that point. A stochastic perturbation is then made to the parameters of the point to arrive at a proposed new point in the design space, at which the objection function is evaluated as well. If the change in objective function values (Delta)E is negative, the proposed new point is accepted. If (Delta)E is positive, the proposed new point is accepted according to the Metropolis criterion: rho((Delta)f) = exp((-Delta)E/T), where T is the temperature for the current Markov chain. The process then repeats for the remainder of the Markov chain, after which the temperature is decremented and the process repeats. Eventually (and hopefully), a near-globally optimal solution is attained as T approaches zero. Several exciting variants of SA have recently emerged, including Discrete-State Simulated Annealing (DSSA) and Simulated Tempering (ST). The DSSA algorithm takes the thermodynamic analogy one step further by categorizing objective function evaluations into discrete states. In doing so, many of the case-specific problems associated with fine-tuning the SA algorithm can be avoided; for example, theoretical approximations for the initial and final temperature can be derived independently of the case. In this manner, DSSA provides a scheme that is more robust with respect to widely differing design surfaces. ST differs from SA in that the temperature T becomes an additional random variable in the optimization. The system is also kept in equilibrium as the temperature changes, as opposed to the system being driven out of equilibrium as temperature changes in SA. ST is designed to overcome obstacles in design surfaces where numerous local minima are separated by high barriers. These algorithms are incorporated into the optimal design of the traveling-wave tube amplifier (TWTA). The area under scrutiny is the collector, in which it would be ideal to use negative potential to decelerate the spent electron beam to zero kinetic energy just as it reaches the collector surface. In reality this is not plausible due to a number of physical limitations, including repulsion and differing levels of kinetic energy among individual electrons. Instead, the collector is designed with multiple stages depressed below ground potential. The design of this multiple-stage collector is the optimization problem of interest. One remaining problem in SA and DSSA is the difficulty in determining when equilibrium has been reached so that the current Markov chain can be terminated. It has been suggested in recent literature that simulating the thermodynamic properties opecific heat, entropy, and internal energy from the Boltzmann distribution can provide good indicators of having reached equilibrium at a certain temperature. These properties are tested for their efficacy and implemented in SA and DSSA code with respect to TWTA collector optimization.

Radke, Eric M.↗

NASA NTRS1981

Interpolating for the location of remote sensor data

An interpolation algorithm is presented as a practical alternative to common interpolation and approximation methods when applied to the problem of determining the location of remote sensor data. This algorithm is based upon knowledge of the geometry of the problem and is shown to be inherently more accurate than common interpolation schemes which may be applied to all types of data. A practical location problem is used to demonstrate its accuracy and computational cost.

Puccinelli, E. F.↗

DOE OSTI2022

Transport error estimation using residual Monte Carlo

The residual Monte Carlo (RMC) method is also known in the literature as sequential Monte Carlo and reduced-source Monte Carlo. Given a Monte Carlo method for solving a linear equation and an approximate solution to that system, the residual method enables use of essentially the same Monte Carlo algorithm to directly compute the additive error or “defect” associated with the approximate solution. As the size of the defect decreases relative to the size of the solution, the residual Monte Carlo method becomes increasingly efficient relative to the standard Monte Carlo (SMC) method. Here we present a new RMC algorithm for evaluating the space-angle error in S n radiation transport solutions, and provide computational examples demonstrating that it can be far more efficient than SMC for this purpose. Herein we also describe a particular pitfall that must be avoided if RMC is to be efficient, and explain why the performance of RMC can significantly differ between different transport problems and different quantities of interest for the same problem.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Solving the $k$-Sparse Eigenvalue Problem with Reinforcement Learning

We examine the possibility of using a reinforcement learning (RL) algorithm to solve large-scale eigenvalue problems in which the desired the eigenvector can be approximated by a sparse vector with at most k nonzero elements, where k is relatively small compare to the dimension of the matrix to be partially diagonalized. Here, this type of problem arises in applications in which the desired eigenvector exhibits localization properties and in large-scale eigenvalue computations in which the amount of computational resource is limited. When the positions of these nonzero elements can be determined, we can obtain the k-sparse approximation to the original problem by computing eigenvalues of a k × k submatrix extracted from k rows and columns of the original matrix. We review a previously developed greedy algorithm for incrementally probing the positions of the nonzero elements in a k-sparse approximate eigenvector and show that the greedy algorithm can be improved by using an RL method to refine the selection of k rows and columns of the original matrix. We describe how to represent states, actions, rewards and policies in an RL algorithm designed to solve the k-sparse eigenvalue problem and demonstrate the effectiveness of the RL algorithm on two examples originating from quantum many-body physics.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

Dimension Reduction and Redundancy Removal through Successive Schmidt Decompositions

Quantum computers are believed to have the ability to process huge data sizes, which can be seen in machine learning applications. In these applications, the data, in general, are classical. Therefore, to process them on a quantum computer, there is a need for efficient methods that can be used to map classical data on quantum states in a concise manner. On the other hand, to verify the results of quantum computers and study quantum algorithms, we need to be able to approximate quantum operations into forms that are easier to simulate on classical computers with some errors. Motivated by these needs, in this paper, we study the approximation of matrices and vectors by using their tensor products obtained through successive Schmidt decompositions. We show that data with distributions such as uniform, Poisson, exponential, or similar to these distributions can be approximated by using only a few terms, which can be easily mapped onto quantum circuits. The examples include random data with different distributions, the Gram matrices of iris flower, handwritten digits, 20newsgroup, and labeled faces in the wild. Similarly, some quantum operations, such as quantum Fourier transform and variational quantum circuits with a small depth, may also be approximated with a few terms that are easier to simulate on classical computers. Furthermore, we show how the method can be used to simplify quantum Hamiltonians: In particular, we show the application to randomly generated transverse field Ising model Hamiltonians. The reduced Hamiltonians can be mapped into quantum circuits easily and, therefore, can be simulated more efficiently.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1997

Dynamic Forms: Application to Aircraft Guidance - Part 2

The paper describes a method for guiding a dynamic system through a given set of points. The paradigm is a fully automatic aircraft subject to air traffic control (ATC). The ATC provides a sequence of waypoints through which the aircraft trajectory must pass. The waypoints typically specify time, position, and velocity. The guidance problem is to synthesize a system state trajectory that satisfies both the ATC and aircraft constraints. Complications arise because the controlled process is multidimensional, multiaxis, nonlinear, highly coupled, and the state space is not flat. In addition, there is a multitude of operating modes, which may number in the hundreds. Each such mode defines a distinct state space model of the process by specifying the state space coordinatization, the partition of the controls into active controls and configuration controls, and the output map. Furthermore, mode transitions are required to be smooth. The proposed guidance algorithm is based on the inversion of the pure feedback approximation, followed by correction for the effects of zero dynamics. The paper describes the structure and major modules of the algorithm, and the performance is illustrated by several example aircraft maneuvers.

Meyer, George↗

NASA NTRS2021

Fast Near-Optimal Heterogeneous Task Allocation via Flow Decomposition

Multi-robot systems are uniquely well-suited to perform complex tasks such as patrolling and tracking, infor- mation gathering, and pick-up and delivery problems, offering significantly higher performance than single-robot systems. A fundamental building block in most multi-robot systems is dynamic task allocation: assigning robots to tasks (e.g., patrolling an area, or servicing a transportation request) as they appear based on the robots’ states to maximize reward. In many practical situations, the allocation must account for potentially heteroge- neous capabilities (e.g., availability of appropriate sensors or actuators) to ensure the feasibility of execution, and exploit predictive information concerning the likelihood of future tasks to promote a higher reward over a long time horizon. To this end, we present an efficient algorithm for predictive heterogeneous task- allocation achieving an approximation factor of at least 1/2 of the optimal reward. Our approach demonstrates that the problem can be decomposed into several homogeneous subproblems that can be solved efficiently using min-cost flow. Through simulation experiments, we show that our algorithm is faster by several orders of magnitude than a MILP-based approach.

Pavone, Marco↗

DOE OSTI2021

Randomized Sketching Algorithms for Low-Memory Dynamic Optimization

This paper develops a novel limited-memory method to solve dynamic optimization problems. The memory requirements for such problems often present a major obstacle, particularly for problems with PDE constraints such as optimal flow control, full waveform inversion, and optical tomography. In these problems, PDE constraints uniquely determine the state of a physical system for a given control; the goal is to find the value of the control that minimizes an objective. While the control is often low dimensional, the state is typically more expensive to store. This paper suggests using randomized matrix approximation to compress the state as it is generated and shows how to use the compressed state to reliably solve the original dynamic optimization problem. Concretely, the compressed state is used to compute approximate gradients and to apply the Hessian to vectors. The approximation error in these quantities is controlled by the target rank of the sketch. This approximate first- and second-order information can readily be used in any optimization algorithm. As an example, we develop a sketched trust-region method that adaptively chooses the target rank using a posteriori error information and provably converges to a stationary point of the original problem. Numerical experiments with the sketched trust-region method show promising performance on challenging problems such as the optimal control of an advection-reaction-diffusion equation and the optimal control of fluid flow past a cylinder.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2020

Success and breakdown of the T-matrix approximation for phonon-disorder scattering

Here, we examine the validity of the widely used T-matrix approximation for treating phonon-disorder scattering by implementing an unfolding algorithm that allows simulation of disorder up to tens of millions of atoms. The T-matrix approximation breaks down for low-energy flexure phonons that play an important role in thermal transport in two-dimensional materials. Furthermore, insights are developed into the success of the T-matrix approximation in describing maximally mass disordered systems. To achieve this, the phonon unfolding formalism is generalized to describe mass disorder and strongly nonperturbative features of the spectrum are connected to the Boltzmann quasiparticle picture.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

NASA NTRS1999

An O(Nm(sup 2)) Plane Solver for the Compressible Navier-Stokes Equations

A hierarchical multigrid algorithm for efficient steady solutions to the two-dimensional compressible Navier-Stokes equations is developed and demonstrated. The algorithm applies multigrid in two ways: a Full Approximation Scheme (FAS) for a nonlinear residual equation and a Correction Scheme (CS) for a linearized defect correction implicit equation. Multigrid analyses which include the effect of boundary conditions in one direction are used to estimate the convergence rate of the algorithm for a model convection equation. Three alternating-line- implicit algorithms are compared in terms of efficiency. The analyses indicate that full multigrid efficiency is not attained in the general case; the number of cycles to attain convergence is dependent on the mesh density for high-frequency cross-stream variations. However, the dependence is reasonably small and fast convergence is eventually attained for any given frequency with either the FAS or the CS scheme alone. The paper summarizes numerical computations for which convergence has been attained to within truncation error in a few multigrid cycles for both inviscid and viscous ow simulations on highly stretched meshes.

Thomas, J. L.↗

NASA NTRS1991

A new finite element formulation for computational fluid dynamics. IX - Fourier analysis of space-time Galerkin/least-squares algorithms

A Fourier stability and accuracy analysis of the space-time Galerkin/least-squares method as applied to a time-dependent advective-diffusive model problem is presented. Two time discretizations are studied: a constant-in-time approximation and a linear-in-time approximation. Corresponding space-time predictor multi-corrector algorithms are also derived and studied. The behavior of the space-time algorithms is compared to algorithms based on semidiscrete formulations.

Shakib, Farzin↗

NASA NTRS2006

Algorithm for Rapid Searching Among Star-Catalog Entries

An algorithm searches a star catalog to identify guide stars within the field of view of a telescope or camera. The algorithm is fast: the number of computations needed to perform the search is approximately proportional to the logarithm of the number of stars in the catalog. The algorithm requires the prior organization of the star catalog into a hierarchy utilizing independent spherical coverings (see figure), such that each successively higher level contains fewer elements. In the lowest and most numerous level of the hierarchy, the elements are individual stars in the star catalog. The next higher level contains a spherical covering (a constellation of n points on a sphere that minimizes the maximum distance of any point on the sphere from the closest one of the n points), the next higher level contains a smaller spherical covering, and so forth, ending at the highest level, which contains one element representing the point of entry into the search structure. With necessary exceptions at the lowest and highest levels, each element at each level is labeled in terms of the element to which it is linked in the next higher level and the first element to which it is linked in the next lower level. Each element is also labeled in terms of (1) its coordinates on the celestial sphere and (2) the largest angular distance to any element in any lower level in the hierarchy. The elements at all levels of the hierarchy are numbered on a single list, such that the elements of each constellation at each level are numbered consecutively. The algorithm is recursive. The input required to start the algorithm comprises the coordinates of a point on the celestial sphere. Attention is then focused on individual elements of the hierarchy, starting from the topmost one, as follows: The angle between the input point and the element under consideration is calculated. If the calculated angle is larger than the sum of (1) the predetermined angle to the most distant element plus (2) the half field of view of the telescope, then no stars will be within the field of view and this recursive part of the algorithm is terminated.

Liebe, Carl Christian↗

DOE OSTI2023

Performance evaluation of cosmic ray muon trajectory estimation algorithms

Muons, being elementary particles with minimal interaction with nuclear materials and abundant at sea level, have sparked interest in utilizing them for imaging various applications, such as mining [Borselli et al., Sci. Rep. 12, 22329 (2022)], volcano imaging [Nagamine et al., Nucl. Instrum. Meth. A, 356, 585(1995)], and underground tunnel detection [Guardincerri et al., Pure Appl. Geophys. 174, 2133 (2017)]. Recently, their use in nuclear nonproliferation and safeguard verification has gained attention, particularly in cargo screening for nuclear waste smuggling [Baesso et al., J. Instrum. 9, C10041 (2014)], source localization [L. J. Schultz et al., Nucl. Instrum. Meth. A 519, 687 (2004)], and locating nuclear fuel debris in reactors [Borozdin et al., Phys. Rev. Let. 109, 152501 (2012)]. However, the resolution of muon image reconstruction techniques is limited due to multiple Coulomb scattering (MCS) within the target object. To achieve robust muon tomography, it is crucial to develop efficient and flexible physics-based algorithms that can model the MCS process accurately and estimate the most probable trajectory of muons as they pass through the target object. To address this limitation, in this study, a novel algorithmic approach utilizing the Bayesian probability theory and Gaussian approximation of MCS is chosen. Different energy levels, materials, and target sizes were considered in the evaluations. The results demonstrate that the Generalized Muon Trajectory Estimation (GMTE) algorithm offers significant improvements over currently used algorithms. Across all test scenarios, the GMTE algorithm demonstrated ~50% and 38% increase in precision compared to Straight Line Path (SLP) and Point of Closest Approach (PoCA) algorithms, respectively. Furthermore, it exhibited 10%–35% and 10%–15% increases in muon flux utilization for high and medium Z materials, respectively, compared to the PoCA algorithm. In conclusion, the extensive simulations confirm the enhanced performance and efficiency of the GMTE algorithm, offering improved resolution and reduced measurement time for cosmic ray muon imaging compared to the current SLP and PoCA algorithms.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS2012

Filling-in of Near-infrared Solar Lines by Terrestrial Fluorescence and Other Geophysical Effects: Simulations and Space-based Observations from SCIAMACHY and GOSAT

Global mapping of terrestrial vegetation fluorescence from space has recently been accomplished with high spectral resolution (nu/nu greater than 35 000) measurements from the Japanese Greenhouse gases Observing SAellite (GOSAT). These data are of interest because they can potentially provide global information on the functional status of vegetation including light-use efficiency and global primary productivity that can be used for global carbon cycle modeling. Quantifying the impact of fluorescence on the O2-A band is important as this band is used for photon pathlength characterization in cloud- and aerosol-contaminated pixels for trace-gas retrievals including CO2. Here, we examine whether fluorescence information can be derived from space using potentially lower-cost hyperspectral instrumentation, i.e., more than an order of magnitude less spectral resolution (nu/nu approximately 1600) than GOSAT, with a relatively simple algorithm. We discuss laboratory measurements of fluorescence near one of the few wide and deep solar Fraunhofer lines in the long-wave tail of the fluorescence emission region, the calcium (Ca) II line at 866 nm that is observable with a spectral resolution of approximately 0.5 nm. The filling-in of the Ca II line due to additive signals from various atmospheric and terrestrial effects, including fluorescence, is simulated. We then examine filling-in of this line using the SCanning Imaging Absorption spectroMeter for Atmospheric CHartographY (SCIAMACHY) satellite instrument. In order to interpret the satellite measurements, we developed a general approach to correct for various instrumental artifacts that produce false filling-in of solar lines in satellite measurements. The approach is applied to SCIAMACHY at the 866 nm Ca II line and to GOSAT at 758 and 770 nm on the shoulders of the O2-A feature where there are several strong solar Fraunhofer lines that are filled in primarily by vegetation fluorescence. Finally, we compare temporal and spatial variations of SCIAMACHY additive signals with those of GOSAT and the Enhanced Vegetation Index (EVI) from the MODerate-resolution Imaging Spectroradiometer (MODIS). Although the derived additive signals from SCIAMACHY are extremely weak at 866 nm, their spatial and temporal variations are consistent with chlorophyll a fluorescence or another vegetation-related source. We also show that fillingin occurs at 866 nm over some barren areas, possibly originating from luminescent minerals in rock and soil.

vegetation↗

NASA NTRS1975

Implicit approximate-factorization schemes for the low-frequency transonic equation

Two- and three-level implicit finite-difference algorithms for the low-frequency transonic small disturbance-equation are constructed using approximate factorization techniques. The schemes are unconditionally stable for the model linear problem. For nonlinear mixed flows, the schemes maintain stability by the use of conservatively switched difference operators for which stability is maintained only if shock propagation is restricted to be less than one spatial grid point per time step. The shock-capturing properties of the schemes were studied for various shock motions that might be encountered in problems of engineering interest. Computed results for a model airfoil problem that produces a flow field similar to that about a helicopter rotor in forward flight show the development of a shock wave and its subsequent propagation upstream off the front of the airfoil.

Ballhaus, W. F.↗

NASA NTRS2002

Higher Order Time Integration Schemes for the Unsteady Navier-Stokes Equations on Unstructured Meshes

The efficiency gains obtained using higher-order implicit Runge-Kutta schemes as compared with the second-order accurate backward difference schemes for the unsteady Navier-Stokes equations are investigated. Three different algorithms for solving the nonlinear system of equations arising at each timestep are presented. The first algorithm (NMG) is a pseudo-time-stepping scheme which employs a non-linear full approximation storage (FAS) agglomeration multigrid method to accelerate convergence. The other two algorithms are based on Inexact Newton's methods. The linear system arising at each Newton step is solved using iterative/Krylov techniques and left preconditioning is used to accelerate convergence of the linear solvers. One of the methods (LMG) uses Richardson's iterative scheme for solving the linear system at each Newton step while the other (PGMRES) uses the Generalized Minimal Residual method. Results demonstrating the relative superiority of these Newton's methods based schemes are presented. Efficiency gains as high as 10 are obtained by combining the higher-order time integration schemes with the more efficient nonlinear solvers.

Jothiprasad, Giridhar↗

NASA NTRS1991

Sinc-Galerkin estimation of diffusivity in parabolic problems

A fully Sinc-Galerkin method for the numerical recovery of spatially varying diffusion coefficients in linear partial differential equations is presented. Because the parameter recovery problems are inherently ill-posed, an output error criterion in conjunction with Tikhonov regularization is used to formulate them as infinite-dimensional minimization problems. The forward problems are discretized with a sinc basis in both the spatial and temporal domains thus yielding an approximate solution which displays an exponential convergence rate and is valid on the infinite time interval. The minimization problems are then solved via a quasi-Newton/trust region algorithm. The L-curve technique for determining an approximate value of the regularization parameter is briefly discussed, and numerical examples are given which show the applicability of the method both for problems with noise-free data as well as for those whose data contains white noise.

Smith, Ralph C.↗