Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “stochastic gradient”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 73 records · Page 4

Stochastic minibatch approach to the ptychographic iterative engine

The ptychographic iterative engine (PIE) is a widely used algorithm that enables phase retrieval at nanometer-scale resolution over a wide range of imaging experiment configurations. By analyzing diffraction intensities from multiple scanning locations where a probing wavefield interacts with a sample, the algorithm solves a difficult optimization problem with constraints derived from the experimental geometry as well as sample properties. The effectiveness at which this optimization problem is solved is highly dependent on the ordering in which we use the measured diffraction intensities in the algorithm, and random ordering is widely used due to the limited ability to escape from stagnation in poor-quality local solutions. In this study, we introduce an extension to the PIE algorithm that uses ideas popularized in recent machine learning training methods, in this case minibatch stochastic gradient descent. Our results demonstrate that these new techniques significantly improve the convergence properties of the PIE numerical optimization problem.

47 OTHER INSTRUMENTATION↗

GentenMPI: Distributed Memory Sparse Tensor Decomposition

GentenMPl is a toolkit of sparse canonical polyadic (CP) tensor decomposition algorithms that is designed to run effectively on distributed-memory high-performance computers. Its use of distributed-memory parallelism enables it to efficiently decompose tensors that are too large for a single compute node's memory. GentenMPl leverages Sandia's decades-long investment in the Trilinos solver framework for much of its parallel-computation capability. Trilinos contains numerical algorithms and linear algebra classes that have been optimized for parallel simulation of complex physical phenomena. This work applies these tools to the data science problem of sparse tensor decomposition. In this report, we describe the use of Trilinos in GentenMPl, extensions needed for sparse tensor decomposition, and implementations of the CP-ALS (CP via alternating least squares) and GCP-SGD (generalized CP via stochastic gradient descent) sparse tensor decomposition algorithms. We show that GentenMPl can decompose sparse tensors of extreme size, e.g., a 12.6-terabyte tensor on 8192 computer cores. We demonstrate that the Trilinos backbone provides good strong and weak scaling of the tensor decomposition algorithms.

97 MATHEMATICS AND COMPUTING↗

Randomized Algorithms for Scientific Computing (RASC)

Randomized algorithms have propelled advances in artificial intelligence (AI) and represent a foundational research area in advancing AI for Science. Future advancements in DOE Office of Science priority areas such as climate science, astrophysics, fusion, advanced materials, combustion, and quantum computing all require randomized algorithms for surmounting challenges of complexity, robustness, and scalability. Advances in data collection and numerical simulation have changed the dynamics of scientific research and motivate the need for randomized algorithms. For instance, advances in imaging technologies such as X-ray ptychography, electron microscopy, electron energy loss spectroscopy, or adaptive optics lattice light-sheet microscopy collect hyperspectral imaging and scattering data in terabytes, at breakneck speed enabled by state-of-the-art detectors. The data collection is exceptionally fast compared with its analysis. Likewise, advances in high-performance architectures have made exascale computing a reality and changed the economies of scientific computing in the process. Floating-point operations that create data are essentially free in comparison with data movement. Thus far, most approaches have focused on creating faster hardware. Ironically, this faster hardware has exacerbated the problem by making data still easier to create. Under such an onslaught, scientists often resort to heuristic deterministic sampling schemes (e.g., low-precision arithmetic, sampling every nth element) and sacrifice potentially valuable accuracy. Dramatically better results can be achieved via randomized algorithms, reducing the data size as much as or more than naive deterministic subsampling can achieve, while retaining the high accuracy of computing on the full data set. By randomized algorithms we mean those algorithms that employ some form of randomness in internal algorithmic decisions to accelerate time to solution, increase scalability, or improve reliability. Examples include matrix sketching for solving large-scale least-squares problems (see Figure 1) and stochastic gradient descent for training machine learning models. We are not recommending heuristic methods but rather randomized algorithms that have certificates of correctness and probabilistic guarantees of optimality and near-optimality. Such approaches can be useful beyond acceleration, for example, in understanding how to avoid measure zero worst-case scenarios that plague methods such as QR matrix factorization.

97 MATHEMATICS AND COMPUTING↗

Streaming Generalized Canonical Polyadic Tensor Decompositions

In this paper, we develop a method which we call OnlineGCP for computing the Generalized Canonical Polyadic (GCP) tensor decomposition of streaming data. GCP differs from traditional canonical polyadic (CP) tensor decompositions as it allows for arbitrary objective functions which the CP model attempts to minimize. This approach can provide better fits and more interpretable models when the observed tensor data is strongly non-Gaussian. In the streaming case, tensor data is gradually observed over time and the algorithm must incrementally update a GCP factorization with limited access to prior data. In this work, we extend the GCP formalism to the streaming context by deriving a GCP optimization problem to be solved as new tensor data is observed, formulate a tunable history term to balance reconstruction of recently observed data with data observed in the past, develop a scalable solution strategy based on segregated solves using stochastic gradient descent methods, describe a software implementation that provides performance and portability to contemporary CPU and GPU architectures and integrates with Matlab for enhanced usability, and demonstrate the utility and performance of the approach and software on several synthetic and real tensor data sets.

97 MATHEMATICS AND COMPUTING↗

Scalable and Energy-Efficient Methods for Interactive Exploration of Scientific Data

The main scientific contributions of this project are the following novel concepts for multidimensional arrays: shape-based similarity join (SIGMOD 2016), incremental view maintenance (SIGMOD 2017), user-defined stencil functions (HPDC 2017), and distributed caching for in-situ processing (SSDBM 2018). Building on our collaboration with the astrophysics group at LBNL, we applied these techniques to the data generated in the Palomar Transient Factory (PTF) astronomical survey. They played a pivotal role in the first-ever observation of a neutron star merger, which produces gravitational waves and turns out to be the origin of heavy elements, including gold. This has lead to a Science magazine article that has received extensive media coverage on ACM TechNews, Slashdot, FiveThirtyEight, and Quanta Magazine, among others. Additionally, two other articles detailing related aspects of the same discovery have been published in the Astrophysical Journal Letters journal. These publications have more than 3,000 citations according to Google Scholar (as of February 2022). This cross-disciplinary collaboration provided very good opportunities to apply database techniques to real-life scientific problems. The fact that they facilitated major discoveries in astrophysics proves the importance of our research. In addition to the work on multidimensional array databases, this project has also developed stochastic gradient descent (SGD) optimization algorithms for training large scale machine learning models, methods for querying in-situ data, and a database query optimizer based on sketch synopses.

79 ASTRONOMY AND ASTROPHYSICS↗

Scalable Second Order Optimization for Machine Learning

Many machine learning (ML) training tasks are essentially optimization processes that would at first glance appear eminently parallelizable and scalable. However, effective acceleration of these tasks with scalable parallel hardware has proven to be elusive. While standard methods for machine learning, e.g., stochastic gradient descent (SGD) for DNNs, tend to be resource efficient, they appear to be fundamentally sequential in nature.

97 MATHEMATICS AND COMPUTING↗

Trustworthy Physics-Informed Deep Learning for Predictive Scientific Computing

This project has developed powerful trustworthy physics-informed deep learning (TPiDL) models and methods to fundamentally enhance the scale and power of computational modeling in the scientific and engineering domains. Deep learning (DL) has radically advanced the state-of-the-art in machine learning, computer vision, natural language processing, and also scientific computing. Nevertheless, progress has been driven almost entirely by empirical observations, hacks, and tricks. Under the support of this project, the graph operator learning tools and advanced trustworthy physical informed neural networks have been developed. In addition, stochastic gradient replica-exchange Markov Chain Monte Carlo (MCMC) sampling algorithms have been designed to quantify the uncertainties and speed up the training of large-scale neural networks.

97 MATHEMATICS AND COMPUTING↗

An Adaptive Optimizer for Measurement-Frugal Variational Algorithms

Variational hybrid quantum-classical algorithms (VHQCAs) have the potential to be useful in the era of near-term quantum computing. However, recently there has been concern regarding the number of measurements needed for convergence of VHQCAs. Here, we address this concern by investigating the classical optimizer in VHQCAs. We introduce a novel optimizer called individual Coupled Adaptive Number of Shots (iCANS). This adaptive optimizer frugally selects the number of measurements (i.e., number of shots) both for a given iteration and for a given partial derivative in a stochastic gradient descent. We numerically simulate the performance of iCANS for the variational quantum eigensolver and for variational quantum compiling, with and without noise. In all cases, and especially in the noisy case, iCANS tends to out-perform state-of-the-art optimizers for VHQCAs. We therefore believe this adaptive optimizer will be useful for realistic VHQCA implementations, where the number of measurements is limited.

97 MATHEMATICS AND COMPUTING↗

Reinforcement Learning-based Output Structured Feedback for Distributed Multi-Area Power System Frequency Control

Load frequency control (LFC) is a key factor to maintain the stable frequency in multi-area power systems. As the modern power systems evolve from centralized to decentralized paradigm, LFC needs to consider the decentralized scheme that considers limited information from the information-exchange graph for the generator control of each interconnected area. This paper aims to solve a data-driven constrained LQR problem with mean-variance risk constraints and output structured feedback, and applies this framework to solve the LFC problem in multi-area power systems. By reformulating the constrained optimization problem into a minimax problem, the stochastic gradient descent max-oracle (SGDmax) algorithm with zero-order policy gradient (ZOPG) is adopted to find the optimal feedback gain from the learning, while guaranteeing the convergence. In addition, to improve the adaptation of the proposed learning method to new or varying models, we construct an emulator grid that approximates the dynamics of a physical grid and performs training based on this model. Once the feedback gain is obtained from the emulator grid, it is applied to the physical grid with a robustness test to check whether the controller from the approximated emulator applies to the actual system. Numerical tests show that the obtained feedback controller can successfully control the frequency of each area, while mitigating the uncertainty from the loads, with reliable robustness that ensures the adaptability of the obtained feedback gain to the actual physical grid.

Kwon, Kyung-bin↗

Patterns, drivers, and a predictive model of dam removal cost in the United States

Given the burgeoning dam removal movement and the large number of dams approaching obsolescence in the United States, cost estimating data and tools are needed for dam removal prioritization, planning, and execution. We used the list of removed dams compiled by American Rivers to search for publicly available reported costs for dam removal projects. Total cost information could include component costs related to project planning, dam deconstruction, monitoring, and several categories of mitigation activities. We compiled reported costs from 455 unique sources for 668 dams removed in the United States from 1965 to 2020. The dam removals occurred within 571 unique projects involving 1–18 dams. When adjusted for inflation into 2020 USD, cost of these projects totaled $\$1.522$ billion, with per-dam costs ranging from $\$1$ thousand (k) to $\$268.8$ million (M). The median cost for dam removals was $\$157$k, $\$823$k, and $\$6.2$M for dams that were< 5 m, between 5–10 m, and > 10 m in height, respectively. Geographic differences in total costs showed that northern states in general, and the Pacific Northwest in particular, spent the most on dam removal. The Midwest and the Northeast spent proportionally more on removal of dams less than 5 m in height, whereas the Northwest and Southwest spent the most on larger dam removals > 10 m tall. We used stochastic gradient boosting with quantile regression to model dam removal cost against potential predictor variables including dam characteristics (dam height and material), hydrography (average annual discharge and drainage area), project complexity (inferred from construction and sediment management, mitigation, and post-removal cost drivers), and geographic region. Dam height, annual average discharge at the dam site, and project complexity were the predominant drivers of removal cost. The final model had an R 2 of 57% and when applied to a test dataset model predictions had a root mean squared error of $\$5.09$M and a mean absolute error of $\$1.45$M, indicating its potential utility to predict estimated costs of dam removal. We developed a R shiny application for estimating dam removal costs using customized model inputs for exploratory analyses and potential dam removal planning.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

General-Purpose Bayesian Tensor Learning With Automatic Rank Determination and Uncertainty Quantification

A major challenge in many machine learning tasks is that the model expressive power depends on model size. Low-rank tensor methods are an efficient tool for handling the curse of dimensionality in many large-scale machine learning models. The major challenges in training a tensor learning model include how to process the high-volume data, how to determine the tensor rank automatically, and how to estimate the uncertainty of the results. While existing tensor learning focuses on a specific task, this paper proposes a generic Bayesian framework that can be employed to solve a broad class of tensor learning problems such as tensor completion, tensor regression, and tensorized neural networks. We develop a low-rank tensor prior for automatic rank determination in nonlinear problems. Our method is implemented with both stochastic gradient Hamiltonian Monte Carlo (SGHMC) and Stein Variational Gradient Descent (SVGD). We compare the automatic rank determination and uncertainty quantification of these two solvers. We demonstrate that our proposed method can determine the tensor rank automatically and can quantify the uncertainty of the obtained results. We validate our framework on tensor completion tasks and tensorized neural network training tasks.

Bayesian inference↗

NSGA-PINN: A Multi-Objective Optimization Method for Physics-Informed Neural Network Training

This paper presents NSGA-PINN, a multi-objective optimization framework for the effective training of physics-informed neural networks (PINNs). The proposed framework uses the non-dominated sorting genetic algorithm (NSGA-II) to enable traditional stochastic gradient optimization algorithms (e.g., ADAM) to escape local minima effectively. Additionally, the NSGA-II algorithm enables satisfying the initial and boundary conditions encoded into the loss function during physics-informed training precisely. We demonstrate the effectiveness of our framework by applying NSGA-PINN to several ordinary and partial differential equation problems. In particular, we show that the proposed framework can handle challenging inverse problems with noisy data.

Lu, Binghang (ORCID:0009000160016632)↗

Method and apparatus for constructing informative outcomes to guide multi-policy decision making

In Multi-Policy Decision-Making (MPDM), many computationally-expensive forward simulations are performed in order to predict the performance of a set of candidate policies. In risk-aware formulations of MPDM, only the worst outcomes affect the decision making process, and efficiently finding these influential outcomes becomes the core challenge. Recently, stochastic gradient optimization algorithms, using a heuristic function, were shown to be significantly superior to random sampling. In this disclosure, it was shown that accurate gradients can be computed-even through a complex forward simulation—using approaches similar to those in dep networks. The proposed approach finds influential outcomes more reliably, and is faster than earlier methods, allowing one to evaluate more policies while simultaneously eliminating the need to design an easily-differentiable heuristic function.

Olson, Edwin↗

Optimization using pathwise algorithmic derivatives of electromagnetic shower simulations

Among the well-known methods to approximate derivatives of expectancies computed by Monte-Carlo simulations, averages of pathwise derivatives are often the easiest one to apply. Computing them via algorithmic differentiation typically does not require major manual analysis and rewriting of the code, even for very complex programs like simulations of particle-detector interactions in high-energy physics. However, the pathwise derivative estimator can be biased if there are discontinuities in the program, which may diminish its value for applications. This work integrates algorithmic differentiation into the electromagnetic shower simulation code HepEmShow based on G4HepEm, allowing us to study how well pathwise derivatives approximate derivatives of energy depositions in a sampling calorimeter with respect to parameters of the beam and geometry. We found that when multiple scattering is disabled in the simulation, means of pathwise derivatives converge quickly to their expected values, and these are close to the actual derivatives of the energy deposition. Additionally, we demonstrate the applicability of this novel gradient estimator for stochastic gradient-based optimization in a model example.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Particle transport in Markov stochastic mixtures with spatial gradients

Markov geometries are a prototype class of stochastic media that are widely used to model complex disordered systems. In a series of recent works, we have shown that spatially homogeneous (but possibly non-isotropic) Poisson tessellations can be conveniently used in order to generate three-dimensional realizations of Markov media and thus characterize the features of particle transport e.g. in fragmented fuel elements following severe nuclear accidents or Rayleigh-Taylor turbulent mixing for inertial confinement fusion. In this paper we show that Poisson tessellations can be extended to take into account the presence of spatial gradients, which commonly occur in real-world applications due to material stratification. For this purpose, we will provide an explicit construction of spatially-non-homogeneous Poisson tessellations, fully characterize their statistical properties, and finally illustrate the behaviour of particle transport in such random media. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Heat Transport Hysteresis Generated Through Frequency Switching of a Time-Dependent Temperature Gradient

A stochastic energetics framework is applied to examine how periodically shifting the frequency of a time-dependent oscillating temperature gradient affects heat transport in a nanoscale molecular model. We specifically examine the effects that frequency switching, i.e., instantaneously changing the oscillation frequency of the temperature gradient, has on the shape of the heat transport hysteresis curves generated by a particle connected to two thermal baths, each with a temperature that is oscillating in time. Analytical expressions are derived for the energy fluxes in/out of the system and the baths, with excellent agreement observed between the analytical expressions and the results from nonequilibrium molecular dynamics simulations. We find that the shape of the heat transport hysteresis curves can be significantly altered by shifting the frequency between fast and slow oscillation regimes. We also observe the emergence of features in the hysteresis curves such as pinched loops and complex multi-loop patterns due to the frequency shifting. The presented results have implications in the design of thermal neuromorphic devices such as thermal memristors and thermal memcapacitors.

36 MATERIALS SCIENCE↗

Stochastic renormalization group and gradient flow

A non-perturbative and continuous definition of RG transformations as stochastic processes is proposed, inspired by the observation that the functional RG equations for effective Boltzmann factors may be interpreted as Fokker-Planck equations. The result implies a new approach to Monte Carlo RG that is amenable to lattice simulation. Long-distance correlations of the effective theory are shown to approach gradient-flowed correlations, which are simpler to measure. The Markov property of the stochastic RG transformation implies an RG scaling formula which allows for the measurement of anomalous dimensions when transcribed into gradient flow expectation values.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Formulation and solution approach for calibrating activity-based travel demand model-system via microsimulation

This study addresses the problem of calibrating utility-maximizing nested logit activity-based travel demand model-systems. After estimation, it is common practice to use aggregate measurements to calibrate the estimated model-system’s parameters prior to their application in transportation planning, policy making, and operations. However, calibration of activity-based model-systems has received much less attention. Existing calibration approaches are myopic heuristics in the sense that they do not consider the fundamental inter-dependencies among choice-models and do not have a systematic way to adjust model parameters. Also, other purely simulation-based approaches do not perform well in large-scale applications. In this study, we focus on utility-maximizing nested logit activity-based model-systems and calibrating aggregate statistics such as activity shares, mode shares, time-dependent & mode-specific OD flows, and time-dependent & mode-specific sensor counts. We formulate the calibration problem as a simulation-based optimization problem and propose a stochastic gradient-based solution procedure to solve it. The solution procedure relies on microsimulation to calculate expectations of the aggregate statistics of interest to the calibration problem. Additionally, we derive approximate analytical expressions for the gradient of the objective function —that are evaluated through microsimulation on mini-batches of the population. The proposed solution procedure is sensitive to the fundamental structure of the activity-based model-system and is non-myopic in considering the dependencies across its model components. The formulated optimization problem is non-convex, highly nonlinear, and potentially has multiple-minima. Lastly, we show —through a real-world application— that the proposed solution procedure outperforms other state-of-the-art purely simulation-based optimization approaches in terms of computational efficiency, stability, and convergence. We also compare various gradient-based solution algorithms to determine the best algorithm to update the parameters. This work has the potential to facilitate wider and easier application of activity-based model-systems.

97 MATHEMATICS AND COMPUTING↗