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All sourcesNASA NTRSDOE OSTI
DOE OSTI2021

An adaptive Hessian approximated stochastic gradient MCMC method

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their ability to handle large datasets and the potential to avoid overfitting. Although standard SG-MCMC methods have shown great performance in a variety of problems, they may be inefficient when the random variables in the target posterior densities have scale differences or are highly correlated. Here, we present an adaptive Hessian approximated stochastic gradient MCMC method to incorporate local geometric information while sampling from the posterior. The idea is to apply stochastic approximation (SA) to sequentially update a preconditioning matrix at each iteration. The preconditioner possesses second-order information and can guide the random walk of a sampler efficiently. Instead of computing and saving the full Hessian of the log posterior, we use limited memory of the samples and their stochastic gradients to approximate the inverse Hessian-vector multiplication in the updating formula. Moreover, by smoothly optimizing the preconditioning matrix via SA, our proposed algorithm can asymptotically converge to the target distribution with a controllable bias under mild conditions. To reduce the training and testing computational burden, we adopt a magnitude-based weight pruning method to enforce the sparsity of the network. Our method is user-friendly and demonstrates better learning results compared to standard SG-MCMC updating rules. The approximation of inverse Hessian alleviates storage and computational complexities for large dimensional models. Numerical experiments are performed on several problems, including sampling from 2D correlated distribution, synthetic regression problems, and learning the numerical solutions of heterogeneous elliptic PDE. The numerical results demonstrate great improvement in both the convergence rate and accuracy.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Approximate Hessian for accelerating ab initio structure relaxation by force fitting

We present a method to approximate the Hessian matrix of the Born-Oppenheimer energy landscape by using a simple force field model whose parameters are fitted to on-the-flight ab initio results. The inversed Hessian matrix is used as the preconditioner of conjugate gradient algorithms to speed up the atomic structure relaxation, resulting in a speedup factor of 2 to 5 on systems of bulk, slab, sheets, and atomic clusters. Because the force field model employed is simple and general, the parameter fitting is straightforward; the method is applicable to a variety of complicated systems for minimum structure relaxation. In the metal cluster new structure search, the new method yields better structures than the one obtained before with conventional algorithms.

36 MATERIALS SCIENCE↗
DOE OSTI2023

Hierarchical off-diagonal low-rank approximation of Hessians in inverse problems, with application to ice sheet model initialization

Obtaining lightweight and accurate approximations of discretized objective functional Hessians in inverse problems governed by partial differential equations (PDEs) is essential to make both deterministic and Bayesian statistical large-scale inverse problems computationally tractable. The cubic computational complexity of dense linear algebraic tasks, such as Cholesky factorization, that provide a means to sample Gaussian distributions and determine solutions of Newton linear systems is a computational bottleneck at large-scale. These tasks can be reduced to log-linear complexity by utilizing hierarchical off-diagonal low-rank (HODLR) matrix approximations. In this work, we show that a class of Hessians that arise from inverse problems governed by PDEs are well approximated by the HODLR matrix format. In particular, we study inverse problems governed by PDEs that model the instantaneous viscous flow of ice sheets. In these problems, we seek a spatially distributed basal sliding parameter field such that the flow predicted by the ice sheet model is consistent with ice sheet surface velocity observations. Here, we demonstrate the use of HODLR Hessian approximation to efficiently sample the Laplace approximation of the posterior distribution with covariance further approximated by HODLR matrix compression. Computational studies are performed which illustrate ice sheet problem regimes for which the Gauss–Newton data-misfit Hessian is more efficiently approximated by the HODLR matrix format than the low-rank (LR) format. We then demonstrate that HODLR approximations can be favorable, when compared to global LR approximations, for large-scale problems by studying the data-misfit Hessian associated with inverse problems governed by the first-order Stokes flow model on the Humboldt glacier and Greenland ice sheet.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A randomized sketching trust-region secant method for low-memory dynamic optimization

The numerical solution of dynamic optimization problems is often limited by the memory required to store the state trajectory, which is used to evaluate the objective function and its derivatives. Recently, [R. Muthukumar et al., SIAM Journal on Optimization 31(2), pp. 1242–1275 (2021)] introduced a trust-region method for dynamic optimization that employs randomized sketching to compress the state trajectory, resulting in inexact derivative computations. By adaptively learning the sketch rank, the trust-region algorithm achieves rigorous convergence guarantees. Here, we extend this approach to use secant Hessian approximations. Due to the randomness introduced by the sketch, the traditional secant update formulae can produce poor Hessian approximations. In particular, the difference of two gradients, computed from two different sketches, may be inconsistent. To overcome this, we employ a sketched approximation of the Hessian application, in lieu of computing the gradient difference. We numerically demonstrate the improved stability of this approach on an example from PDE-constrained optimization.

dynamic optimization↗
DOE OSTI2014

A finite difference Davidson procedure to sidestep full ab initio hessian calculation: Application to characterization of stationary points and transition state searches

The cost of calculating nuclear hessians, either analytically or by finite difference methods, during the course of quantum chemical analyses can be prohibitive for systems containing hundreds of atoms. In many applications, though, only a few eigenvalues and eigenvectors, and not the full hessian, are required. For instance, the lowest one or two eigenvalues of the full hessian are sufficient to characterize a stationary point as a minimum or a transition state (TS), respectively. We describe here a method that can eliminate the need for hessian calculations for both the characterization of stationary points as well as searches for saddle points. A finite differences implementation of the Davidson method that uses only first derivatives of the energy to calculate the lowest eigenvalues and eigenvectors of the hessian is discussed. This method can be implemented in conjunction with geometry optimization methods such as partitioned-rational function optimization (P-RFO) to characterize stationary points on the potential energy surface. With equal ease, it can be combined with interpolation methods that determine TS guess structures, such as the freezing string method, to generate approximate hessian matrices in lieu of full hessians as input to P-RFO for TS optimization. This approach is shown to achieve significant cost savings relative to exact hessian calculation when applied to both stationary point characterization as well as TS optimization. The basic reason is that the present approach scales one power of system size lower since the rate of convergence is approximately independent of the size of the system. Therefore, the finite-difference Davidson method is a viable alternative to full hessian calculation for stationary point characterization and TS search particularly when analytical hessians are not available or require substantial computational effort.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2014

Using Hessian update formulae to construct modified Shepard interpolated potential energy surfaces: Application to vibrating surface atoms

Modified Shepard interpolation based on second order Taylor series expansions has proven to be a flexible tool for constructing potential energy surfaces in a range of situations. Extending this to gas–surface dynamics where surface atoms are allowed to move represents a substantial increase in the dimensionality of the problem, reflected in a dramatic increase in the computational cost of the required Hessian (matrix of second derivatives) evaluations. This work demonstrates that using approximate Hessians derived from well known Hessian update formulae and a single accurate Hessian can provide an effective way to avoid this expensive accurate Hessian determination.

74 ATOMIC AND MOLECULAR PHYSICS↗
DOE OSTI2019

A memory-distributed quasi-Newton solver for nonlinear programming problems with a small number of general constraints

We approach the problem of parallelizing state-of-the-art nonlinear programming optimization algorithms.Specifically, we focus on parallelizing quasi-Newton interior-point methods that use limited-memory secant Hessian approximations. Such interior-point methods are known to have better convergence properties and to be more effective on large-scale problems than gradient-based and derivative-free optimization algorithms. We target nonlinear and potentially nonconvex optimization problems with an arbitrary number of bound constraints and a small number of general equality and inequality constraints on the optimization variables. These problems occur for example in the form of optimal control, optimal design, and inverse problems governed by ordinary or partial differential equations, whenever they are expressed in a “reduced-space” optimization approach. We introduce and analyze the time and space complexity of a decomposition method for solving the quasi-Newton linear systems that leverages the fact that the quasi-Newton Hessian matrix has a small number of dense blocks that border a low-rank update of a diagonal matrix. This enables an efficient parallelization on memory-distributed computers of the iterations of the optimization algorithm, a state-of-the-art filter line-search interior-point algorithm by Wächter et. al. We illustrate the efficiency of the proposed method by solving structural topology optimization problems on up to 4608 cores on a parallel machine.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Surrogate optimization of variational quantum circuits

Variational quantum eigensolvers are touted as a near-term algorithm capable of impacting many applications. However, the potential has not yet been realized, with few claims of quantum advantage and high resource estimates, especially due to the need for optimization in the presence of noise. Finding algorithms and methods to improve convergence is important to accelerate the capabilities of near-term hardware for VQE or more broad applications of hybrid methods in which optimization is required. To this goal, we look to use modern approaches developed in circuit simulations and stochastic classical optimization, which can be combined to form a surrogate optimization approach to quantum circuits. Using an approximate (classical CPU/GPU) state vector simulator as a surrogate model, we efficiently calculate an approximate Hessian, passed as an input for a quantum processing unit or exact circuit simulator. This method will lend itself well to parallelization across quantum processing units. We demonstrate the capabilities of such an approach with and without sampling noise and a proof-of-principle demonstration on a quantum processing unit utilizing 40 qubits.

Gustafson, Erik J. [RIACS, Mtn. View] (ORCID:00000↗
DOE OSTI2016

Global adjoint tomography: first-generation model

We present the first-generation global tomographic model constructed based on adjoint tomography, an iterative full-waveform inversion technique. Synthetic seismograms were calculated using GPU-accelerated spectral-element simulations of global seismic wave propagation, accommodating effects due to 3-D anelastic crust & mantle structure, topography & bathymetry, the ocean load, ellipticity, rotation, and self-gravitation. Fréchet derivatives were calculated in 3-D anelastic models based on an adjoint-state method. The simulations were performed on the Cray XK7 named ‘Titan’, a computer with 18 688 GPU accelerators housed at Oak Ridge National Laboratory. The transversely isotropic global model is the result of 15 tomographic iterations, which systematically reduced differences between observed and simulated three-component seismograms. Our starting model combined 3-D mantle model S362ANI with 3-D crustal model Crust2.0. We simultaneously inverted for structure in the crust and mantle, thereby eliminating the need for widely used ‘crustal corrections’. We used data from 253 earthquakes in the magnitude range 5.8 ≤ M w ≤ 7.0. We started inversions by combining ~30 s body-wave data with ~60 s surface-wave data. The shortest period of the surface waves was gradually decreased, and in the last three iterations we combined ~17 s body waves with ~45 s surface waves. We started using 180 min long seismograms after the 12th iteration and assimilated minor- and major-arc body and surface waves. The 15th iteration model features enhancements of well-known slabs, an enhanced image of the Samoa/Tahiti plume, as well as various other plumes and hotspots, such as Caroline, Galapagos, Yellowstone and Erebus. Furthermore, we see clear improvements in slab resolution along the Hellenic and Japan Arcs, as well as subduction along the East of Scotia Plate, which does not exist in the starting model. Point-spread function tests demonstrate that we are approaching the resolution of continental-scale studies in some areas, for example, underneath Yellowstone. Here, this is a consequence of our multiscale smoothing strategy in which we define our smoothing operator as a function of the approximate Hessian kernel, thereby smoothing gradients less wherever we have good ray coverage, such as underneath North America.

58 GEOSCIENCES↗
DOE OSTI2019

Ensemble Quasi-Newton HMC

We present a modification of the Hybrid Monte Carlo algorithm for tackling the critical slowing down of generating Markov chains of lattice gauge configurations towards the continuum limit. We propose a new method to exchange information within an ensemble of Markov chains, and use it to construct an approximate inverse Hessian matrix of the action inspired from quasi-Newton algorithms for optimization. The kinetic term of the molecular dynamics evolution includes the approximate Hessian for long distance couplings among the momenta. We show the result of applying the new algorithm to the U(1) gauge theory in two dimensions, and discuss our future plans.

Jin, Xiao-Yong↗
DOE OSTI2021

Pre-conditioned BFGS-based uncertainty quantification in elastic full-waveform inversion

SUMMARY Full-waveform inversion has become an essential technique for mapping geophysical subsurface structures. However, proper uncertainty quantification is often lacking in current applications. In theory, uncertainty quantification is related to the inverse Hessian (or the posterior covariance matrix). Even for common geophysical inverse problems its calculation is beyond the computational and storage capacities of the largest high-performance computing systems. In this study, we amend the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm to perform uncertainty quantification for large-scale applications. For seismic inverse problems, the limited-memory BFGS (L-BFGS) method prevails as the most efficient quasi-Newton method. We aim to augment it further to obtain an approximate inverse Hessian for uncertainty quantification in FWI. To facilitate retrieval of the inverse Hessian, we combine BFGS (essentially a full-history L-BFGS) with randomized singular value decomposition to determine a low-rank approximation of the inverse Hessian. Setting the rank number equal to the number of iterations makes this solution efficient and memory-affordable even for large-scale problems. Furthermore, based on the Gauss–Newton method, we formulate different initial, diagonal Hessian matrices as pre-conditioners for the inverse scheme and compare their performances in elastic FWI applications. We highlight our approach with the elastic Marmousi benchmark model, demonstrating the applicability of pre-conditioned BFGS for large-scale FWI and uncertainty quantification.

58 GEOSCIENCES↗
DOE OSTI2024

Reducing measurement costs by recycling the Hessian in adaptive variational quantum algorithms

Abstract Adaptive protocols enable the construction of more efficient state preparation circuits in variational quantum algorithms (VQAs) by utilizing data obtained from the quantum processor during the execution of the algorithm. This idea originated with Adaptive Derivative-Assembled Problem-Tailored variational quantum eigensolver (ADAPT-VQE), an algorithm that iteratively grows the state preparation circuit operator by operator, with each new operator accompanied by a new variational parameter, and where all parameters acquired thus far are optimized in each iteration. In ADAPT-VQE and other adaptive VQAs that followed it, it has been shown that initializing parameters to their optimal values from the previous iteration speeds up convergence and avoids shallow local traps in the parameter landscape. However, no other data from the optimization performed at one iteration is carried over to the next. In this work, we propose an improved quasi-Newton optimization protocol specifically tailored to adaptive VQAs. The distinctive feature in our proposal is that approximate second derivatives of the cost function are recycled across iterations in addition to optimal parameter values. We implement a quasi-Newton optimizer where an approximation to the inverse Hessian matrix is continuously built and grown across the iterations of an adaptive VQA. The resulting algorithm has the flavor of a continuous optimization where the dimension of the search space is augmented when the gradient norm falls below a given threshold. We show that this inter-optimization exchange of second-order information leads the approximate Hessian in the state of the optimizer to be consistently closer to the exact Hessian. As a result, our method achieves a superlinear convergence rate even in situations where the typical implementation of a quasi-Newton optimizer converges only linearly. Our protocol decreases the measurement costs in implementing adaptive VQAs on quantum hardware as well as the runtime of their classical simulation.

Ramôa, Mafalda (ORCID:0000000302187801)↗
DOE OSTI2024

Projective Integral Updates for High-Dimensional Variational Inference

Variational inference is an approximation framework for Bayesian inference that seeks to improve quantified uncertainty in predictions by optimizing a simplified distribution over parameters to stand in for the full posterior. Capturing model variations that remain consistent with training data enables more robust predictions by reducing parameter sensitivity. This work introduces a fixed-point optimization for variational inference that is applicable when every feasible log density can be expressed as a linear combination of functions from a given basis. In such cases, the optimizer becomes a fixed-point of projective integral updates. When the basis spans univariate quadratics in each parameter, the feasible distributions are Gaussian mean-fields and the projective integral updates yield quasi-Newton variational Bayes (QNVB). Other bases and updates are also possible. Since these updates require high-dimensional integration, this work begins by proposing an efficient quasirandom sequence of quadratures for mean-field distributions. Each iterate of the sequence contains two evaluation points that combine to correctly integrate all univariate quadratic functions and, if the mean-field factors are symmetric, all univariate cubics. More importantly, averaging results over short subsequences achieves periodic exactness on a much larger space of multivariate polynomials of quadratic total degree. The corresponding variational updates require four loss evaluations with standard (not second-order) backpropagation to eliminate error terms from over half of all multivariate quadratic basis functions. Furthermore, this integration technique is motivated by first proposing stochastic blocked mean-field quadratures, which may be useful in other contexts. A PyTorch implementation of QNVB allows for better control over model uncertainty during training than competing methods. Experiments demonstrate superior generalizability for multiple learning problems and architectures.

Gaussian mean-field↗
DOE OSTI2013

Large-Scale Optimization for Bayesian Inference in Complex Systems

The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimization) Project focused on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimization and inversion methods. The project was a collaborative effort among MIT, the University of Texas at Austin, Georgia Institute of Technology, and Sandia National Laboratories. The research was directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. The MIT₋Sandia component of the SAGUARO Project addressed the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas₋Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to-observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as "reduce then sample" and "sample then reduce." In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to achieve their speedups.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2014

Multiple environment single system quantum mechanical/molecular mechanical (MESS-QM/MM) calculations. 1. Estimation of polarization energies

In combined quantum mechanical/molecular mechanical (QM/MM) free energy calculations, it is often advantageous to have a frozen geometry for the quantum mechanical (QM) region. For such multiple-environment single-system (MESS) cases, two schemes are proposed here for estimating the polarization energy: the first scheme, termed MESS-E, involves a Roothaan step extrapolation of the self-consistent field (SCF) energy; whereas the other scheme, termed MESS-H, employs a Newton–Raphson correction using an approximate inverse electronic Hessian of the QM region (which is constructed only once). Both schemes are extremely efficient, because the expensive Fock updates and SCF iterations in standard QM/MM calculations are completely avoided at each configuration. Here, they produce reasonably accurate QM/MM polarization energies: MESS-E can predict the polarization energy within 0.25 kcal/mol in terms of the mean signed error for two of our test cases, solvated methanol and solvated β-alanine, using the M06-2X or ωB97X-D functionals; MESS-H can reproduce the polarization energy within 0.2 kcal/mol for these two cases and for the oxyluciferin–luciferase complex, if the approximate inverse electronic Hessians are constructed with sufficient accuracy.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗