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Probabilistic Error Bounds for Low-Rank Tensor Decompositions Used in Large-Scale Data Analysis Applications (LDRD Final Report)

This report documents a research project on analyzing low-rank tensor models for data analysis that took place at Sandia National Laboratories from October 2023–September 2025. The focus of this work was to extend theoretical frameworks from statistics and probability theory for use with models for scalar, vector, and matrix data to models with tensor, or general multi-dimensional array, data. Through this work, we have provided a new set of tools for bounding errors on low-rank tensor models of both complete and sampled data. The remainder of this report is organized as follows. In Section 1, we describe the proposed work at the start of the project. Section 2 describes the research advances made as part of the project. Other research contributions in the form of conference presentations and software development is provided in Section 3. Workforce development at Sandia and Florida Atlantic University (via a subcontract on this project) is provided in Section 4.

97 MATHEMATICS AND COMPUTING↗

Exploring Autoencoder-based Error-bounded Compression for Scientific Data

Error-bounded lossy compression is becoming an indispensable technique for the success of today's scientific projects with vast volumes of data produced during the simulations or instrument data acquisitions. Not only can it significantly reduce data size, but it also can control the compression errors based on user-specified error bounds. Autoencoder (AE) models have been widely used in image compression, but few AE-based compression approaches support error-bounding features, which are highly required by scientific applications. To address this issue, we explore using convolutional autoencoders to improve error-bounded lossy compression for scientific data, with the following three key contributions. (1) We provide an in-depth investigation of the characteristics of various autoencoder models and develop an error-bounded autoencoder-based framework in terms of the SZ model. (2) We optimize the compression quality for main stages in our designed AE-based error-bounded compression framework, fine-tuning the block sizes and latent sizes and also optimizing the compression efficiency of latent vectors. (3) We evaluate our proposed solution using five real-world scientific datasets and comparing them with six other related works. Experiments show that our solution exhibits a very competitive compression quality from among all the compressors in our tests. In absolute terms, it can obtain a much better compression quality (100%similar to 800% improvement in compression ratio with the same data distortion) compared with SZ2.1 and ZFP in cases with a high compression ratio.

Liu, Jinyang↗

TopoSZ: Preserving Topology in Error-Bounded Lossy Compression

Existing error-bounded lossy compression techniques control the pointwise error during compression to guarantee the integrity of the decompressed data. However, they typically do not explicitly preserve the topological features in data. When performing post hoc analysis with decompressed data using topological methods, preserving topology in the compression process to obtain topologically consistent and correct scientific insights is desirable. In this paper, we introduce TopoSZ, an error-bounded lossy compression method that preserves the topological features in 2D and 3D scalar fields. Specifically, we aim to preserve the types and locations of local extrema as well as the level set relations among critical points captured by contour trees in the decompressed data. The main idea is to derive topological constraints from contour-tree-induced segmentation from the data domain, and incorporate such constraints with a customized error-controlled quantization strategy from the SZ compressor (version 1.4). In conclusion, our method allows users to control the pointwise error and the loss of topological features during the compression process with a global error bound and a persistence threshold.

97 MATHEMATICS AND COMPUTING↗

A Survey on Error-Bounded Lossy Compression for Scientific Datasets

Error-bounded lossy compression has been effective in significantly reducing the data storage/transfer burden while preserving the reconstructed data fidelity very well. Many error-bounded lossy compressors have been developed for a wide range of parallel and distributed use cases for years. They are designed with distinct compression models and principles, such that each of them features particular pros and cons. In this article, we provide a comprehensive survey of emerging error-bounded lossy compression techniques. The key contribution is fourfold. (1) We summarize a novel taxonomy of lossy compression into six classic models. (2) We provide a comprehensive survey of 10 commonly used compression components/modules. (3) We summarized pros and cons of 47 state-of-the-art lossy compressors and present how state-of-the-art compressors are designed based on different compression techniques. (4) We discuss how customized compressors are designed for specific scientific applications and use-cases. We believe this survey is useful to multiple communities including scientific applications, high-performance computing, lossy compression, and big data.

Error-Bounded Lossy Compression↗

Performance Optimization for Relative-Error-Bounded Lossy Compression on Scientific Data

Scientific simulations in high-performance computing (HPC) environments generate vast volume of data, which may cause a severe I/O bottleneck at runtime and a huge burden on storage space for postanalysis. Unlike traditional data reduction schemes such as deduplication or lossless compression, not only can error-controlled lossy compression significantly reduce the data size but it also holds the promise to satisfy user demand on error control. Pointwise relative error bounds (i.e., compression errors depends on the data values) are widely used by many scientific applications with lossy compression since error control can adapt to the error bound in the dataset automatically. Pointwise relative-error-bounded compression is complicated and time consuming. In this article, we develop efficient precomputation-based mechanisms based on the SZ lossy compression framework. Our mechanisms can avoid costly logarithmic transformation and identify quantization factor values via a fast table lookup, greatly accelerating the relative-error-bounded compression with excellent compression ratios. In addition, we reduce traversing operations for Huffman decoding, significantly accelerating the decompression process in SZ. Experiments with eight well-known real-world scientific simulation datasets show that our solution can improve the compression and decompression rates (i.e., the speed) by about 40 and 80 p, respectively, in most of cases, making our designed lossy compression strategy the best-in-class solution in most cases.

96 KNOWLEDGE MANAGEMENT AND PRESERVATION↗

A Framework for Error-Bounded Approximate Computing, with an Application to Dot Products

Approximate computing techniques, which trade off the computation accuracy of an algorithm for better performance and energy efficiency, have been successful in reducing computation and power costs in several domains. However, error sensitive applications in high-performance computing are unable to benefit from existing approximate computing strategies that are not developed with guaranteed error bounds. While approximate computing techniques can be developed for individual high-performance computing applications by domain specialists, this often requires additional theoretical analysis and potentially extensive software modification. Hence, the development of low-level error-bounded approximate computing strategies that can be introduced into any high-performance computing application without requiring additional analysis or significant software alterations is desirable. In this paper, we provide a contribution in this direction by proposing a general framework for designing error-bounded approximate computing strategies and apply it to the dot product kernel to develop \bf qdot---an error-bounded approximate dot product kernel. Following the introduction of qdot, here we perform a theoretical analysis that yields a deterministic bound on the relative approximation error introduced by qdot. Empirical tests are performed to illustrate the tightness of the derived error bound and to demonstrate the effectiveness of qdot on a synthetic dataset, as well as two scientific benchmarks---the conjugate gradient (CG) and power methods. In some instances, using qdot for the dot products in CG can result in many components being quantized to half precision without increasing the iteration count required for convergence to the same solution as CG using a double precision dot product.

97 MATHEMATICS AND COMPUTING↗

Optimizing Error-Bounded Lossy Compression for Scientific Data With Diverse Constraints

Vast volumes of data are produced by today's scientific simulations and advanced instruments. These data cannot be stored and transferred efficiently because of limited I/O bandwidth, network speed, and storage capacity. Error-bounded lossy compression can be an effective method for addressing these issues: not only can it significantly reduce data size, but it can also control the data distortion based on user-defined error bounds. In practice, many scientific applications have specific requirements or constraints for lossy compression, in order to guarantee that the reconstructed data are valid for post hoc analysis. For example, some datasets contain irrelevant data that should be isolated in particular and users often have intuition regarding value ranges, geospatial regions, and other data subsets that are crucial for subsequent analysis. Existing state-of-the-art error-bounded lossy compressors, however, do not consider these constraints during compression, resulting in inferior compression ratios with respect to user's post hoc analysis, due to the fact that the data itself provides little or no value for post hoc analysis. In this work we address this issue by proposing an optimized framework that can preserve diverse constraints during the error-bounded lossy compression, e.g., cleaning the irrelevant data, efficiently preserving different precision for multiple value intervals, and allowing users to set diverse precision over both regular and irregular regions. We perform our evaluation on a supercomputer with up to 2,100 cores. Experiments with six real-world applications show that our proposed diverse constraints based error-bounded lossy compressor can obtain a higher visual quality or data fidelity on reconstructed data with the same or even higher compression ratios compared with the traditional state-of-the-art compressor SZ. Furthermore, our experiments also demonstrate very good scalability in compression performance compared with the I/O throughput of the parallel file system.

97 MATHEMATICS AND COMPUTING↗

Ultrafast Error-bounded Lossy Compression for Scientific Datasets

Today's scientific high-performance computing applications and advanced instruments are producing vast volumes of data across a wide range of domains, which impose a serious burden on data transfer and storage. Error-bounded lossy compression has been developed and widely used in the scientific community because it not only can significantly reduce the data volumes but also can strictly control the data distortion based on the user-specified error bound. Existing lossy compressors, however, cannot offer ultrafast compression speed, which is highly demanded by numerous applications or use cases (such as in-memory compression and online instrument data compression). In this paper, we propose a novel ultrafast error-bounded lossy compressor that can obtain fairly high compression performance on both CPUs and GPUs and with reasonably high compression ratios. The key contributions are threefold. (1) We propose a generic error-bounded lossy compression framework---called SZx---that achieves ultrafast performance through its novel design comprising only lightweight operations such as bitwise and addition/subtraction operations, while still keeping a high compression ratio. (2) We implement SZx on both CPUs and GPUs and optimize the performance according to their architectures. (3) We perform a comprehensive evaluation with six real-world production-level scientific datasets on both CPUs and GPUs. Experiments show that SZx is 2~16x faster than the second-fastest existing error-bounded lossy compressor (either SZ or ZFP) on CPUs and GPUs, with respect to both compression and decompression.

Yu, Xiaodong↗

Optimizing Error-Bounded Lossy Compression for Scientific Data by Dynamic Spline Interpolation

Today's scientific simulations are producing vast volumes of data that cannot be stored and transferred efficiently because of limited storage capacity, parallel I/O bandwidth, and network bandwidth. The situation is getting worse over time because of the ever-increasing gap between relatively slow data transfer speed and fast-growing computation power in modern supercomputers. Error-bounded lossy compression is becoming one of the most critical techniques for resolving the big scientific data issue, in that it can significantly reduce the scientific data volume while guaranteeing that the reconstructed data is valid for users because of its compression-error-bounding feature. In this paper, we present a novel error-bounded lossy compressor based on a state-of-the-art prediction-based compression framework. Our solution exhibits substantially better compression quality than all of the existing error-bounded lossy compressors, with comparable compression speed. Specifically, our contribution is threefold. (1) We provide an in-depth analysis of why the best-existing prediction-based lossy compressor can only minimally improve the compression quality. (2) We propose a dynamic spline interpolation approach with a series of optimization strategies that can significantly improve the data prediction accuracy, substantially improving the compression quality in turn. (3) We perform a thorough evaluation using six real-world scientific simulation datasets across different science domains to evaluate our solution vs. all other related works. Experiments show that the compression ratio of our solution is higher than that of the second-best lossy compressor by 20%similar to 460% with the same error bound in most of the cases.

Zhao, Kai↗

Optimizing Error-Bounded Lossy Compression for Scientific Data on GPUs

Error-bounded lossy compression is a critical technique for significantly reducing scientific data volumes. With ever-emerging heterogeneous high-performance computing (HPC) architecture, GPU-accelerated error-bounded compressors (such as CUSZ and cuZFP) have been developed. However, they suffer from either low performance or low compression ratios. To this end, we propose CUSZ+ to target both high compression ratios and throughputs. We identify that data sparsity and data smoothness are key factors for high compression throughputs. Our key contributions in this work are fourfold: (1) We propose an efficient compression workflow to adaptively perform run-length encoding and/or variable-length encoding. (2) We derive Lorenzo reconstruction in decompression as multidimensional partial-sum computation and propose a fine-grained Lorenzo reconstruction algorithm for GPU architectures. (3) We carefully optimize each of CUSZ kernels by leveraging state-of-the-art CUDA parallel primitives. (4) We evaluate CUSZ+ using seven real-world HPC application datasets on V100 and A100 GPUs. Experiments show CUSZ+ improves the compression throughputs and ratios by up to 18.4x and 5.3x, respectively, over CUSZ on the tested datasets.

Tian, Jiannan↗

SZ3: A Modular Framework for Composing Prediction-Based Error-Bounded Lossy Compressors

Today's scientific simulations require a significant reduction of data volume because of extremely large amounts of data they produce and the limited I/O bandwidth and storage space. Here, error-bounded lossy compression has been considered one of the most effective solutions to the above problem. In practice, however, the best-fit compression method often needs to be customized or optimized in particular because of diverse characteristics in different datasets and various user requirements on the compression quality and performance. In this paper, we address this issue with a novel modular, composable compression framework named SZ3. Our contributions are four-folds. (1) We develop SZ3 which features an innovative modular abstraction for the prediction-based compression framework, such that compression modules can be plugged in easily to create new compressors based on characteristics of data and user requirements. (2) We create a new compression pipeline by SZ3 for GAMESS data, which significantly improves the compression ratios over state-of-the-art compressors. (3) We develop an adaptive compression pipeline by SZ3 for APS data with minimal efforts, which leads to the best rate-distortion among all existing error-bounded lossy compressors for any bit-rate. (4) We compare the sustainability of SZ3 with leading error-bounded prediction-based compressors, and then demonstrate the necessity of diverse pipelines by integrating and evaluating several compression pipelines on diverse scientific datasets from multiple disciplines. Experiments show that SZ3 incurs very limited overhead in compressor integration and our customized compression pipelines lead to up to 20% improvement in compression ratios under the same data distortion, when compared with the best existing approach.

97 MATHEMATICS AND COMPUTING↗

Error-Bounded Learned Scientific Data Compression with Preservation of Derived Quantities

Scientific applications continue to grow and produce extremely large amounts of data, which require efficient compression algorithms for long-term storage. Compression errors in scientific applications can have a deleterious impact on downstream processing. Thus, it is crucial to preserve all the “known” Quantities of Interest (QoI) during compression. To address this issue, most existing approaches guarantee the reconstruction error of the original data or primary data (PD), but cannot directly control the problem of preserving the QoI. In this work, we propose a physics-informed compression technique that is composed of two parts: (i) reduction of the PD with bounded errors and (ii) preservation of the QoI. In the first step, we combine tensor decompositions, autoencoders, product quantizers, and error-bounded lossy compressors to bound the reconstruction error at high levels of compression. In the second step, we use constraint satisfaction post-processing followed by quantization to preserve the QoI. To illustrate the challenges of reducing the reconstruction errors of the PD and QoI, we focus on simulation data generated by a large-scale fusion code, XGC, which can produce tens of petabytes in a single day. The results show that our approach can achieve a high compression amount while accurately preserving the QoI within scientifically acceptable bounds.

97 MATHEMATICS AND COMPUTING↗

FedCSpc: A Cross-Silo Federated Learning System With Error-Bounded Lossy Parameter Compression

Cross-Silo federated learning is widely used for scaling deep neural network (DNN) training over data silos from different locations worldwide while guaranteeing data privacy. Communication has been identified as the main bottleneck when training large-scale models due to large-volume model parameters and gradient transmission across public networks with limited bandwidth. Most previous works focus on gradient compression, while limited work tries to compress parameters that can not be ignored and extremely affect communication performance during the training. Here, to bridge this gap, we propose FedCSpc: an efficient cross-silo federated learning system with an XAI-driven adaptive parameter compression strategy for large-scale model training. Our work substantially differs from existing gradient compression techniques due to the distinct data features of gradient and parameter. The key contributions of this paper are fourfold. (1) Our designed FedCSpc proposes to compress the parameter during the training using the state-of-the-art error-bounded lossy compressor – SZ3. (2) We develop an adaptive compression error bound adjustment algorithm to guarantee the model accuracy effectively. (3) We exploit an efficient approach to utilize the idle CPU resources of clients to compress the parameters. (4) We perform a comprehensive evaluation with a wide range of models and benchmarks on a GPU cluster with 65 GPUs. Results show that FedCSpc can achieve the same model accuracy as FedAvg while reducing the data volume of parameters and gradients in communication by up to 7.39× and 288×, respectively. With 32 clients on a 4 Gb size model, FedCSpc significantly outperforms FedAvg in wall-clock time in the emulated WAN environment (at the bandwidth of 1 Gbps or lower without loss of generality).

SZ3↗

FedEFsz: Fair Cross-Silo Federated Learning System With Error-Bounded Lossy Compression

Cross-Silo federated learning systems have been identified as an efficient approach to scaling DNN training across geographically-distributed data silos to preserve the privacy of the training data. Communication efficiency and fairness are two major issues that need to be both satisfied when federated learning systems are deployed in practice. Simultaneously guaranteeing both of them, however, is exceptionally difficult because simply combining communication reduction and fairness optimization approaches often causes non-converged training or drastic accuracy degradation. Here, to bridge this gap, we propose FedEFsz. On the one hand, it integrates the state-of-the-art error-bounded lossy compressor SZ3 into cross-silo federated learning systems to significantly reduce communication traffic during the training. On the other hand, it achieves a high fairness (i.e., rather consistent model accuracy and performance across different clients) through a carefully designed heuristic algorithm that can tune the error-bound of SZ3 for different clients during the training. Extensive experimental results based on a GPU cluster with 65 GPU cards show that FedEFsz improves the fairness across different benchmarks by up to 60.88% and meanwhile reduces the communication traffic by up to 315×.

Cross-Silo Federated Learning Systems↗

Leveraging interpolation models and error bounds for verifiable scientific machine learning

Effective verification and validation techniques for modern scientific machine learning workflows are challenging to devise. Statistical methods are abundant and easily deployed, but often rely on speculative assumptions about the data and methods involved. Error bounds for classical interpolation techniques can provide mathematically rigorous estimates of accuracy, but often are difficult or impractical to determine computationally. Here, in this work, we present a best-of-both-worlds approach to verifiable scientific machine learning by demonstrating that (1) multiple standard interpolation techniques have informative error bounds that can be computed or estimated efficiently; (2) comparative performance among distinct interpolants can aid in validation goals; (3) deploying interpolation methods on latent spaces generated by deep learning techniques enables some interpretability for black-box models. We present a detailed case study of our approach for predicting lift-drag ratios from airfoil images. Code developed for this work is available in a public Github repository.

97 MATHEMATICS AND COMPUTING↗

Reduced Order Modeling conditioned on monitored features for response and error bounds estimation in engineered systems

Reduced Order Models (ROMs) form essential tools across engineering domains by virtue of their function as surrogates for computationally intensive digital twinning simulators. Although purely data-driven methods are available for ROM construction, schemes that allow to retain a portion of the physics tend to enhance the interpretability and generalization of ROMs. However, physics-based techniques can adversely scale when dealing with nonlinear systems that feature parametric dependencies. This study introduces a generative physics-based ROM that is suited for nonlinear systems with parametric dependencies and is additionally able to provide numerical error bounds associated with the respective estimates. A main contribution of this work is the conditioning of these parametric ROMs to features that can be derived from monitoring measurements, feasibly in an online fashion. This is contrary to most existing ROM schemes, which remain restricted to the prescription of the physics-based, and usually a priori unknown, system parameters. Our work utilizes conditional Variational Autoencoders to continuously map the required reduction bases to a feature vector extracted from limited output measurements, while additionally allowing for a probabilistic assessment of the ROM-estimated Quantities of Interest. An auxiliary task using a neural network-based parametrization of suitable probability distributions is introduced to re-establish the link with physical model parameters. We verify the proposed scheme on a series of simulated case studies incorporating effects of geometric and material nonlinearity under parametric dependencies related to system properties and input load characteristics.

Conditional VAEs↗

Interpolation Models and Error Bounds for Verifiable Scientific Machine Learning

This repository contains python scripts and numerical data accompanying the paper: "Leveraging Interpolation Models and Error Bounds for Verifiable Scientific Machine Learning," Tyler Chang, Andrew Gillette, Romit Maulik, 2024. The following subdirectories are included: - "interpolants" contains our interpolation scripts used for all studies - "experiments" contains scripts demonstrating our experiments with synthetic data - "airfoil" contains scripts demonstrating our experiments with the publicly available UIUC airfoil dataset. Further instructions are provided in READMEs within the sub-directories.

Gillette, Andrew↗