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All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

CONCURRENT, CONDENSED STEIN VARIATIONAL GRADIENT DESCENT FOR UNCERTAINTY QUANTIFICATION OF NEURAL NETWORKS

In this work, we propose a Stein variational gradient descent (SVGD) method to concurrently sparsify, train, and provide uncertainty quantification (UQ) of a complexly parameterized model, such as a neural network (NN). It employs a graph reconciliation and condensation process to reduce complexity and increase similarity in the Stein ensemble of parameterizations. Therefore, the proposed concurrent, condensed SVGD (ccSVGD) method can provide UQ on parameters, not just outputs. Furthermore, the parameter reduction speeds up the convergence of the Stein gradient descent as it reduces the combinatorial complexity by aligning and differentiating the sensitivity to parameters. These properties are demonstrated with an illustrative example and an application to a mechanical response representation problem in solid mechanics.

42 ENGINEERING↗
NASA NTRS2021

Multi-Pass Sequential Mini-Batch Stochastic Gradient Descent Algorithms for Noise Covariance Estimation in Adaptive Kalman Filtering

Estimation of unknown noise covariances in a Kalman filter is a problem of significant practical interest in a wide array of applications. Although this problem has a long history, reliable algorithms for their estimation were scant, and necessary and sufficient conditions for identifiability of the covariances were in dispute until recently. Necessary and sufficient conditions for covariance estimation and a batch estimation algorithm were presented in our previous study. This paper presents stochastic gradient descent algorithms for noise covariance estimation in adaptive Kalman filters that are an order of magnitude faster than the batch method for similar or better root mean square error. More significantly, these algorithms are applicable to non-stationary systems where the noise covariances can occasionally jump up or down by an unknown magnitude. The computational efficiency of the new algorithms stems from adaptive thresholds for convergence, recursive fading memory estimation of the sample cross-correlations of the innovations, and accelerated stochastic gradient descent algorithms. The comparative evaluation of the proposed methods on a number of test cases demonstrates their computational efficiency and accuracy.

Adaptive Kalman filtering↗
DOE OSTI2025

Benchmarking optimization methods for materials research: Gradient descent and Bayesian optimization for lithium-ion battery aging diagnostics

Accurate and efficient parameter estimation is essential for battery diagnostics and aging analysis. Here, in this study, we compare two optimization-based approaches—gradient descent and Bayesian optimization—for extracting parameters from differential voltage analysis in lithium-ion batteries. While these techniques are widely used, their relative strengths and limitations for this application are not well understood. The study evaluates the trade-offs between these methods in terms of result quality, computational cost, and reliability within this specific application. The diagnostic results from our battery data suggest adopting gradient descent as an initial method for rapid and efficient analysis, while employing more stable optimization techniques, such as Bayesian optimization, as a verification step to mitigate potential instability. Comparing the two methods provides information on algorithmic choice, while inspiring further discussions on selecting appropriate techniques for specific research tasks.

Zhao, Ziqing [Boston Univ., MA (United States)] (O↗
DOE OSTI2025

Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing

We analyze the convergence of a nonlocal gradient descent method for minimizing a class of high-dimensional non-convex functions, where a directional Gaussian smoothing (DGS) is proposed to define the nonlocal gradient (also referred to as the DGS gradient). The method was first proposed in [Zhang et al., Enabling long-range exploration in minimization of multimodal functions, UAI 2021], in which multiple numerical experiments showed that replacing the traditional local gradient with the DGS gradient can help the optimizers escape local minima more easily and significantly improve their performance. However, a rigorous theory for the efficiency of the method on nonconvex landscape is lacking. In this work, we investigate the scenario where the objective function is composed of a convex function, perturbed by deterministic oscillating noise. We provide a convergence theory under which the iterates exponentially converge to a tightened neighborhood of the solution, whose size is characterized by the noise wavelength. Here, we also establish a correlation between the optimal values of the Gaussian smoothing radius and the noise wavelength, thus justifying the advantage of using moderate or large smoothing radii with the method. Furthermore, if the noise level decays to zero when approaching the global minimum, we prove that DGS-based optimization converges to the exact global minimum with linear rates, similarly to standard gradient-based methods in optimizing convex functions. Several numerical experiments are provided to confirm our theory and illustrate the superiority of the approach over those based on the local gradient.

Tran, Hoang [Oak Ridge National Laboratory (ORNL),↗
DOE OSTI2025

Enhancing ACPF Analysis: Integrating Newton-Raphson Method with Gradient Descent and Computational Graphs

This paper presents a new method for enhancing Alternating Current Power Flow (ACPF) analysis. The method integrates the Newton-Raphson (NR) method with Enhanced-Gradient Descent (GD) and computational graphs. The integration of renewable energy sources in power systems introduces variability and unpredictability, and this method addresses these challenges. It leverages the robustness of NR for accurate approximations and the flexibility of GD for handling variable conditions, all without requiring Jacobian matrix inversion. Furthermore, computational graphs provide a structured and visual framework that simplifies and systematizes the application of these methods. The goal of this fusion is to overcome the limitations of traditional ACPF methods and improve the resilience, adaptability, and efficiency of modern power grid analyses. We validate the effectiveness of our advanced algorithm through comprehensive testing on established IEEE benchmark systems. Furthermore, our findings demonstrate that our approach not only speeds up the convergence process but also ensures consistent performance across diverse system states, representing a significant advancement in power flow computation.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2025

Implementation of Stochastic Gradient Descent in an Automated Glow Peak Identification Software for Multiple Thermoluminescent Dosimeter Types

A glow-curve analysis code was previously developed in C++ to analyze thermoluminescent dosimeter glow curves using automated peak detection while applying a first-order kinetics model. A newer version of this code was implemented to improve the automated peak detection and curve fitting models. The Stochastic Gradient Descent Algorithm was introduced to replace the prior approach of taking first and second-order derivatives for peak detection. Additionally, early stopping mechanisms were invoked to improve the previously used Levenberg-Marquardt Algorithm employed for curve fitting. The two software versions were compared through glow curve analysis of different thermoluminescent dosimeter materials and calculation of the corresponding figures of merit. Altogether improvements were shown, namely an increase in the number of peaks detected and a reduction of the mean figure of merit by approximately 46%.

137Cs↗
DOE OSTI2024

Using the Metropolis algorithm to explore the loss surface of a recurrent neural network

In the limit of small trial moves the Metropolis Monte Carlo algorithm is equivalent to gradient descent on the energy function in the presence of Gaussian white noise. This observation was originally used to demonstrate a correspondence between Metropolis Monte Carlo moves of model molecules and overdamped Langevin dynamics, but it also applies in the context of training a neural network: making small random changes to the weights of a neural network, accepted with the Metropolis probability, with the loss function playing the role of energy, has the same effect as training by explicit gradient descent in the presence of Gaussian white noise. We explore this correspondence in the context of a simple recurrent neural network. We also explore regimes in which this correspondence breaks down, where the gradient of the loss function becomes very large or small. In these regimes the Metropolis algorithm can still effect training, and so can be used as a probe of the loss function of a neural network in regimes in which gradient descent struggles. We also show that training can be accelerated by making purposely-designed Monte Carlo trial moves of neural-network weights.

Casert, Corneel↗
NASA NTRS2005

Real-Time Principal-Component Analysis

A recently written computer program implements dominant-element-based gradient descent and dynamic initial learning rate (DOGEDYN), which was described in Method of Real-Time Principal-Component Analysis (NPO-40034) NASA Tech Briefs, Vol. 29, No. 1 (January 2005), page 59. To recapitulate: DOGEDYN is a method of sequential principal-component analysis (PCA) suitable for such applications as data compression and extraction of features from sets of data. In DOGEDYN, input data are represented as a sequence of vectors acquired at sampling times. The learning algorithm in DOGEDYN involves sequential extraction of principal vectors by means of a gradient descent in which only the dominant element is used at each iteration. Each iteration includes updating of elements of a weight matrix by amounts proportional to a dynamic initial learning rate chosen to increase the rate of convergence by compensating for the energy lost through the previous extraction of principal components. In comparison with a prior method of gradient-descent-based sequential PCA, DOGEDYN involves less computation and offers a greater rate of learning convergence. The sequential DOGEDYN computations require less memory than would parallel computations for the same purpose. The DOGEDYN software can be executed on a personal computer.

Duong, Vu↗
DOE OSTI2026

Optimality of Gradient-MUSIC for Spectral Estimation

We introduce the Gradient-MUSIC algorithm for estimating the unknown frequencies and amplitudes of a nonharmonic signal from noisy time samples. While the classical MUSIC algorithm performs a computationally expensive search over a fine grid, Gradient-MUSIC is significantly more efficient and eliminates the need for discretization over a fine grid by using optimization techniques. It coarsely scans the 1D landscape to find initialization simultaneously for all frequencies followed by parallelizable local refinement via gradient descent. We also analyze its performance when the noise level is sufficiently small and the signal frequencies are separated by at least 8π/m, where π/m is the standard resolution of this problem. Even though the 1D landscape is nonconvex, we prove a global convergence result for Gradient-MUSIC: coarse scanning provably finds suitable initialization and gradient descent converges at a linear rate. In addition to convergence results, we also upper bound the error between the true signal frequencies and amplitudes with those found by Gradient-MUSIC. For example, if the noise has $\ell^\infty$ norm at most ϵ, then the frequencies and amplitudes are recovered up to error at most Cϵ/m and Cϵ respectively, which are minimax optimal in m and ϵ. Our theory can also handle stochastic noise with performance guarantees under nonstationary independent Gaussian noise. Our main approach is a comprehensive geometric analysis of the landscape, a perspective that has not been explored before.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Uncertainty quantification of graph convolution neural network models of evolving processes

The application of neural network models to scientific machine learning tasks has proliferated in recent years. In particular, neural networks have proved to be adept at modeling processes with spatial–temporal complexity. Nevertheless, these highly parameterized models have garnered skepticism in their ability to produce outputs with quantified error bounds over the regimes of interest. Hence there is a need to find uncertainty quantification methods that are suitable for neural networks. In this work we present comparisons of the parametric uncertainty quantification of neural networks modeling complex spatial–temporal processes with Hamiltonian Monte Carlo and Stein variational gradient descent and its projected variant. Specifically we apply these methods to graph convolutional neural network models of evolving systems modeled with recurrent neural network and neural ordinary differential equations architectures. We show that Stein variational inference is a viable alternative to Monte Carlo methods with some clear advantages for complex neural network models. For our exemplars, Stein variational interference gave similar pushed forward uncertainty profiles through time compared to Hamiltonian Monte Carlo, albeit with generally more generous variance. As a result, projected Stein variational gradient descent also produced similar uncertainty profiles to the non-projected counterpart, but large reductions in the active weight space were confounded by the stability of the neural network predictions and the convoluted likelihood landscape.

36 MATERIALS SCIENCE↗
DOE OSTI2025

Stochastic noise can be helpful for variational quantum algorithms

Saddle points constitute a crucial challenge for first-order gradient descent algorithms. In notions of classical machine learning, they are avoided, for example, by means of stochastic gradient descent methods. In this work, we provide evidence that the saddle-points problem can be naturally avoided in variational quantum algorithms by exploiting the presence of stochasticity. We prove convergence guarantees and present practical examples in numerical simulations and on quantum hardware. We argue that the natural stochasticity of variational algorithms can be beneficial for avoiding strict saddle points, i.e., those saddle points with at least one negative Hessian eigenvalue. This insight that some levels of shot noise could help is expected to add a new perspective to notions of near-term variational quantum algorithms. Published by the American Physical Society 2025

Liu, Junyu↗
NASA NTRS2009

Optimization of OT-MACH Filter Generation for Target Recognition

An automatic Optimum Trade-off Maximum Average Correlation Height (OT-MACH) filter generator for use in a gray-scale optical correlator (GOC) has been developed for improved target detection at JPL. While the OT-MACH filter has been shown to be an optimal filter for target detection, actually solving for the optimum is too computationally intensive for multiple targets. Instead, an adaptive step gradient descent method was tested to iteratively optimize the three OT-MACH parameters, alpha, beta, and gamma. The feedback for the gradient descent method was a composite of the performance measures, correlation peak height and peak to side lobe ratio. The automated method generated and tested multiple filters in order to approach the optimal filter quicker and more reliably than the current manual method. Initial usage and testing has shown preliminary success at finding an approximation of the optimal filter, in terms of alpha, beta, gamma values. This corresponded to a substantial improvement in detection performance where the true positive rate increased for the same average false positives per image.

false alarm reduction↗
NASA NTRS2004

Product Distribution Theory for Control of Multi-Agent Systems

Product Distribution (PD) theory is a new framework for controlling Multi-Agent Systems (MAS's). First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (probability distribution of) the joint stare of the agents. Accordingly we can consider a team game in which the shared utility is a performance measure of the behavior of the MAS. For such a scenario the game is at equilibrium - the Lagrangian is optimized - when the joint distribution of the agents optimizes the system's expected performance. One common way to find that equilibrium is to have each agent run a reinforcement learning algorithm. Here we investigate the alternative of exploiting PD theory to run gradient descent on the Lagrangian. We present computer experiments validating some of the predictions of PD theory for how best to do that gradient descent. We also demonstrate how PD theory can improve performance even when we are not allowed to rerun the MAS from different initial conditions, a requirement implicit in some previous work.

Lee, Chia Fan↗
NASA NTRS1976

Gradient optimization and nonlinear control

The book represents an introduction to computation in control by an iterative, gradient, numerical method, where linearity is not assumed. The general language and approach used are those of elementary functional analysis. The particular gradient method that is emphasized and used is conjugate gradient descent, a well known method exhibiting quadratic convergence while requiring very little more computation than simple steepest descent. Constraints are not dealt with directly, but rather the approach is to introduce them as penalty terms in the criterion. General conjugate gradient descent methods are developed and applied to problems in control.

Hasdorff, L.↗
NASA NTRS2005

Method of Real-Time Principal-Component Analysis

Dominant-element-based gradient descent and dynamic initial learning rate (DOGEDYN) is a method of sequential principal-component analysis (PCA) that is well suited for such applications as data compression and extraction of features from sets of data. In comparison with a prior method of gradient-descent-based sequential PCA, this method offers a greater rate of learning convergence. Like the prior method, DOGEDYN can be implemented in software. However, the main advantage of DOGEDYN over the prior method lies in the facts that it requires less computation and can be implemented in simpler hardware. It should be possible to implement DOGEDYN in compact, low-power, very-large-scale integrated (VLSI) circuitry that could process data in real time.

Duong, Tuan↗
NASA NTRS1987

Recursive inverse kinematics for robot arms via Kalman filtering and Bryson-Frazier smoothing

This paper applies linear filtering and smoothing theory to solve recursively the inverse kinematics problem for serial multilink manipulators. This problem is to find a set of joint angles that achieve a prescribed tip position and/or orientation. A widely applicable numerical search solution is presented. The approach finds the minimum of a generalized distance between the desired and the actual manipulator tip position and/or orientation. Both a first-order steepest-descent gradient search and a second-order Newton-Raphson search are developed. The optimal relaxation factor required for the steepest descent method is computed recursively using an outward/inward procedure similar to those used typically for recursive inverse dynamics calculations. The second-order search requires evaluation of a gradient and an approximate Hessian. A Gauss-Markov approach is used to approximate the Hessian matrix in terms of products of first-order derivatives. This matrix is inverted recursively using a two-stage process of inward Kalman filtering followed by outward smoothing. This two-stage process is analogous to that recently developed by the author to solve by means of spatial filtering and smoothing the forward dynamics problem for serial manipulators.

Rodriguez, G.↗