Engineering PapersSearch

SEARCH · Engineering Papers

Results for “randomized algorithms”

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 19 records

Randomized Algorithms for Linear Solvers

Recently, randomized algorithms in numerical linear algebra, specifically those centered around random sketching, have gained traction in primarily theoretical research due to their potential to significantly reduce problem dimensionality at the cost of an O(1) multiplicative distortion factor. It has been assumed that this sketching can be done efficiently, but thorough investigation into how precisely to do it has been neglected. Moreover, the theory-based community has argued for sketching’s ability to reduce computational cost via complexity analysis, but has not researched how it affects the stability of the algorithms. At Sandia, efficient linear solvers that scale well on modern HPC architectures while maintaining stability are imperative for practical applications. In this LDRD, we developed a random sketching strategy that is substantially faster than existing ones, and demonstrate its superior performance in practice on a NVIDIA H100 GPU. Moreover, we show how this can be used to significantly outperform existing linear least squares solvers while improving the solver’s stability as well. Additionally, we demonstrate how this sketching strategy can be used to make a fast, stable QR factorization that can subsequently be used in s-step and block Krylov solvers. Finally, we incorporate a sketching-based block orthogonalization scheme into s-step GMRES, which is stable and faster than existing approaches on the Perlmutter supercomputer.

97 MATHEMATICS AND COMPUTING

Randomized Algorithms for Low-Rank Matrix and Tensor Decompositions

This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality reduction, such as the singular value decomposition (SVD) or interpolative (ID) and CUR decompositions. Recent advances in randomized dimensionality reduction are discussed, including new methods of fast matrix sketching and sampling techniques, which are incorporated into classical matrix algorithms for fast low-rank matrix approximations. The extension of randomized matrix algorithms to tensors is then explored for several low-rank tensor decompositions in the CP and Tucker formats, including the higher-order SVD, ID, and CUR decomposition.

Pearce, Katherine J. [The University of Texas at A

Randomized Algorithms for Symmetric Nonnegative Matrix Factorization

Symmetric Nonnegative Matrix Factorization (SymNMF) is a technique in data analysis and machine learning that approximates a matrix with a product of a nonnegative, low-rank matrix and it transpose. To design faster and more scalable algorithms for SymNMF we develop two randomized algorithms for its computation. The first method uses randomized matrix sketching to compute an initial low-rank approximation to the input matrix and proceeds to uses this as a low-rank input to rapidly compute a SymNMF. The second methods uses randomized leverage score sampling to approximately solve constrained least squares problems. Many successful methods for SymNMF rely on (approximately) solving sequences of constrained least squares problems. Here, we prove theoretically that leverage score sampling can approximately solve constrained least squares problems to e-accuracy. Finally we demonstrate both methods work in practice by applying them to graph clustering tasks on large real world data sets. These experiments show that our methods approximately maintain solution quality and achieve significant speed ups for both large dense and large sparse problems.

97 MATHEMATICS AND COMPUTING

Ensemble Simulation Techniques and Fast Randomized Algorithms

The major goals of the project were to develop and analyze new ensemble simulation techniques, including trajectory stratification and preconditioned MCMC techniques, as well as develop fast numerical linear algebra techniques closely related to ensemble simulation ideas. The trajectory stratification techniques involve simulating in parallel short trajectory fragments of a Markov process confined to a specific region of space‐time and then patching together the statistics gathered to assemble estimates of very general dynamical properties. We have also developed this approach for rare event simulation and extended the techniques to applications requiring a more general framework (such as electronic structure calculations). The preconditioned MCMC techniques involve simulating multiple Markov chains in parallel and then using information from the ensemble to speed the mixing of each individual chain. The fast randomized linear algebra methods are motivated by the diffusion Monte Carlo technique, but are applicable to finding the dominant eigenvalue of (almost) general matrices. For most non‐negative matrices, the schemes result in an error (compared to the power method) that is constant in the dimension of the problem. For more general matrices, we see a very clear sublinear cost trend in computational tests.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS

Randomized algorithms for accelerating linear algebraic computations

The project supported the development of new methodologies for performing matrix computations that form key building blocks in modern scientific computing, such as low rank approximation of matrices, and efficient representations of global operators that arise in simulations of physical phenomena.

97 MATHEMATICS AND COMPUTING

Surrogate-Based Autotuning for Randomized Sketching Algorithms in Regression Problems

Algorithms from Randomized Numerical Linear Algebra (RandNLA) are known to be effective in handling high-dimensional computational problems, providing high-quality empirical performance as well as strong probabilistic guarantees. However, their practical application is complicated by the fact that the user needs to set various algorithm-specific tuning parameters which are different from those used in traditional NLA. This paper demonstrates how a surrogate-based autotuning approach can be used to address fundamental problems of parameter selection in RandNLA algorithms. In particular, we provide a detailed investigation of surrogate-based autotuning for sketch-and-precondition (SAP)-based randomized least squares methods, which have been one of the great success stories in modern RandNLA. Empirical results show that our surrogate-based autotuning approach can achieve near-optimal performance with much less tuning cost than a random search (up to about 7.6x fewer trials of different parameter configurations). Moreover, while our experiments focus on least squares, our results demonstrate a general-purpose autotuning pipeline applicable to any kind of RandNLA algorithm.

Cho, Younghyun

Reducing Randomized Quantum Algorithm Cost [Slides]

We derive the optimal sampling strategy for minimizing total resource cost in randomized quantum algorithms. Our framework is completely general, allowing for resources as diverse as gate counts circuit depth, runtime, or even dissipated energy.

97 MATHEMATICS AND COMPUTING

Solovay-Kitaev Algorithm and Randomized Compilation Data Availability

This zipped folder contains simulation notebooks, simulated data, and experimental data from the QSCOUT trapped-ion device that were used in the publication "Solovay-Kitaev Algorithm and Randomized Compilation" (https://doi.org/10.1103/ll6m-dbl7). The raw data is in the form of measurement outcomes of simple tomographic quantum circuits that were executed on the QSCOUT device and simulated using JAQALPAQ. These data are used to create plots within the jupyter notebooks that were included in the publication.

Quantum benchmarking

Karhunen–Loève deep learning method for surrogate modeling and approximate Bayesian parameter estimation

We evaluate the performance of the Karhunen-Loève Deep Neural Network (KL-DNN) framework for surrogate modeling and approximate Bayesian parameter estimation in partial differential equation models. In the surrogate model, the Karhunen-Loève (KL) expansions are used for the dimensionality reduction of the number of unknown parameters and variables, and a deep neural network is employed to relate the reduced space of parameters to that of the state variables. The KL-DNN surrogate model is used to formulate a maximum-a-posteriori-like least-squares problem, which is randomized to draw samples of the posterior distribution of the parameters. We test the proposed framework for a hypothetical unconfined aquifer via comparison with the forward MODFLOW and inverse PEST++ iterative ensemble smoother (IES) solutions as well as the state-of-the-art Fourier neural operator (FNO) and deep operator networks (DeepONets) operator learning surrogate models. Our results show that the KL-DNN surrogate model outperforms FNO and DeepONet for forward predictions. For solving inverse problems, the randomized algorithm provides the same or more accurate Bayesian predictions of the parameters than IES as evidenced by the higher log-predictive probability of both the estimated parameter field and the forecast hydraulic head. The posterior mean obtained from the randomized algorithm is closer to the reference parameter field than that obtained with FNO as the maximum a posteriori estimate.

Approximate Bayesian inference

Solovay-Kitaev algorithm and randomized compilation

This paper discusses a technique for randomizing over synthesized one-qubit gate sequences in order to mitigate coherent errors in fault-tolerant circuits. We present simulated and experimental data showing that randomization can reduce the trace distance to the target state.

Widzowski Maupin, Oliver Gabriel [Sandia National

AEOLUS: Advances in Experimental Design, Optimal Control, and Learning for Uncertain Complex Systems

Sustained advances in the mathematics of modeling and simulation have resulted in the capability today for routine simulation of a number of large scale complex DOE-relevant systems. As remarkable as this capability for solving the so-called forward problem is, it is typically only the first step-an inner loop within an outer loop that explores the simulation model's parameter space and decision space to characterize uncertainty in the model's predictions, learn unknown model parameters from data, design the most informative experiments, determine optimal control strategies, and create optimal designs. Broadly, what unifies all of these outer loop problems is that they are, in one form or another, optimization problems over parameter/control/design space that are constrained by complex uncertain models. To fully realize the power of scientific simulation as a basis for scientific discovery, technological innovation, and rational decision-making, it is imperative to move beyond simulation to tackle the outer loop of optimization for learning from data, experimental design, and control with complex uncertain models. When the models under consideration are large-scale and complex, and when the optimization variable and uncertain parameter spaces are high (or infinite) dimensional, this constitutes a grand challenge of the highest order, and is intractable with conventional methods. To overcome these challenges, the AEOLUS Center was established to develop a unified mathematical, computational, and statistical framework for (1) Learning predictive models from complex data via Bayesian inference and optimization, and (2) Optimizing experiments, processes, and designs using the resulting uncertain models. These problems are intractable with conventional methods, for several reasons: (1) The simulation problems that govern the inner loops of the optimization problems are expensive to execute (due to severe nonlinearity, heterogeneity, multiphysics/multiscale coupling); (2) The optimization variable and uncertain parameter spaces are high dimensional, often stemming from discretizations of infinite dimensional fields such as initial conditions, sources, or material properties. We argue that the key to overcoming these challenges is to develop new mathematical, computational, and statistical methods that exploit the structure of the Bayesian inference and optimization problems mediated by their underlying complex uncertain models. This structure includes the regularity, sparsity, geometry, low intrinsic dimensionality, and multifidelity nature of the maps from uncertain parameter/optimization variable spaces to the specific objectives targeted: Bayesian inference, optimal experimental design, and optimal control design. Black box methods developed as generic tools are incapable of exploiting this structure. To be successful, we must create, integrate, and cross-fertilize ideas across multiple areas of applied math--including approximation theory, Bayesian inference, data science, experimental design, information theory, machine learning, model reduction, optimal control theory, parallel algorithms, PDE-constrained optimization, randomized algorithms, stochastic optimization, and uncertainty quantification--all while exploiting the structure of the problems at hand. With this goal in mind, we have marshaled a team of leading authorities in these areas. While the methods we develop will be broadly applicable across a wide spectrum of DOE problems in which experiments inform models and the systems those models describe must be optimized under uncertainty, we have chosen a specific area, advanced manufacturing and materials, to drive our work. AMM is characterized by complex models across multiple scales, and is a rich source of challenging problems in inference, experimental design, and optimal control, requiring multifaceted and integrated advances in applied mathematics. As such, AMM serves as an excellent vehicle to motivate and demonstrate the advances in applied mathematics developed by our center.

97 MATHEMATICS AND COMPUTING

Online randomized interpolative decomposition with a posteriori error estimator for temporal PDE data reduction

Traditional low-rank approximation is a powerful tool for compressing large data matrices that arise in simulations of partial differential equations (PDEs), but suffers from high computational cost and requires several passes over the PDE data. The compressed data may also lack interpretability thus making it difficult to identify feature patterns from the original data. Here, to address these issues, we present an online randomized algorithm to compute the interpolative decomposition (ID) of large-scale data matrices in situ. Compared to previous randomized IDs that used the QR decomposition to determine the column basis, we adopt a streaming ridge leverage score-based column subset selection algorithm that dynamically selects proper basis columns from the data and thus avoids an extra pass over the data to compute the coefficient matrix of the ID. In particular, we adopt a single-pass error estimator based on the non-adaptive Hutch++ algorithm to provide real-time error approximation for determining the best coefficients. As a result, our approach only needs a single pass over the original data and thus is suitable for large and high-dimensional matrices stored outside of core memory or generated in PDE simulations. A strategy to improve the accuracy of the reconstructed data gradient, when desired, within the ID framework is also presented. We provide numerical experiments on turbulent channel flow and ignition simulations, and on the NSTX Gas Puff Image dataset, comparing our algorithm with the offline ID algorithm to demonstrate its utility in real-world applications.

Column subset selection

Estimating Fine-Resolution Shortwave Broadband Albedo of Croplands from Harmonized Landsat and Sentinel-2 Data

Altered surface albedo due to land-cover conversions and management is a significant driver of global climate change. Albedo can be directly measured at ground stations, and remote sensing data can be used to scale-up albedo values to regional and global levels. Some previous studies have retrieved fine-resolution (10–30 m) instantaneous albedo and coarse-resolution (500–1000 m) daily mean albedo from remote sensing data, but they all required the input of Moderate Resolution Imaging Spectroradiometer (MODIS) albedo information at 500-m resolution, and none have assembled both instantaneous and daily albedo based exclusively on fine-resolution satellite data. Here, to address this issue, we compiled 387 instantaneous and 346 daily albedo records using field net radiometer measurements from the bioenergy croplands at the W. K. Kellogg Biological Station in southwest Michigan. We then connected these albedo records with a suite of variables derived from harmonized Landsat and Sentinel-2 data through two machine learning algorithms (random forest regression and extreme gradient boosting) to retrieve clear-sky instantaneous and daily shortwave broadband albedo. The performance statistics indicate reasonable accuracy of model results [root-mean-square error (RMSE)] around or below 0.03 except for snow-covered surfaces), suggesting that the retrieval of both instantaneous and daily albedo based exclusively on fine-resolution satellite data is promising. To facilitate the use of fine-resolution albedo products at the global level, future efforts need to include more albedo records of diverse surface cover types, as well as to accurately model daily albedo for cloudy days to address the “clear-sky bias.”

Harmonized Landsat and Sentinel-2

Data and Scripts associated with a manuscript on ecosystem responses to wildfires in the Columbia River Basin

This data package is associated with the publication “Ecosystem leaf area, gross primary production, and evapotranspiration responses to wildfire in the Columbia River Basin” submitted to Biogeosciences (Shi et al., 2024; doi: 10.22541/au.171053013.30286044/v1). In this research, data products, leaf area index (LAI), gross primary production (GPP), and evapotranspiration (ET), from the Moderate Resolution Imaging Spectroradiometer (MODIS) are used to quantify the resistance and resilience of different ecosystem types in the Columbia River Basin (CRB). A machine learning algorithm, random forest (RF), was used to examine the impacts of precipitation, vapor pressure deficit (VPD), and burn severity from Monitoring Trends in Burn Severity (MTBS) on ecosystem resilience. The data package includes the processed MODIS data products, precipitation, VPD, and burn severity in 138 fire regions in CRB and the input files for RF model training. This data package includes six folders. The MODIS products are included in three MODIS_* folders with shell scripts for data clipping and *ncl files for data processing: (1) “/MODIS_LAI_CRB”; (2) “/MODIS_GPP_CRB”; and (3) “/MODIS_ET_CRB”. All the processed data for each fire event are NetCDF formatted. The MTBS burn severity data and the shell and *ncl scripts used for data processing are in the folder named (4) “MTBS_fire”. The ERA meteorological fields and the data processing scritps are in (5) “ERA_Var_CR”. All the scripts for figure development are in the format of *ncl and in the folder (6) “paper_scripts”. See the file ending in “flmd.csv” for a list of all files contained in this data package and descriptions for each. Tabular column headers and units are described in the data dictionary file ending in “dd.csv”.

54 ENVIRONMENTAL SCIENCES

Randomized Adiabatic Quantum Linear Solver Algorithm with Optimal Complexity Scaling and Detailed Running Costs

Solving linear systems of equations is a fundamental problem with a wide variety of applications across many fields of science, and there is increasing effort to develop quantum linear solver algorithms. Subaşı et al. [Phys. Rev. Lett. 122, 060504 (2019)] proposed a randomized algorithm inspired by adiabatic quantum computing, based on a sequence of random Hamiltonian simulation steps, with suboptimal scaling in the condition number 𝜅 of the linear system and the target error 𝜖. Here we go beyond these results in several ways. Firstly, using filtering [Lin and Tong, Quantum 4, 361 (2020)] and Poissonization techniques [Cunningham and Roland, ArXiv:2406.03972 (2024)], the algorithm complexity is improved to the optimal scaling 𝑂⁡(𝜅⁢log (1/𝜖))—an exponential improvement in 𝜖, and a shaving of a log 𝜅 scaling factor in 𝜅. Secondly, the algorithm is further modified to achieve constant factor improvements, which are vital as we progress towards hardware implementations on fault-tolerant devices. We introduce a cheaper randomized walk operator method replacing Hamiltonian simulation—which also removes the need for potentially challenging classical precomputations; randomized routines are sampled over optimized random variables; circuit constructions are improved. We obtain a closed formula rigorously upper bounding the expected number of times one needs to apply a block-encoding of the linear system matrix to output a quantum state encoding the solution to the linear system. The upper bound is 837⁢𝜅 at 𝜖 = 10 −10 for Hermitian matrices.

97 MATHEMATICS AND COMPUTING

Selection of high-redshift Lyman-Break Galaxies from broadband and wide photometric surveys

In this paper, we investigate the possibility of selecting high-redshift Lyman-Break Galaxies (LBG) using current and future broadband wide photometric surveys, such as the Ultraviolet Near Infrared Optical Northern Survey (UNIONS) or the Vera C. Rubin Legacy Survey of Space and Time (LSST), using a Random Forest algorithm. This work is conducted in the context of future large-scale structure spectroscopic surveys like DESI-II, the next phase of the Dark Energy Spectroscopic Instrument (DESI), which will start around 2029.We use deep imaging data from the Hyper Suprime Camera (HSC) and the Canada-France-Hawaii Telescope Large Area U-band Deep Survey (CLAUDS) on the COSMOS and XMM-LSS fields. To predict the selection performance of LBGs with image quality similar to UNIONS, we degrade the u,g,r,i and z bands to UNIONS depth.The Random Forest algorithm is trained with the u,g,r,i and z bands to classify LBGs in the 2.5 < z < 3.5 range.We find that fixing a target density budget of 1,100 deg$^{-2}$, the Random Forest approach gives a density of z > 2 targets of 873 deg$^{-2}$, and a density of 493 deg$^{-2}$ of confirmed LBGs after spectroscopic confirmation with DESI. This UNIONS-like selection was tested in a dedicated spectroscopic observation campaign of 1,000 targets with DESI on the COSMOS field, providing a safe spectroscopic sample with a mean redshift of 3. This sample is used to derive forecasts for DESI-II, assuming a sky coverage of 5,000 deg$^{2}$. We predict uncertainties on Alcock-Paczynski parameters α$_{⊥}$ and α$_{∥}$ to be 0.7% and 1% for 2.6 < z < 3.2, resulting in a potential 2% measurement of the dark energy fraction at high redshift. Additionally, we estimate the uncertainty in local non-Gaussianity and predict σ$_{fNL}$ ≈ 7, which would be comparable to the current best precision achieved by Planck. The latter forecast suggests that achieving the precision required to place stringent constraints on inflationary models (σ$_{fNL}$ ≈ 1) using spectroscopic galaxy surveys necessitates the development of a next-generation (Stage V) spectroscopic survey.

79 ASTRONOMY AND ASTROPHYSICS

Selection of high-redshift Lyman-Break Galaxies from broadband and wide photometric surveys

Here, in this paper, we investigate the possibility of selecting high-redshift Lyman-Break Galaxies (LBG) using current and future broadband wide photometric surveys, such as the Ultraviolet Near Infrared Optical Northern Survey (UNIONS) or the Vera C. Rubin Legacy Survey of Space and Time (LSST), using a Random Forest algorithm. This work is conducted in the context of future large-scale structure spectroscopic surveys like DESI-II, the next phase of the Dark Energy Spectroscopic Instrument (DESI), which will start around 2029. We use deep imaging data from the Hyper Suprime Camera (HSC) and the Canada-France-Hawaii Telescope Large Area U-band Deep Survey (CLAUDS) on the COSMOS and XMM-LSS fields. To predict the selection performance of LBGs with image quality similar to UNIONS, we degrade the u,g,r,i and z bands to UNIONS depth. The Random Forest algorithm is trained with the u,g,r,i and z bands to classify LBGs in the 2.5 < z < 3.5 range. We find that fixing a target density budget of 1,100 deg -2 , the Random Forest approach gives a density of z > 2 targets of 873 deg -2 , and a density of 493 deg -2 of confirmed LBGs after spectroscopic confirmation with DESI. This UNIONS-like selection was tested in a dedicated spectroscopic observation campaign of 1,000 targets with DESI on the COSMOS field, providing a safe spectroscopic sample with a mean redshift of 3. This sample is used to derive forecasts for DESI-II, assuming a sky coverage of 5,000 deg 2 . We predict uncertainties on Alcock-Paczynski parameters α ⊥ and α ∥ to be 0.7% and 1% for 2.6 < z < 3.2, resulting in a potential 2% measurement of the dark energy fraction at high redshift. Additionally, we estimate the uncertainty in local non-Gaussianity and predict σ fNL ≈ 7, which would be comparable to the current best precision achieved by Planck. The latter forecast suggests that achieving the precision required to place stringent constraints on inflationary models (σ fNL ≈ 1) using spectroscopic galaxy surveys necessitates the development of a next-generation (Stage V) spectroscopic survey.

cosmological parameters from LSS

Artificial intelligence driven laser parameter search: Inverse design of photonic surfaces using greedy surrogate-based optimization

Photonic surfaces designed with specific optical characteristics are becoming increasingly crucial for novel energy harvesting and storage systems. The design of these surfaces can be achieved by texturing materials using lasers. The optimal adjustment of laser fabrication parameters to achieve target surface optical properties is an open challenge. Thus, we develop a surrogate-based optimization approach. Our framework employs the Random Forest algorithm to model the forward relationship between the laser fabrication parameters and the resulting optical characteristics. During the optimization process, we use a greedy, prediction-based exploration strategy that iteratively selects batches of laser parameters to be used in experimentation by minimizing the predicted discrepancy between the surrogate model’s outputs and the user-defined target optical characteristics. This strategy allows for efficient identification of optimal fabrication parameters without the need to model the error landscape directly. We demonstrate the efficiency and effectiveness of our approach on two synthetic benchmarks and two specific experimental applications of photonic surface inverse design targets. By calculating the average performance of our algorithm compared to other state of the art optimization methods, we show that our algorithm performs, on average, twice as well across all benchmarks. Additionally, a warm starting inverse design technique for changed target optical characteristics enhances the performance of the introduced approach.

97 MATHEMATICS AND COMPUTING