Zhengming Song

Yujia Ding, Qidi Peng, Zhengming Song et al.

We introduce the arbitrary rectangle-range generalized elastic net penalty method, abbreviated to ARGEN, for performing constrained variable selection and regularization in high-dimensional sparse linear models. As a natural extension of the nonnegative elastic net penalty method, ARGEN is proved to have variable selection consistency and estimation consistency under some conditions. The asymptotic behavior in distribution of the ARGEN estimators have been studied. We also propose an algorithm called MU-QP-RR-W-$l_1$ to efficiently solve ARGEN. By conducting simulation study we show that ARGEN outperforms the elastic net in a number of settings. Finally an application of S&P 500 index tracking with constraints on the stock allocations is performed to provide general guidance for adapting ARGEN to solve real-world problems.

Max Schwarzer, Bryce Rogan, Yadong Ruan et al.

We propose a machine learning approach to address a key challenge in materials science: predicting how fractures propagate in brittle materials under stress, and how these materials ultimately fail. Our methods use deep learning and train on simulation data from high-fidelity models, emulating the results of these models while avoiding the overwhelming computational demands associated with running a statistically significant sample of simulations. We employ a graph convolutional network that recognizes features of the fracturing material and a recurrent neural network that models the evolution of these features, along with a novel form of data augmentation that compensates for the modest size of our training data. We simultaneously generate predictions for qualitatively distinct material properties. Results on fracture damage and length are within 3% of their simulated values, and results on time to material failure, which is notoriously difficult to predict even with high-fidelity models, are within approximately 15% of simulated values. Once trained, our neural networks generate predictions within seconds, rather than the hours needed to run a single simulation.