MLMay 19
A Unified Framework for Structure-Aware Clustering and Heterogeneous Causal Graph LearningHonglin Du, Muxuan Liang, Xiang Zhong
In complex multivariate systems, interactions among variables are defined by dependency structures, often encoded as directed acyclic graphs ($\text{DAGs}$). However, dependency structures can vary across subjects, and ignoring this structural heterogeneity introduces bias and obscures subpopulation-specific dependencies. To address this, we propose Directed Acyclic Graph-based Dependency Clustering via Alternating Direction Method of Multipliers (DAG-DC-ADMM), a unified framework built upon Structural Equation Modeling (SEM) that jointly learns cluster assignments and cluster-specific dependency structures. We encode acyclicity via a smooth constraint and integrate a groupwise truncated Lasso fusion penalty (gTLP) to cluster subjects based on their structural similarity. This yields a nonconvex optimization problem that incorporates sparsity, acyclicity, and structural consensus constraints. We address the nonconvexity by using the augmented Lagrangian method and solve it with an adapted version of the Alternating Direction Method of Multipliers (ADMM) for difference-of-convex programs. For certain graph structures, such as upper triangular adjacency matrices, our algorithm is guaranteed to converge to a Karush-Kuhn-Tucker (KKT) point. Experiments demonstrate that our method recovers cluster-specific causal dependency structures with a high true positive rate and a low false discovery rate. This capability enables the robust discovery of heterogeneous dependencies across subjects where the subpopulation label is unknown.
NAMay 10
Efficient Multiscale Methods for Highly Heterogeneous Spatial Network ModelsYingjie Zhou, Xiang Zhong, Changqing Ye et al.
Modeling complex spatial networks with multiscale heterogeneity poses significant mathematical and computational challenges. Lacking explicit PDE discretizations and facing excessive degrees of freedom, conventional methods often become computationally prohibitive. To address these challenges, we propose an efficient multiscale modeling for highly heterogeneous spatial networks. We construct multiscale basis functions tailored to spatial network models with heterogeneous edge weights and node degrees. A key novelty is that the proposed method doesn't introduce geometric parameters (such as Dirichlet nodes, distances, or mesh sizes), thereby preserving its purely algebraic nature and ensuring broad applicability. By incorporating a subgraph-wise estimate, we define a Poincaré constant $C_{\mathrm{po}}$ that renders the method independent of the underlying graph geometry. Then through an appropriate choice of the number of graph oversampling layers, we establish an $O(C_{\mathrm{po}})$ convergence independent of the local heterogeneity contrast. Notably, our scheme operates entirely within an algebraic framework, eliminating the need for Dirichlet nodes and positive-definiteness on specific matrices arising in the model. This flexibility enables the simulation of a wider range of physical models and accommodates various boundary conditions. Rigorous theoretical analyses are provided under suitable assumptions, and extensive numerical experiments validate the effectiveness of the proposed approach.
NAApr 29
Multiscale Modeling for Time-harmonic Maxwell equations with impedance boundary conditions in highly heterogeneous mediaXiang Zhong, Eric T. Chung, Xingguang Jin
Modeling time-harmonic Maxwell problems in heterogeneous media presents significant mathematical and computational challenges. Due to the inherent non-elliptic structure and non-coercive nature of Maxwell equations, conventional methods face severe numerical instabilities, particularly in high-contrast media and at high wave numbers. These challenges often lead to ill-conditioned discrete systems and prohibitively high computational costs, limiting their practical applicability. To overcome these challenges, we introduce an efficient multiscale framework for time-harmonic Maxwell equations with impedance boundary conditions in high-contrast media. A major novelty of this study lies in circumventing the need for an explicit divergence-free constraint on multiscale basis functions. To achieve this, an auxiliary space is constructed via local spectral problems incorporating a mass term and a Silver-Müller-type boundary penalty. This novel design guarantees the coercivity of the corresponding bilinear form and automatically excludes the kernel of the curl operator from the leading eigenspaces. Building upon the auxiliary space, we then construct the multiscale space by using a distinct bilinear form. By exploiting a resolution condition and establishing key norm relationships, we rigorously prove the coercivity of this modified bilinear form a crucial property that underpins the whole analysis. Theoretical analysis shows that, with appropriate oversampling, the method achieves $O (H)$ convergence independent of the local contrast and the approximation error increases with the wave number $k$. Extensive numerical experiments are reported to validate the effectiveness of the proposed approach.
MENov 11, 2020
Robust and flexible learning of a high-dimensional classification rule using auxiliary outcomesMuxuan Liang, Jaeyoung Park, Qing Lu et al.
Correlated outcomes are common in many practical problems. In some settings, one outcome is of particular interest, and others are auxiliary. To leverage information shared by all the outcomes, traditional multi-task learning (MTL) minimizes an averaged loss function over all the outcomes, which may lead to biased estimation for the target outcome, especially when the MTL model is mis-specified. In this work, based on a decomposition of estimation bias into two types, within-subspace and against-subspace, we develop a robust transfer learning approach to estimating a high-dimensional linear decision rule for the outcome of interest with the presence of auxiliary outcomes. The proposed method includes an MTL step using all outcomes to gain efficiency, and a subsequent calibration step using only the outcome of interest to correct both types of biases. We show that the final estimator can achieve a lower estimation error than the one using only the single outcome of interest. Simulations and real data analysis are conducted to justify the superiority of the proposed method.
ROFeb 17, 2019
Real-Time Trajectory Planning for AGV in the Presence of Moving Obstacles: A First-Search-Then-Optimization ApproachBai Li, Youmin Zhang, Yakun Ouyang et al.
This paper focuses on automatic guided vehicle (AGV) trajectory planning in the presence of moving obstacles with known but complicated trajectories. In order to achieve good solution precision, optimality and unification, the concerned task should be formulated as an optimal control problem, and then discretized into a nonlinear programming (NLP) problem, which is numerically optimized thereafter. Without a near-feasible or near-optimal initial guess, the NLP-solving process is usually slow. With the purpose of accelerating the NLP solution, a search-based rough planning stage is added to generate appropriate initial guesses. Concretely, a continuous state space is formulated, which consists of Cartesian product of 2D configuration space and a time dimension. The rough trajectory is generated by a graph-search based planner, namely the A* algorithm. Herein, the nodes in the graph are constructed by discretizing the aforementioned continuous spatio-temporal space. Through this first-search-then-optimization framework, optimal solutions to unified trajectory planning problems can be obtained fast. Simulations have been conducted to verify the real-time performance of our proposal.