1.2NAOct 25, 2018
A Jump Stochastic Differential Equation Approach for Influence Prediction on Information Propagation NetworksYaohua Zang, Gang Bao, Xiaojing Ye et al.
We propose a novel problem formulation of continuous-time information propagation on heterogenous networks based on jump stochastic differential equations (SDE). The structure of the network and activation rates between nodes are naturally taken into account in the SDE system. This new formulation allows for efficient and stable algorithm for many challenging information propagation problems, including estimations of individual activation probability and influence level, by solving the SDE numerically. To this end, we develop an efficient numerical algorithm incorporating variance reduction; furthermore, we provide theoretical bounds for its sample complexity. Moreover, we show that the proposed jump SDE approach can be applied to a much larger class of critical information propagation problems with more complicated settings. Numerical experiments on a variety of synthetic and real-world propagation networks show that the proposed method is more accurate and efficient compared with the state-of-the-art methods.
3.2OCJul 4, 2024
WANCO: Weak Adversarial Networks for Constrained Optimization problemsGang Bao, Dong Wang, Boyi Zou
This paper focuses on integrating the networks and adversarial training into constrained optimization problems to develop a framework algorithm for constrained optimization problems. For such problems, we first transform them into minimax problems using the augmented Lagrangian method and then use two (or several) deep neural networks(DNNs) to represent the primal and dual variables respectively. The parameters in the neural networks are then trained by an adversarial process. The proposed architecture is relatively insensitive to the scale of values of different constraints when compared to penalty based deep learning methods. Through this type of training, the constraints are imposed better based on the augmented Lagrangian multipliers. Extensive examples for optimization problems with scalar constraints, nonlinear constraints, partial differential equation constraints, and inequality constraints are considered to show the capability and robustness of the proposed method, with applications ranging from Ginzburg--Landau energy minimization problems, partition problems, fluid-solid topology optimization, to obstacle problems.
ParticleWNN: a Novel Neural Networks Framework for Solving Partial Differential EquationsYaohua Zang, Gang Bao
Deep neural networks (DNNs) have been widely used to solve partial differential equations (PDEs) in recent years. In this work, a novel deep learning-based framework named Particle Weak-form based Neural Networks (ParticleWNN) is developed for solving PDEs in the weak form. In this framework, the trial space is defined as the space of DNNs, while the test space consists of functions compactly supported in extremely small regions, centered around particles. To facilitate the training of neural networks, an R-adaptive strategy is designed to adaptively modify the radius of regions during training. The ParticleWNN inherits the benefits of weak/variational formulation, requiring less regularity of the solution and a small number of quadrature points for computing integrals. Additionally, due to the special construction of the test functions, ParticleWNN enables parallel implementation and integral calculations only in extremely small regions. This framework is particularly desirable for solving problems with high-dimensional and complex domains. The efficiency and accuracy of ParticleWNN are demonstrated through several numerical examples, showcasing its superiority over state-of-the-art methods. The source code for the numerical examples presented in this paper is available at https://github.com/yaohua32/ParticleWNN.