Matthias Sachs

2papers

2 Papers

50.9LGMay 11
Active Learning for Gaussian Process Regression Under Self-Induced Boltzmann Weights

Jixiang Qing, Henry Moss, Matthias Sachs

We consider the active learning problem where the goal is to learn an unknown function with low prediction error under an unknown Boltzmann distribution induced by the function itself. This self-induced weighting arises naturally in problems such as potential energy surface (PES) modeling in computational chemistry, yet poses unique challenges as the target distribution is unknown and its partition function is intractable. We propose \texttt{AB-SID-iVAR}, a Gaussian Process-based acquisition function that approximates the intractable Bayesian target distribution in closed form while avoiding partition function estimation, and is applicable to both discrete and continuous input domains. We also analyze a Thompson sampling alternative (\texttt{TS-SID-iVAR}) as a higher variance Monte Carlo variant. Despite the unknown target, under mild conditions, we establish that the terminal prediction error vanishes with high probability, and provide a tighter average-case guarantee. We demonstrate consistent improvements over existing approaches in this setting on synthetic benchmarks and real-world PES modeling and drug discovery tasks.

NAApr 2, 2019
Quadrature Points via Heat Kernel Repulsion

Jianfeng Lu, Matthias Sachs, Stefan Steinerberger

We discuss the classical problem of how to pick $N$ weighted points on a $d-$dimensional manifold so as to obtain a reasonable quadrature rule $$ \frac{1}{|M|}\int_{M}{f(x) dx} \simeq \frac{1}{N} \sum_{n=1}^{N}{a_i f(x_i)}.$$ This problem, naturally, has a long history; the purpose of our paper is to propose selecting points and weights so as to minimize the energy functional $$ \sum_{i,j =1}^{N}{ a_i a_j \exp\left(-\frac{d(x_i,x_j)^2}{4t}\right) } \rightarrow \min, \quad \mbox{where}~t \sim N^{-2/d},$$ $d(x,y)$ is the geodesic distance and $d$ is the dimension of the manifold. This yields point sets that are theoretically guaranteed, via spectral theoretic properties of the Laplacian $-Δ$, to have good properties. One nice aspect is that the energy functional is universal and independent of the underlying manifold; we show several numerical examples.