Armin Iske

Yahya Saleh, Álvaro Fernández Corral, Emil Vogt et al.

Calculations of highly excited and delocalized molecular vibrational states are computationally challenging tasks, which strongly depends on the choice of coordinates for describing vibrational motions. We introduce a new method that leverages normalizing flows -- parametrized invertible functions -- to learn optimal vibrational coordinates that satisfy the variational principle. This approach produces coordinates tailored to the vibrational problem at hand, significantly increasing the accuracy and enhancing basis-set convergence of the calculated energy spectrum. The efficiency of the method is demonstrated in calculations of the 100 lowest excited vibrational states of H$_2$S, H$_2$CO, and HCN/HNC. The method effectively captures the essential vibrational behavior of molecules by enhancing the separability of the Hamiltonian and hence allows for an effective assignment of approximate quantum numbers. We demonstrate that the optimized coordinates are transferable across different levels of basis-set truncation, enabling a cost-efficient protocol for computing vibrational spectra of high-dimensional systems.

Stephan Eckstein, Armin Iske, Mathias Trabs

In a high-dimensional regression framework, we study consequences of the naive two-step procedure where first the dimension of the input variables is reduced and second, the reduced input variables are used to predict the output variable with kernel regression. In order to analyze the resulting regression errors, a novel stability result for kernel regression with respect to the Wasserstein distance is derived. This allows us to bound errors that occur when perturbed input data is used to fit the regression function. We apply the general stability result to principal component analysis (PCA). Exploiting known estimates from the literature on both principal component analysis and kernel regression, we deduce convergence rates for the two-step procedure. The latter turns out to be particularly useful in a semi-supervised setting.

Álvaro Fernández Corral, Nicolás Mendoza, Armin Iske et al.

We present a computational framework for obtaining multidimensional phase-space solutions of systems of non-linear coupled differential equations, using high-order implicit Runge-Kutta Physics- Informed Neural Networks (IRK-PINNs) schemes. Building upon foundational work originally solving differential equations for fields depending on coordinates [J. Comput. Phys. 378, 686 (2019)], we adapt the scheme to a context where the coordinates are treated as functions. This modification enables us to efficiently solve equations of motion for a particle in an external field. Our scheme is particularly useful for explicitly time-independent and periodic fields. We apply this approach to successfully solve the equations of motion for a mass particle placed in a central force field and a charged particle in a periodic electric field.

Vincent Menden, Yahya Saleh, Armin Iske

We establish empirical risk minimization principles for active learning by deriving a family of upper bounds on the generalization error. Aligning with empirical observations, the bounds suggest that superior query algorithms can be obtained by combining both informativeness and representativeness query strategies, where the latter is assessed using integral probability metrics. To facilitate the use of these bounds in application, we systematically link diverse active learning scenarios, characterized by their loss functions and hypothesis classes to their corresponding upper bounds. Our results show that regularization techniques used to constraint the complexity of various hypothesis classes are sufficient conditions to ensure the validity of the bounds. The present work enables principled construction and empirical quality-evaluation of query algorithms in active learning.

Armin Iske

We analyse the convergence of sampling algorithms for functions in reproducing kernel Hilbert spaces (RKHS). To this end, we discuss approximation properties of kernel regression under minimalistic assumptions on both the kernel and the input data. We first prove error estimates in the kernel's RKHS norm. This leads us to new results concerning uniform convergence of kernel regression on compact domains. For Lipschitz continuous and Hölder continuous kernels, we prove convergence rates.

Armin Iske, Lennart Ohlsen

We develop sampling formulas for high-dimensional functions in reproducing kernel Hilbert spaces, where we rely on irregular samples that are taken at determining sequences of data points. We place particular emphasis on sampling formulas for tensor product kernels, where we show that determining irregular samples in lower dimensions can be composed to obtain a tensor of determining irregular samples in higher dimensions. This in turn reduces the computational complexity of sampling formulas for high-dimensional functions quite significantly.

Yahya Saleh, Armin Iske

Let $C_h$ be a composition operator mapping $L^2(Ω_1)$ into $L^2(Ω_2)$ for some open sets $Ω_1, Ω_2 \subseteq \mathbb{R}^n$. We characterize the mappings $h$ that transform Riesz bases of $L^2(Ω_1)$ into Riesz bases of $L^2(Ω_2)$. Restricting our analysis to differentiable mappings, we demonstrate that mappings $h$ that preserve Riesz bases have Jacobian determinants that are bounded away from zero and infinity. We discuss implications of these results for approximation theory, highlighting the potential of using bijective neural networks to construct Riesz bases with favorable approximation properties.

Tizian Wenzel, Armin Iske

Kernel based approximation offers versatile tools for high-dimensional approximation, which can especially be leveraged for surrogate modeling. For this purpose, both "knot insertion" and "knot removal" approaches aim at choosing a suitable subset of the data, in order to obtain a sparse but nevertheless accurate kernel model. In the present work, focussing on kernel based interpolation, we aim at combining these two approaches to further improve the accuracy of kernel models, without increasing the computational complexity of the final kernel model. For this, we introduce a class of kernel exchange algorithms (KEA). The resulting KEA algorithm can be used for finetuning greedy kernel surrogate models, allowing for an reduction of the error up to 86.4% (17.2% on average) in our experiments.