4.3NAJan 19, 2011
Matrix probing: a randomized preconditioner for the wave-equation HessianLaurent Demanet, Pierre-David Létourneau, Nicolas Boumal et al.
This paper considers the problem of approximating the inverse of the wave-equation Hessian, also called normal operator, in seismology and other types of wave-based imaging. An expansion scheme for the pseudodifferential symbol of the inverse Hessian is set up. The coefficients in this expansion are found via least-squares fitting from a certain number of applications of the normal operator on adequate randomized trial functions built in curvelet space. It is found that the number of parameters that can be fitted increases with the amount of information present in the trial functions, with high probability. Once an approximate inverse Hessian is available, application to an image of the model can be done in very low complexity. Numerical experiments show that randomized operator fitting offers a compelling preconditioner for the linearized seismic inversion problem.
3.3NAApr 9, 2019
On the approximation of the solution of partial differential equations by artificial neural networks trained by a multilevel Levenberg-Marquardt methodHenri Calandra, Serge Gratton, Elisa Riccietti et al.
This paper is concerned with the approximation of the solution of partial differential equations by means of artificial neural networks. Here a feedforward neural network is used to approximate the solution of the partial differential equation. The learning problem is formulated as a least squares problem, choosing the residual of the partial differential equation as a loss function, whereas a multilevel Levenberg-Marquardt method is employed as a training method. This setting allows us to get further insight into the potential of multilevel methods. Indeed, when the least squares problem arises from the training of artificial neural networks, the variables subject to optimization are not related by any geometrical constraints and the standard interpolation and restriction operators cannot be employed any longer. A heuristic, inspired by algebraic multigrid methods, is then proposed to construct the multilevel transfer operators. Numerical experiments show encouraging results related to the efficiency of the new multilevel optimization method for the training of artificial neural networks, compared to the standard corresponding one-level procedure.