Eric Darve

Matthias Messner, Bérenger Bramas, Olivier Coulaud et al. · stanford

A fast multipole method (FMM) for asymptotically smooth kernel functions (1/r, 1/r^4, Gauss and Stokes kernels, radial basis functions, etc.) based on a Chebyshev interpolation scheme has been introduced in [Fong et al., 2009]. The method has been extended to oscillatory kernels (e.g., Helmholtz kernel) in [Messner et al., 2012]. Beside its generality this FMM turns out to be favorable due to its easy implementation and its high performance based on intensive use of highly optimized BLAS libraries. However, one of its bottlenecks is the precomputation of the multiple-to-local (M2L) operator, and its higher number of floating point operations (flops) compared to other FMM formulations. Here, we present several optimizations for that operator, which is known to be the costliest FMM operator. The most efficient ones do not only reduce the precomputation time by a factor up to 340 but they also speed up the matrix-vector product. We conclude with comparisons and numerical validations of all presented optimizations.

Song Li, Eric Darve · stanford

The FIND algorithm is a fast algorithm designed to calculate certain entries of the inverse of a sparse matrix. Such calculation is critical in many applications, e.g., quantum transport in nano-devices. We extended the algorithm to other matrix inverse related calculations. Those are required for example to calculate the less-than Green's function and the current density through the device. For a 2D device discretized as an N_x x N_y mesh, the best known algorithms have a running time of O(N_x^3 N_y), whereas FIND only requires O(N_x^2 N_y). Even though this complexity has been reduced by an order of magnitude, the matrix inverse calculation is still the most time consuming part in the simulation of transport problems. We could not reduce the order of complexity, but we were able to significantly reduce the constant factor involved in the computation cost. By exploiting the sparsity and symmetry, the size of the problem beyond which FIND is faster than other methods typically decreases from a 130x130 2D mesh down to a 40x40 mesh. These improvements make the optimized FIND algorithm even more competitive for real-life applications.

Kai Yang, Hadi Pouransari, Eric Darve · stanford

Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and efficient. Approximate factorization preconditioners, such as incomplete LU factorization, provide cheap approximations to the system matrix. However, even a highly accurate preconditioner may have deteriorating performance when the condition number of the system matrix increases. By increasing the accuracy on low-frequency errors, we propose a novel hierarchical solver with improved robustness with respect to the condition number of the linear system. This solver retains the linear computational cost and memory footprint of the original algorithm.

Chao Chen, Leopold Cambier, Erik G. Boman et al. · stanford

A hierarchical solver is proposed for solving sparse ill-conditioned linear systems in parallel. The solver is based on a modification of the LoRaSp method, but employs a deferred-compression technique, which provably reduces the approximation error and significantly improves efficiency. Moreover, the deferred-compression technique introduces minimal overhead and does not affect parallelism. As a result, the new solver achieves linear computational complexity under mild assumptions and excellent parallel scalability. To demonstrate the performance of the new solver, we focus on applying it to solve sparse linear systems arising from ice sheet modeling. The strong anisotropic phenomena associated with the thin structure of ice sheets creates serious challenges for existing solvers. To address the anisotropy, we additionally developed a customized partitioning scheme for the solver, which captures the strong-coupling direction accurately. In general, the partitioning can be computed algebraically with existing software packages, and thus the new solver is generalizable for solving other sparse linear systems. Our results show that ice sheet problems of about 300 million degrees of freedom have been solved in just a few minutes using a thousand processors.

Kailai Xu, Eric Darve · stanford

A spectral method is considered for approximating the fractional Laplacian and solving the fractional Poisson problem in 2D and 3D unit balls. The method is based on the explicit formulation of the eigenfunctions and eigenvalues of the fractional Laplacian in the unit balls under the weighted $L^2$ space. The resulting method enjoys spectral accuracy for all fractional index $α\in (0,2)$ and is computationally efficient due to the orthogonality of the basis functions. We also proposed a numerical integration strategy for computing the coefficients. Numerical examples in 2D and 3D are shown to demonstrate the effectiveness of the proposed methods.

Kailai Xu, Eric Darve · stanford

Modeling via fractional partial differential equations or a Lévy process has been an active area of research and has many applications. However, the lack of efficient numerical computation methods for general nonlocal operators impedes people from adopting such modeling tools. We proposed an efficient solver for the convection-diffusion equation whose operator is the infinitesimal generator of a Lévy process based on $\mathcal{H}$-matrix technique. The proposed Crank Nicolson scheme is unconditionally stable and has a theoretical $\mathcal{O}(h^2+Δt^2)$ convergence rate. The $\mathcal{H}$-matrix technique has theoretical $\mathcal{O}(N)$ space and computational complexity compared to $\mathcal{O}(N^2)$ and $\mathcal{O}(N^3)$ respectively for the direct method. Numerical experiments demonstrate the efficiency of the new algorithm.

Zixi Xu, Léopold Cambier, François-Henry Rouet et al. · stanford

The efficient compression of kernel matrices, for instance the off-diagonal blocks of discretized integral equations, is a crucial step in many algorithms. In this paper, we study the application of Skeletonized Interpolation to construct such factorizations. In particular, we study four different strategies for selecting the initial candidate pivots of the algorithm: Chebyshev grids, points on a sphere, maximally-dispersed and random vertices. Among them, the first two introduce new interpolation points (exo-vertices) while the last two are subsets of the given clusters (endo- vertices). We perform experiments using three real-world problems coming from the multiphysics code LS-DYNA. The pivot selection strategies are compared in term of quality (final rank) and efficiency (size of the initial grid). These benchmarks demonstrate that overall, maximally-dispersed vertices provide an accurate and efficient sets of pivots for most applications. It allows to reach near-optimal ranks while starting with relatively small sets of vertices, compared to other strategies.

Tetiana Parshakova, Trevor Hastie, Eric Darve et al. · stanford

We consider multilevel low rank (MLR) matrices, defined as a row and column permutation of a sum of matrices, each one a block diagonal refinement of the previous one, with all blocks low rank given in factored form. MLR matrices extend low rank matrices but share many of their properties, such as the total storage required and complexity of matrix-vector multiplication. We address three problems that arise in fitting a given matrix by an MLR matrix in the Frobenius norm. The first problem is factor fitting, where we adjust the factors of the MLR matrix. The second is rank allocation, where we choose the ranks of the blocks in each level, subject to the total rank having a given value, which preserves the total storage needed for the MLR matrix. The final problem is to choose the hierarchical partition of rows and columns, along with the ranks and factors. This paper is accompanied by an open source package that implements the proposed methods.

Tiffany Fan, Nathaniel Trask, Marta D'Elia et al. · stanford

We explore the probabilistic partition of unity network (PPOU-Net) model in the context of high-dimensional regression problems and propose a general framework focusing on adaptive dimensionality reduction. With the proposed framework, the target function is approximated by a mixture of experts model on a low-dimensional manifold, where each cluster is associated with a local fixed-degree polynomial. We present a training strategy that leverages the expectation maximization (EM) algorithm. During the training, we alternate between (i) applying gradient descent to update the DNN coefficients; and (ii) using closed-form formulae derived from the EM algorithm to update the mixture of experts model parameters. Under the probabilistic formulation, step (ii) admits the form of embarrassingly parallelizable weighted least-squares solves. The PPOU-Nets consistently outperform the baseline fully-connected neural networks of comparable sizes in numerical experiments of various data dimensions. We also explore the proposed model in applications of quantum computing, where the PPOU-Nets act as surrogate models for cost landscapes associated with variational quantum circuits.

Pierre-David Létourneau, Eric Darve · stanford

We introduce a new type of quadrature, known as approximate Gaussian quadrature (AGQ) rules using ε-quasiorthogonality, for the approximation of integrals of the form \int f(x)d α(x). The measure α(\cdot) can be arbitrary as long as it possesses finite moments μn for sufficiently large n. The weights and nodes associated with the quadrature can be computed in low complexity and their count is inferior to that required by classical quadratures at fixed accuracy on some families of integrands. Furthermore, we show how AGQ can be used to discretize the Fourier transform with few points in order to obtain short exponential representations of functions.

Luca Pegolotti, Martin R. Pfaller, Natalia L. Rubio et al.

Reduced-order models based on physics are a popular choice in cardiovascular modeling due to their efficiency, but they may experience reduced accuracy when working with anatomies that contain numerous junctions or pathological conditions. We develop one-dimensional reduced-order models that simulate blood flow dynamics using a graph neural network trained on three-dimensional hemodynamic simulation data. Given the initial condition of the system, the network iteratively predicts the pressure and flow rate at the vessel centerline nodes. Our numerical results demonstrate the accuracy and generalizability of our method in physiological geometries comprising a variety of anatomies and boundary conditions. Our findings demonstrate that our approach can achieve errors below 2% and 3% for pressure and flow rate, respectively, provided there is adequate training data. As a result, our method exhibits superior performance compared to physics-based one-dimensional models, while maintaining high efficiency at inference time.

Ryan Humble, Zhe Zhang, Finn O'Shea et al.

Anomaly detection is an important task for complex systems (e.g., industrial facilities, manufacturing, large-scale science experiments), where failures in a sub-system can lead to low yield, faulty products, or even damage to components. While complex systems often have a wealth of data, labeled anomalies are typically rare (or even nonexistent) and expensive to acquire. Unsupervised approaches are therefore common and typically search for anomalies either by distance or density of examples in the input feature space (or some associated low-dimensional representation). This paper presents a novel approach called CoAD, which is specifically designed for multi-modal tasks and identifies anomalies based on \textit{coincident} behavior across two different slices of the feature space. We define an \textit{unsupervised} metric, $\hat{F}_β$, out of analogy to the supervised classification $F_β$ statistic. CoAD uses $\hat{F}_β$ to train an anomaly detection algorithm on \textit{unlabeled data}, based on the expectation that anomalous behavior in one feature slice is coincident with anomalous behavior in the other. The method is illustrated using a synthetic outlier data set and a MNIST-based image data set, and is compared to prior state-of-the-art on two real-world tasks: a metal milling data set and a data set from a particle accelerator.

Sreya Vangara, Jagjit Nanda, Yan-Kai Tzeng et al.

Scientific reasoning increasingly requires linking structured experimental data with the unstructured literature that explains it, yet most large language model (LLM) assistants cannot reason jointly across these modalities. We introduce SpectraQuery, a hybrid natural-language query framework that integrates a relational Raman spectroscopy database with a vector-indexed scientific literature corpus using a Structured and Unstructured Query Language (SUQL)-inspired design. By combining semantic parsing with retrieval-augmented generation, SpectraQuery translates open-ended questions into coordinated SQL and literature retrieval operations, producing cited answers that unify numerical evidence with mechanistic explanation. Across SQL correctness, answer groundedness, retrieval effectiveness, and expert evaluation, SpectraQuery demonstrates strong performance: approximately 80 percent of generated SQL queries are fully correct, synthesized answers reach 93-97 percent groundedness with 10-15 retrieved passages, and battery scientists rate responses highly across accuracy, relevance, grounding, and clarity (4.1-4.6/5). These results show that hybrid retrieval architectures can meaningfully support scientific workflows by bridging data and discourse for high-volume experimental datasets.

Ryan Humble, William Colocho, Finn O'Shea et al.

Significant advances in utilizing deep learning for anomaly detection have been made in recent years. However, these methods largely assume the existence of a normal training set (i.e., uncontaminated by anomalies) or even a completely labeled training set. In many complex engineering systems, such as particle accelerators, labels are sparse and expensive; in order to perform anomaly detection in these cases, we must drop these assumptions and utilize a completely unsupervised method. This paper introduces the Resilient Variational Autoencoder (ResVAE), a deep generative model specifically designed for anomaly detection. ResVAE exhibits resilience to anomalies present in the training data and provides feature-level anomaly attribution. During the training process, ResVAE learns the anomaly probability for each sample as well as each individual feature, utilizing these probabilities to effectively disregard anomalous examples in the training data. We apply our proposed method to detect anomalies in the accelerator status at the SLAC Linac Coherent Light Source (LCLS). By utilizing shot-to-shot data from the beam position monitoring system, we demonstrate the exceptional capability of ResVAE in identifying various types of anomalies that are visible in the accelerator.

Yizhou Qian, Jonathan Wang, Quentin Douasbin et al.

In this work, we present a novel physics-based data-driven framework for reduced-order modeling of laser ignition in a model rocket combustor based on parameterized neural ordinary differential equations (PNODE). Deep neural networks are embedded as functions of high-dimensional parameters of laser ignition to predict various terms in a 0D flow model including the heat source function, pre-exponential factors, and activation energy. Using the governing equations of a 0D flow model, our PNODE needs only a limited number of training samples and predicts trajectories of various quantities such as temperature, pressure, and mass fractions of species while satisfying physical constraints. We validate our physics-based PNODE on solution snapshots of high-fidelity Computational Fluid Dynamics (CFD) simulations of laser-induced ignition in a prototype rocket combustor. We compare the performance of our physics-based PNODE with that of kernel ridge regression and fully connected neural networks. Our results show that our physics-based PNODE provides solutions with lower mean absolute errors of average temperature over time, thus improving the prediction of successful laser ignition with high-dimensional parameters.

John Winnicki, Abeynaya Gnanasekaran, Eric Darve

Sparse autoencoders (SAEs) extract millions of interpretable features from a language model, but flat feature inventories aren't very useful on their own. Domain concepts get mixed with generic and weakly grounded features, while related ideas are scattered across many units, and there's no way to understand relationships between features. We address this by first constructing a strict domain-specific concept universe from a large SAE inventory using contrastive activations and a multi-stage filtering process. Next, we build two aligned graph views on the filtered set: a co-occurrence graph for corpus-level conceptual structure, organized at multiple levels of granularity, and a transcoder-based mechanism graph that links source-layer and target-layer features through sparse latent pathways. Automated edge labeling then turns these graph views into readable knowledge graphs rather than unlabeled layouts. In a case study on a biology textbook, these graphs recover coherent chapter and subchapter-level structure, reveal concepts that bridge neighboring topics, and transform messy sentence-level activity containing thousands of features into compact, readable views that illustrate the model's local activity. Taken together, this reframes a flat SAE inventory as an internal knowledge graph that converts feature-level interpretability into a global map of model knowledge and enables audits of reasoning faithfulness.

Tiffany Fan, Murray Cutforth, Marta D'Elia et al.

Computational Fluid Dynamics (CFD) plays a pivotal role in fluid mechanics, enabling precise simulations of fluid behavior through partial differential equations (PDEs). However, traditional CFD methods are resource-intensive, particularly for high-fidelity simulations of complex flows, which are further complicated by high dimensionality, inherent stochasticity, and limited data availability. This paper addresses these challenges by proposing a data-driven approach that leverages a Gaussian Mixture Variational Autoencoder (GMVAE) to encode high-dimensional scientific data into low-dimensional, physically meaningful representations. The GMVAE learns a structured latent space where data can be categorized based on physical properties such as the Reynolds number while maintaining global physical consistency. To assess the interpretability of the learned representations, we introduce a novel metric based on graph spectral theory, quantifying the smoothness of physical quantities along the latent manifold. We validate our approach using 2D Navier-Stokes simulations of flow past a cylinder over a range of Reynolds numbers. Our results demonstrate that the GMVAE provides improved clustering, meaningful latent structure, and robust generative capabilities compared to baseline dimensionality reduction methods. This framework offers a promising direction for data-driven turbulence modeling and broader applications in computational fluid dynamics and engineering systems.

Tiffany Fan, Murray Cutforth, Marta D'Elia et al.

Extracting compact, physically interpretable representations from high-dimensional scientific data is a persistent challenge due to the complex, nonlinear structures inherent in physical systems. We propose a Gaussian Mixture Variational Autoencoder (GM-VAE) framework designed to address this by integrating an Expectation-Maximization (EM)-inspired training scheme with a novel spectral interpretability metric. Unlike conventional VAEs that jointly optimize reconstruction and clustering (often leading to training instability), our method utilizes a block-coordinate descent strategy, alternating between expectation and maximization steps. This approach stabilizes training and naturally aligns latent clusters with distinct physical regimes. To objectively evaluate the learned representations, we introduce a quantitative metric based on graph-Laplacian smoothness, which measures the coherence of physical quantities across the latent manifold. We demonstrate the efficacy of this framework on datasets of increasing complexity: surface reaction ODEs, Navier-Stokes wake flows, and experimental laser-induced combustion Schlieren images. The results show that our GM-VAE yields smooth, physically consistent manifolds and accurate regime clustering, offering a robust data-driven tool for interpreting turbulent and reactive flow systems.

Murray Cutforth, Yiming Yang, Tiffany Fan et al.

Many science and engineering problems rely on expensive computational simulations, where a multi-fidelity approach can accelerate the exploration of a parameter space. We study efficient allocation of a simulation budget using a Gaussian Process (GP) model in the binary simulation output case. This paper introduces Bernoulli Parameter Mutual Information (BPMI), a batch active learning algorithm for multi-fidelity GP classifiers. BPMI circumvents the intractability of calculating mutual information in the probability space by employing a first-order Taylor expansion of the link function. We evaluate BPMI against several baselines on two synthetic test cases and a complex, real-world application involving the simulation of a laser-ignited rocket combustor. In all experiments, BPMI demonstrates superior performance, achieving higher predictive accuracy for a fixed computational budget.

Ziyi Yang, Yinfei Yang, Daniel Cer et al.

Language agnostic and semantic-language information isolation is an emerging research direction for multilingual representations models. We explore this problem from a novel angle of geometric algebra and semantic space. A simple but highly effective method "Language Information Removal (LIR)" factors out language identity information from semantic related components in multilingual representations pre-trained on multi-monolingual data. A post-training and model-agnostic method, LIR only uses simple linear operations, e.g. matrix factorization and orthogonal projection. LIR reveals that for weak-alignment multilingual systems, the principal components of semantic spaces primarily encodes language identity information. We first evaluate the LIR on a cross-lingual question answer retrieval task (LAReQA), which requires the strong alignment for the multilingual embedding space. Experiment shows that LIR is highly effectively on this task, yielding almost 100% relative improvement in MAP for weak-alignment models. We then evaluate the LIR on Amazon Reviews and XEVAL dataset, with the observation that removing language information is able to improve the cross-lingual transfer performance.

Ziyi Yang, Yinfei Yang, Daniel Cer et al.

This paper presents a novel training method, Conditional Masked Language Modeling (CMLM), to effectively learn sentence representations on large scale unlabeled corpora. CMLM integrates sentence representation learning into MLM training by conditioning on the encoded vectors of adjacent sentences. Our English CMLM model achieves state-of-the-art performance on SentEval, even outperforming models learned using supervised signals. As a fully unsupervised learning method, CMLM can be conveniently extended to a broad range of languages and domains. We find that a multilingual CMLM model co-trained with bitext retrieval (BR) and natural language inference (NLI) tasks outperforms the previous state-of-the-art multilingual models by a large margin, e.g. 10% improvement upon baseline models on cross-lingual semantic search. We explore the same language bias of the learned representations, and propose a simple, post-training and model agnostic approach to remove the language identifying information from the representation while still retaining sentence semantics.

Yizhou Qian, Mojtaba Forghani, Jonghyun Harry Lee et al.

Nearshore bathymetry, the topography of the ocean floor in coastal zones, is vital for predicting the surf zone hydrodynamics and for route planning to avoid subsurface features. Hence, it is increasingly important for a wide variety of applications, including shipping operations, coastal management, and risk assessment. However, direct high resolution surveys of nearshore bathymetry are rarely performed due to budget constraints and logistical restrictions. Another option when only sparse observations are available is to use Gaussian Process regression (GPR), also called Kriging. But GPR has difficulties recognizing patterns with sharp gradients, like those found around sand bars and submerged objects, especially when observations are sparse. In this work, we present several deep learning-based techniques to estimate nearshore bathymetry with sparse, multi-scale measurements. We propose a Deep Neural Network (DNN) to compute posterior estimates of the nearshore bathymetry, as well as a conditional Generative Adversarial Network (cGAN) that samples from the posterior distribution. We train our neural networks based on synthetic data generated from nearshore surveys provided by the U.S.\ Army Corps of Engineer Field Research Facility (FRF) in Duck, North Carolina. We compare our methods with Kriging on real surveys as well as surveys with artificially added sharp gradients. Results show that direct estimation by DNN gives better predictions than Kriging in this application. We use bootstrapping with DNN for uncertainty quantification. We also propose a method, named DNN-Kriging, that combines deep learning with Kriging and shows further improvement of the posterior estimates.

Qi Zhang, Yilin Chen, Ziyi Yang et al.

In this paper, we study the problem of large-strain consolidation in poromechanics with deep neural networks (DNN). Given different material properties and different loading conditions, the goal is to predict pore pressure and settlement. We propose a novel method "multi-constitutive neural network" (MCNN) such that one model can solve several different constitutive laws. We introduce a one-hot encoding vector as an additional input vector, which is used to label the constitutive law we wish to solve. Then we build a DNN which takes $(\hat{X}, \hat{t})$ as input along with a constitutive law label and outputs the corresponding solution. It is the first time, to our knowledge, that we can evaluate multi-constitutive laws through only one training process while still obtaining good accuracies. We found that MCNN trained to solve multiple PDEs outperforms individual neural network solvers trained with PDE in some cases.

Ziyi Yang, Iman Soltani Bozchalooi, Eric Darve

We study the problem of semi-supervised anomaly detection with domain adaptation. Given a set of normal data from a source domain and a limited amount of normal examples from a target domain, the goal is to have a well-performing anomaly detector in the target domain. We propose the Invariant Representation Anomaly Detection (IRAD) to solve this problem where we first learn to extract a domain-invariant representation. The extraction is achieved by an across-domain encoder trained together with source-specific encoders and generators by adversarial learning. An anomaly detector is then trained using the learnt representations. We evaluate IRAD extensively on digits images datasets (MNIST, USPS and SVHN) and object recognition datasets (Office-Home). Experimental results show that IRAD outperforms baseline models by a wide margin across different datasets. We derive a theoretical lower bound for the joint error that explains the performance decay from overtraining and also an upper bound for the generalization error.

Ziyi Yang, Teng Zhang, Iman Soltani Bozchalooi et al.

In this paper, we present a memory-augmented algorithm for anomaly detection. Classical anomaly detection algorithms focus on learning to model and generate normal data, but typically guarantees for detecting anomalous data are weak. The proposed Memory Augmented Generative Adversarial Networks (MEMGAN) interacts with a memory module for both the encoding and generation processes. Our algorithm is such that most of the \textit{encoded} normal data are inside the convex hull of the memory units, while the abnormal data are isolated outside. Such a remarkable property leads to good (resp.\ poor) reconstruction for normal (resp.\ abnormal) data and therefore provides a strong guarantee for anomaly detection. Decoded memory units in MEMGAN are more interpretable and disentangled than previous methods, which further demonstrates the effectiveness of the memory mechanism. Experimental results on twenty anomaly detection datasets of CIFAR-10 and MNIST show that MEMGAN demonstrates significant improvements over previous anomaly detection methods.

Ziyi Yang, Iman Soltani Bozchalooi, Eric Darve

In this paper, we investigate algorithms for anomaly detection. Previous anomaly detection methods focus on modeling the distribution of non-anomalous data provided during training. However, this does not necessarily ensure the correct detection of anomalous data. We propose a new Regularized Cycle Consistent Generative Adversarial Network (RCGAN) in which deep neural networks are adversarially trained to better recognize anomalous samples. This approach is based on leveraging a penalty distribution with a new definition of the loss function and novel use of discriminator networks. It is based on a solid mathematical foundation, and proofs show that our approach has stronger guarantees for detecting anomalous examples compared to the current state-of-the-art. Experimental results on both real-world and synthetic data show that our model leads to significant and consistent improvements on previous anomaly detection benchmarks. Notably, RCGAN improves on the state-of-the-art on the KDDCUP, Arrhythmia, Thyroid, Musk and CIFAR10 datasets.

Ziyi Yang, Chenguang Zhu, Robert Gmyr et al.

Text summarization aims to extract essential information from a piece of text and transform the text into a concise version. Existing unsupervised abstractive summarization models leverage recurrent neural networks framework while the recently proposed transformer exhibits much more capability. Moreover, most of previous summarization models ignore abundant unlabeled corpora resources available for pretraining. In order to address these issues, we propose TED, a transformer-based unsupervised abstractive summarization system with pretraining on large-scale data. We first leverage the lead bias in news articles to pretrain the model on millions of unlabeled corpora. Next, we finetune TED on target domains through theme modeling and a denoising autoencoder to enhance the quality of generated summaries. Notably, TED outperforms all unsupervised abstractive baselines on NYT, CNN/DM and English Gigaword datasets with various document styles. Further analysis shows that the summaries generated by TED are highly abstractive, and each component in the objective function of TED is highly effective.

Ziyi Yang, Chenguang Zhu, Vin Sachidananda et al.

Due to the ubiquitous use of embeddings as input representations for a wide range of natural language tasks, imputation of embeddings for rare and unseen words is a critical problem in language processing. Embedding imputation involves learning representations for rare or unseen words during the training of an embedding model, often in a post-hoc manner. In this paper, we propose an approach for embedding imputation which uses grounded information in the form of a knowledge graph. This is in contrast to existing approaches which typically make use of vector space properties or subword information. We propose an online method to construct a graph from grounded information and design an algorithm to map from the resulting graphical structure to the space of the pre-trained embeddings. Finally, we evaluate our approach on a range of rare and unseen word tasks across various domains and show that our model can learn better representations. For example, on the Card-660 task our method improves Pearson's and Spearman's correlation coefficients upon the state-of-the-art by 11% and 17.8% respectively using GloVe embeddings.

Léopold Cambier, Eric Darve

Integral equations are commonly encountered when solving complex physical problems. Their discretization leads to a dense kernel matrix that is block or hierarchically low-rank. This paper proposes a new way to build a low-rank factorization of those low-rank blocks at a nearly optimal cost of $\mathcal{O}(nr)$ for a $n \times n$ block submatrix of rank r. This is done by first sampling the kernel function at new interpolation points, then selecting a subset of those using a CUR decomposition and finally using this reduced set of points as pivots for a RRLU-type factorization. We also explain how this implicitly builds an optimal interpolation basis for the Kernel under consideration. We show the asymptotic convergence of the algorithm, explain his stability and demonstrate on numerical examples that it performs very well in practice, allowing to obtain rank nearly equal to the optimal rank at a fraction of the cost of the naive algorithm.

Kailai Xu, Eric Darve

Calibrating a Lévy process usually requires characterizing its jump distribution. Traditionally this problem can be solved with nonparametric estimation using the empirical characteristic functions (ECF), assuming certain regularity, and results to date are mostly in 1D. For multivariate Lévy processes and less smooth Lévy densities, the problem becomes challenging as ECFs decay slowly and have large uncertainty because of limited observations. We solve this problem by approximating the Lévy density with a parametrized functional form; the characteristic function is then estimated using numerical integration. In our benchmarks, we used deep neural networks and found that they are robust and can capture sharp transitions in the Lévy density. They perform favorably compared to piecewise linear functions and radial basis functions. The methods and techniques developed here apply to many other problems that involve nonparametric estimation of functions embedded in a system model.

Ruoxi Wang, Yingzhou Li, Eric Darve

Low-rank approximations are popular methods to reduce the high computational cost of algorithms involving large-scale kernel matrices. The success of low-rank methods hinges on the matrix rank of the kernel matrix, and in practice, these methods are effective even for high-dimensional datasets. Their practical success motivates our analysis of the function rank, an upper bound of the matrix rank. In this paper, we consider radial basis functions (RBF), approximate the RBF kernel with a low-rank representation that is a finite sum of separate products and provide explicit upper bounds on the function rank and the $L_\infty$ error for such approximations. Our three main results are as follows. First, for a fixed precision, the function rank of RBFs, in the worst case, grows polynomially with the data dimension. Second, precise error bounds for the low-rank approximations in the $L_\infty$ norm are derived in terms of the function smoothness and the domain diameters. Finally, a group pattern in the magnitude of singular values for RBF kernel matrices is observed and analyzed, and is explained by a grouping of the expansion terms in the kernel's low-rank representation. Empirical results verify the theoretical results.

Pieter Coulier, Bryan Quaife, Eric Darve

We consider an efficient preconditioner for boundary integral equation (BIE) formulations of the two-dimensional Stokes equations in porous media. While BIEs are well-suited for resolving the complex porous geometry, they lead to a dense linear system of equations that is computationally expensive to solve for large problems. This expense is further amplified when a significant number of iterations is required in an iterative Krylov solver such as GMRES. In this paper, we apply a fast inexact direct solver, the inverse fast multipole method (IFMM), as an efficient preconditioner for GMRES. This solver is based on the framework of $\mathcal{H}^{2}$-matrices and uses low-rank compressions to approximate certain matrix blocks. It has a tunable accuracy $\varepsilon$ and a computational cost that scales as $\mathcal{O} (N \log^2 1/\varepsilon)$. We discuss various numerical benchmarks that validate the accuracy and confirm the efficiency of the proposed method. We demonstrate with several types of boundary conditions that the preconditioner is capable of significantly accelerating the convergence of GMRES when compared to a simple block-diagonal preconditioner, especially for pipe flow problems involving many pores.

Hadi Pouransari, Eric Darve

We have performed a detailed analysis of the fast multipole method (FMM) in the adaptive case, in which the depth of the FMM tree is non-uniform. Previous works in this area have focused mostly on special types of adaptive distributions, for example when points accumulate on a 2D manifold or accumulate around a few points in space. Instead, we considered a more general situation in which fractal sets, e.g., Cantor sets and generalizations, are used to create adaptive sets of points. Such sets are characterized by their dimension, a number between 0 and 3. We introduced a mathematical framework to define a converging sequence of octrees, and based on that, demonstrated how to increase $N \to \infty$. A new complexity analysis for the adaptive FMM is introduced. It is shown that the ${\cal{O}}(N)$ complexity is achievable for any distribution of particles, when a modified adaptive FMM is exploited. We analyzed how the FMM performs for fractal point distributions, and how optimal parameters can be picked, e.g., the criterion used to stop the subdivision of an FMM cell. A new subdividing double-threshold method is introduced, and better performance demonstrated. Parameters in the FMM are modeled as a function of particle distribution dimension, and the optimal values are obtained. A three dimensional kernel independent black box adaptive FMM is implemented and used for all calculations.

Ruoxi Wang, Yingzhou Li, Michael W. Mahoney et al.

Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address this problem and reduce the arithmetic and storage cost. However, we observed that for some datasets with wide intra-class variability, the optimal kernel parameter for smaller classes yields a matrix that is less well approximated by low-rank methods. In this paper, we propose an efficient structured low-rank approximation method -- the Block Basis Factorization (BBF) -- and its fast construction algorithm to approximate radial basis function (RBF) kernel matrices. Our approach has linear memory cost and floating-point operations for many machine learning kernels. BBF works for a wide range of kernel bandwidth parameters and extends the domain of applicability of low-rank approximation methods significantly. Our empirical results demonstrate the stability and superiority over the state-of-art kernel approximation algorithms.

AmirHossein Aminfar, Eric Darve

In this article, we introduce a fast and memory efficient solver for sparse matrices arising from the finite element discretization of elliptic partial differential equations (PDEs). We use a fast direct (but approximate) multifrontal solver as a preconditioner, and use an iterative solver to achieve a desired accuracy. This approach combines the advantages of direct and iterative schemes to arrive at a fast, robust and accurate solver. We will show that this solver is faster ($\sim$ 2x) and more memory efficient ($\sim$ 2--3x) than a conventional direct multifrontal solver. Furthermore, we will demonstrate that the solver is both a faster and more effective preconditioner than other preconditioners such as the incomplete LU preconditioner. Specific speed-ups depend on the matrix size and improve as the size of the matrix increases. The solver can be applied to both structured and unstructured meshes in a similar manner. We build on our previous work and utilize the fact that dense frontal and update matrices, in the multifrontal algorithm, can be represented as hierarchically off-diagonal low-rank (HODLR) matrices. Using this idea, we replace all large dense matrix operations in the multifrontal elimination process with $O(N)$ HODLR operations to arrive at a faster and more memory efficient solver.

Amirhossein Aminfar, Sivaram Ambikasaran, Eric Darve

This article presents a fast solver for the dense "frontal" matrices that arise from the multifrontal sparse elimination process of 3D elliptic PDEs. The solver relies on the fact that these matrices can be efficiently represented as a hierarchically off-diagonal low-rank (HODLR) matrix. To construct the low-rank approximation of the off-diagonal blocks, we propose a new pseudo-skeleton scheme, the boundary distance low-rank approximation, that picks rows and columns based on the location of their corresponding vertices in the sparse matrix graph. We compare this new low-rank approximation method to the adaptive cross approximation (ACA) algorithm and show that it achieves betters speedup specially for unstructured meshes. Using the HODLR direct solver as a preconditioner (with a low tolerance) to the GMRES iterative scheme, we can reach machine accuracy much faster than a conventional LU solver. Numerical benchmarks are provided for frontal matrices arising from 3D finite element problems corresponding to a wide range of applications.

Cris Cecka, Eric Darve

The fast multipole method (FMM) has had great success in reducing the computational complexity of solving the boundary integral form of the Helmholtz equation. We present a formulation of the Helmholtz FMM that uses Fourier basis functions rather than spherical harmonics. By modifying the transfer function in the precomputation stage of the FMM, time-critical stages of the algorithm are accelerated by causing the interpolation operators to become straightforward applications of fast Fourier transforms, retaining the diagonality of the transfer function, and providing a simplified error analysis. Using Fourier analysis, constructive algorithms are derived to a priori determine an integration quadrature for a given error tolerance. Sharp error bounds are derived and verified numerically. Various optimizations are considered to reduce the number of quadrature points and reduce the cost of computing the transfer function.