Seminars and Colloquia by Series

Transferable Neural Networks for Partial Differential Equations

Series
Applied and Computational Mathematics Seminar
Time
Monday, February 12, 2024 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005 and https://gatech.zoom.us/j/98355006347
Speaker
Lili JuUniversity of South Carolina

Transfer learning for partial differential equations (PDEs) is to develop a pre-trained neural network that can be used to solve a wide class of PDEs. Existing transfer learning approaches require much information about the target PDEs such as its formulation and/or data of its solution for pre-training. In this work, we propose to design transferable neural feature spaces for the shallow neural networks from purely function approximation perspectives without using PDE information. The construction of the feature space involves the re-parameterization of the hidden neurons and uses auxiliary functions to tune the resulting feature space. Theoretical analysis shows the high quality of the produced feature space, i.e., uniformly distributed neurons. We use the proposed feature space as the predetermined feature space of a random feature model, and use existing least squares solvers to obtain the weights of the output layer. Extensive numerical experiments verify the outstanding performance of our method, including significantly improved transferability, e.g., using the same feature space for various PDEs with different domains and boundary conditions, and the superior accuracy, e.g., several orders of magnitude smaller mean squared error than the state of the art methods.

Structure-Preserving Methods for Nonlinear Hyperbolic Waves

Series
Applied and Computational Mathematics Seminar
Time
Monday, February 5, 2024 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005 and https://gatech.zoom.us/j/98355006347
Speaker
Philippe G. LeFlochSorbonne University and CNRS

Many numerical methods have been developed in the past years for computing weak solutions (with shock waves) to nonlinear hyperbolic conservation laws. My research, specifically, concerns the design of well-balanced numerical algorithms that preserve certain key structure of these equations in various applications, including for problems involving moving phase boundaries and other scale-dependent interfaces. In particular, in this lecture, I will focus on the evolution of a compressible fluid in spherical symmetry on a Schwarzschild curved background, for which I have designed a class of well-balanced numerical algorithms up to third-order of accuracy. Both the relativistic Burgers-Schwarzschild model and the relativistic Euler-Schwarzschild model were considered, and the proposed numerical algorithm took advantage of the explicit or implicit forms available for the stationary solutions of these models. The schemes follow the finite volume methodology and preserve the stationary solutions and, most importantly, allow us to investigate the global asymptotic behavior of such flows and determine the asymptotic behavior of the mass density and velocity field of the fluid. Blog: philippelefloch.org

"SAM as an Optimal Relaxation of Bayes" and "Lie Group updates for Learning Distributions on Machine Learning Parameters"

Series
Applied and Computational Mathematics Seminar
Time
Friday, December 8, 2023 - 11:00 for 1 hour (actually 50 minutes)
Location
https://gatech.zoom.us/j/98355006347
Speaker
Dr. Thomas Moellenhoff and Dr. Eren Mehmet KıralRIKEN

Please Note: Note special time, due to time zone difference from Japan. Joint with SIAM GT Student Chapter Seminar

Part I (SAM as an Optimal Relaxation of Bayes) Dr. Thomas Moellenhoff

Sharpness-aware minimization (SAM) and related adversarial deep-learning methods can drastically improve generalization, but their underlying mechanisms are not yet fully understood. In this talk, I will show how SAM can be interpreted as optimizing a relaxation of the Bayes objective where the expected negative-loss is replaced by the optimal convex lower bound, obtained by using the so-called Fenchel biconjugate. The connection enables a new Adam-like extension of SAM to automatically obtain reasonable uncertainty estimates, while sometimes also improving its accuracy.

Part II (Lie Group updates for Learning Distributions on Machine Learning Parameters) Dr. Eren Mehmet Kıral

I will talk about our recent paper https://arxiv.org/abs/2303.04397 with Thomas Möllenhoff and Emtiyaz Khan, and other related results. Bayesian Learning learns a distribution over the model parameters, allowing for different descriptions of the same data. This is (contrary to classical learning which "bets-it-all" on a single set of parameters in describing a given dataset and making predictions. We focus on classes of distributions which have a transitive Lie group action on them given by pushforwards of an action on the parameter space. I will also specialize to a few concrete Lie groups and show distinct learning behavior.

Sparse Solution Technique for Local Clustering and Function Approximation

Series
Applied and Computational Mathematics Seminar
Time
Monday, December 4, 2023 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005 and https://gatech.zoom.us/j/98355006347
Speaker
Zhaiming ShenUniversity of Georgia

The sparse solution obtained from greedy-based optimization approach such as orthogonal matching pursuit can be very useful and have many applications in different directions. In this talk, I will present two research projects, one is about semi-supervised local clustering, and the other is about function approximation, which make use of the sparse solution technique. We will show that the target cluster can be effectively retrieved in the local clustering task and the curse of dimensionality can be overcome for a dense subclass of the space of continuous functions via Kolmogorov superposition theorem. Both the theoretical and numerical results will be discussed.

Generative Machine Learning Models for Uncertainty Quantification

Series
Applied and Computational Mathematics Seminar
Time
Monday, November 27, 2023 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005 and https://gatech.zoom.us/j/98355006347
Speaker
Feng BaoFlorida State University

Generative machine learning models, including variational auto-encoders (VAE), normalizing flows (NF), generative adversarial networks (GANs), diffusion models, have dramatically improved the quality and realism of generated content, whether it's images, text, or audio. In science and engineering, generative models can be used as powerful tools for probability density estimation or high-dimensional sampling that critical capabilities in uncertainty quantification (UQ), e.g., Bayesian inference for parameter estimation. Studies on generative models for image/audio synthesis focus on improving the quality of individual sample, which often make the generative models complicated and difficult to train. On the other hand, UQ tasks usually focus on accurate approximation of statistics of interest without worrying about the quality of any individual sample, so direct application of existing generative models to UQ tasks may lead to inaccurate approximation or unstable training process. To alleviate those challenges, we developed several new generative diffusion models for various UQ tasks, including diffusion-model-assisted supervised learning of generative models, a score-based nonlinear filter for recursive Bayesian inference, and a training-free ensemble score filter for tracking high dimensional stochastic dynamical systems. We will demonstrate the effectiveness of those methods in various UQ tasks including density estimation, learning stochastic dynamical systems, and data assimilation problems.

Machine learning, optimization, & sampling through a geometric lens

Series
Applied and Computational Mathematics Seminar
Time
Monday, November 20, 2023 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005 and https://gatech.zoom.us/j/98355006347
Speaker
Suvrit SraMIT & TU Munich

Please Note: Joint {Applied & Computational Math Seminar} and {School of Math Colloquium}. Speaker will present in person.

Geometry arises in myriad ways within machine learning and related areas. I this talk I will focus on settings where geometry helps us understand problems in machine learning, optimization, and sampling. For instance, when sampling from densities supported on a manifold, understanding geometry and the impact of curvature are crucial; surprisingly, progress on geometric sampling theory helps us understand certain generalization properties of SGD for deep-learning! Another fascinating viewpoint afforded by geometry is in non-convex optimization: geometry can either help us make training algorithms more practical (e.g., in deep learning), it can reveal tractability despite non-convexity (e.g., via geodesically convex optimization), or it can simply help us understand existing methods better (e.g., SGD, eigenvector computation, etc.).

Ultimately, I hope to offer the audience some insights into geometric thinking and share with them some new tools that help us design, understand, and analyze models and algorithms. To make the discussion concrete I will recall a few foundational results arising from our research, provide several examples, and note some open problems.

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Bio: Suvrit Sra is a Alexander von Humboldt Professor of Artificial Intelligence at the Technical University of Munich (Germany), and and Associate Professor of EECS at MIT (USA), where he is also a member of the Laboratory for Information and Decision Systems (LIDS) and of the Institute for Data, Systems, and Society (IDSS). He obtained his PhD in Computer Science from the University of Texas at Austin. Before TUM & MIT, he was a Senior Research Scientist at the Max Planck Institute for Intelligent Systems, Tübingen, Germany. He has held visiting positions at UC Berkeley (EECS) and Carnegie Mellon University (Machine Learning Department) during 2013-2014. His research bridges mathematical topics such as differential geometry, matrix analysis, convex analysis, probability theory, and optimization with machine learning. He founded the OPT (Optimization for Machine Learning) series of workshops, held from OPT2008–2017 at the NeurIPS  conference. He has co-edited a book with the same name (MIT Press, 2011). He is also a co-founder and chief scientist of Pendulum, a global AI+logistics startup.

 

On inverse problems to mean field game system

Series
Applied and Computational Mathematics Seminar
Time
Monday, November 13, 2023 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005 and https://gatech.zoom.us/j/98355006347
Speaker
Kui RenColumbia University

Mean field game models have been developed in different application areas. We discuss here inverse problems to mean field game models where we are interested in reconstructing missing information from observed data. We present a few different scenarios where differential data allows for the unique reconstruction of model parameters in various forms. The talk is mainly based on recent joint works with Nathan Soedjak and Kewei Wang.
 

Multifidelity Scientific Machine Learning

Series
Applied and Computational Mathematics Seminar
Time
Monday, November 6, 2023 - 14:00 for 1 hour (actually 50 minutes)
Location
Skiles 005 and https://gatech.zoom.us/j/98355006347 (to be confirmed)
Speaker
Dr. Panos StinisPacific Northwest National Laboratory

Please Note: Speaker will present in person

In many applications across science and engineering it is common to have access to disparate types of data or models with different levels of fidelity. In general, low-fidelity data are easier to obtain in greater quantities, but it may be too inaccurate or not dense enough to accurately train a machine learning model. High-fidelity data is costly to obtain, so there may not be sufficient data to use in training, however, it is more accurate.  A small amount of high-fidelity data, such as from measurements or simulations, combined with low fidelity data, can improve predictions when used together. The important step in such constructions is the representation of the correlations between the low- and high-fidelity data. In this talk, we will present two frameworks for multifidelity machine learning. The first one puts particular emphasis on operator learning, building on the Deep Operator Network (DeepONet). The second one is inspired by the concept of model reduction. We will present the main constructions along with applications to closure for multiscale systems and continual learning. Moreover, we will discuss how multifidelity approaches fit in a broader framework which includes ideas from deep learning, stochastic processes, numerical methods, computability theory and renormalization of complex systems.

Flexible Krylov methods for advanced regularization

Series
Applied and Computational Mathematics Seminar
Time
Monday, October 23, 2023 - 14:00 for
Location
Skiles 005 and https://gatech.zoom.us/j/98355006347
Speaker
Malena Landman Sabate Emory University

Inverse problems involve the reconstruction of hidden objects from possibly noisy indirect measurements and are ubiquitous in a variety of scientific and engineering applications. This kind of problems have two main features that make them interesting yet challenging to solve. First, they tend to be ill-posed: the reconstruction is very sensitive to perturbations in the measurements. Second, real-world applications are often large-scale: resulting in computationally demanding tasks. In this talk I will focus on discrete linear problems: giving a general overview of the well-established class of solvers called Krylov subspace methods and its regularizing properties; as well as flexible variants that make them suitable to solve more challenging optimization tasks. I will show results and examples in different imaging applications.

Balanced truncation for Bayesian inference

Series
Applied and Computational Mathematics Seminar
Time
Monday, October 2, 2023 - 14:00 for 1 hour (actually 50 minutes)
Location
Clough Commons 125 and https://gatech.zoom.us/j/98355006347
Speaker
Elizabeth QianSchool of Aerospace Engineering and School of Computational Science and Engineering at Georgia Tech

We consider the Bayesian approach to the linear Gaussian inference problem of inferring the initial condition of a linear dynamical system from noisy output measurements taken after the initial time. In practical applications, the large dimension of the dynamical system state poses a computational obstacle to computing the exact posterior distribution. Model reduction offers a variety of computational tools that seek to reduce this computational burden. In particular, balanced truncation is a control-theoretic approach to model reduction which obtains an efficient reduced-dimension dynamical system by projecting the system operators onto state directions which trade off the reachability and observability of state directions.  We define an analogous balanced truncation procedure for the Bayesian inference setting based on the trade off between prior uncertainty and data information. The resulting reduced model inherits desirable theoretical properties for both the control and inference settings: numerical demonstrations on two benchmark problems show that our method can yield near-optimal posterior covariance approximations with order-of-magnitude state dimension reduction.

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