Nonlinear Level Set Learning for Function Approximation on Sparse Data with Applications to Parametric Differential Equations

Nonlinear Level Set Learning for Function Approximation on Sparse Data with Applications to Parametric Differential Equations

Year:    2021

Author:    Yuankai Teng, Zhu Wang, Anthony Gruber, Max Gunzburger, Lili Ju, Yuankai Teng, Zhu Wang

Numerical Mathematics: Theory, Methods and Applications, Vol. 14 (2021), Iss. 4 : pp. 839–861

Abstract

A dimension reduction method based on the “Nonlinear Level set Learning” (NLL) approach is presented for the pointwise prediction of functions which have been sparsely sampled. Leveraging geometric information provided by the Implicit Function Theorem, the proposed algorithm effectively reduces the input dimension to the theoretical lower bound with minor accuracy loss, providing a one-dimensional representation of the function which can be used for regression and sensitivity analysis. Experiments and applications are presented which compare this modified NLL with the original NLL and the Active Subspaces (AS) method. While accommodating sparse input data, the proposed algorithm is shown to train quickly and provide a much more accurate and informative reduction than either AS or the original NLL on two example functions with high-dimensional domains, as well as two state-dependent quantities depending on the solutions to parametric differential equations.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.OA-2021-0062

Numerical Mathematics: Theory, Methods and Applications, Vol. 14 (2021), Iss. 4 : pp. 839–861

Published online:    2021-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    23

Keywords:    Nonlinear level set learning function approximation sparse data nonlinear dimensionality reduction.

Author Details

Yuankai Teng

Zhu Wang

Anthony Gruber

Max Gunzburger

Lili Ju

Yuankai Teng

Zhu Wang

  1. Level Set Learning with Pseudoreversible Neural Networks for Nonlinear Dimension Reduction in Function Approximation

    Teng, Yuankai

    Wang, Zhu

    Ju, Lili

    Gruber, Anthony

    Zhang, Guannan

    SIAM Journal on Scientific Computing, Vol. 45 (2023), Iss. 3 P.A1148

    https://doi.org/10.1137/21M1459198 [Citations: 2]