用神经网络做子空间回归,高效逼近高维参数下的系统动态。
Deep Learning for Subspace Regression
- 将参数化子空间的插值转为回归问题,用神经网络学习高维映射。
- 预测比所需维度更大的子空间,使结果精度显著提升。
- 适用于参数化微分方程、最优控制等复杂工程场景。
通过指定能准确捕捉系统动态的线性子空间,可实现降阶建模。当子空间显式依赖于问题参数时,该方法尤为有效。实际应用中,先在计算成本较高的离线阶段对一组参数计算子空间,再在在线阶段通过插值估算未知参数下的子空间。然而,对于高维参数空间,传统插值方法不可行或不可靠。本文提出将插值问题松弛为回归问题,设计适合子空间数据的多种损失函数,并采用神经网络逼近高维目标函数。为进一步简化学习任务,引入冗余:不预测给定维度的子空间,而是预测更高维度的子空间。理论上证明,该策略可降低椭圆特征值问题(常系数)的映射复杂度,并使一般光滑函数在Grassmann流形上的映射更平滑。实验表明,预测更大维度的子空间可显著提升精度。通过一系列数值实验,验证了子空间回归在参数化特征值问题、消去技术、松弛方法、最优控制及参数化偏微分方程求解中的有效性。
原文摘要 · Abstract (English)
It is often possible to perform reduced order modelling by specifying linear subspace which accurately captures the dynamics of the system. This approach becomes especially appealing when linear subspace explicitly depends on parameters of the problem. A practical way to apply such a scheme is to compute subspaces for a selected set of parameters in the computationally demanding offline stage and in the online stage approximate subspace for unknown parameters by interpolation. For realistic problems the space of parameters is high dimensional, which renders classical interpolation strategies infeasible or unreliable. We propose to relax the interpolation problem to regression, introduce several loss functions suitable for subspace data, and use a neural network as an approximation to high-dimensional target function. To further simplify a learning problem we introduce redundancy: in place of predicting subspace of a given dimension we predict larger subspace. We show theoretically that this strategy decreases the complexity of the mapping for elliptic eigenproblems with constant coefficients and makes the mapping smoother for general smooth function on the Grassmann manifold. Empirical results also show that accuracy significantly improves when larger-than-required subspaces are predicted. With the set of numerical illustrations we demonstrate that subspace regression can be useful for a range of tasks including parametric eigenproblems, deflation techniques, relaxation methods, optimal control and solution of parametric partial differential equations.
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