用神经网络学习稀疏矩阵重排,显著减少计算时的额外非零元素。
Factorization-in-Loop: Proximal Fill-in Minimization for Sparse Matrix Reordering
- 通过最小化三角因子的l1范数逼近填充数,构建可优化的重排目标。
- 在SuiteSparse数据集上,填充数减少20%,求解时间缩短17.8%。
- 适合需要高效稀疏矩阵求解的科学计算与工程仿真场景。
填充数是在LU分解过程中生成的上三角和下三角因子相加后出现的新非零元素。对于大型稀疏矩阵,这些填充会增加内存占用和计算时间,可通过适当的行或列排列(即矩阵重排)来减少。寻找使填充数最少的排列是NP难问题,通常采用代理目标来推导重排策略或学习重排函数。然而,这些代理目标与真实目标之间缺乏理论保证。本文提出一种通过最小化重排后矩阵三角因子的l1范数来近似实际填充数的重排网络。该网络使用图编码器预测行或列节点得分,推理时可通过排序算法快速获得排列。为弥合预测得分与最终三角因子之间的优化差距,我们设计了两种重参数化技术,从节点得分生成置换矩阵,并通过乘法实现矩阵重排;随后将因式分解过程引入目标函数,以逼近目标三角因子。整体目标函数采用交替方向乘子法与近端梯度下降联合优化。在基准数据集SuiteSparse上的实验表明,相比最先进方法,本方法在填充数和LU分解时间上分别减少20%和17.8%。
原文摘要 · Abstract (English)
Fill-ins are new nonzero elements in the summation of the upper and lower triangular factors generated during LU factorization. For large sparse matrices, they will increase the memory usage and computational time, and be reduced through proper row or column arrangement, namely matrix reordering. Finding a row or column permutation with the minimal fill-ins is NP-hard, and surrogate objectives are designed to derive fill-in reduction permutations or learn a reordering function. However, there is no theoretical guarantee between the golden criterion and these surrogate objectives. Here we propose to learn a reordering network by minimizing \(l_1\) norm of triangular factors of the reordered matrix to approximate the exact number of fill-ins. The reordering network utilizes a graph encoder to predict row or column node scores. For inference, it is easy and fast to derive the permutation from sorting algorithms for matrices. For gradient based optimization, there is a large gap between the predicted node scores and resultant triangular factors in the optimization objective. To bridge the gap, we first design two reparameterization techniques to obtain the permutation matrix from node scores. The matrix is reordered by multiplying the permutation matrix. Then we introduce the factorization process into the objective function to arrive at target triangular factors. The overall objective function is optimized with the alternating direction method of multipliers and proximal gradient descent. Experimental results on benchmark sparse matrix collection SuiteSparse show the fill-in number and LU factorization time reduction of our proposed method is 20% and 17.8% compared with state-of-the-art baselines.
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