用随机低秩海森近似加速物理信息神经网络优化
Accelerating SAV-based optimization via randomized low-rank Hessian approximation

- 引入随机低秩尼尔斯特朗近似获取海森信息
- 在保持能量耗散结构前提下收敛速度显著提升
- 特别适合病态条件下的神经网络训练问题
我们提出一种新型优化方法——尼尔斯特朗增强的松弛标量辅助变量法(N-RSAV),将曲率信息融入RSAV框架,以加速收敛并保持无条件修正能量耗散律。现有基于RSAV的方法仅依赖一阶信息,对病态问题(如物理信息神经网络)常出现收敛缓慢。为此,我们通过随机低秩尼尔斯特朗近似获得近似海森矩阵,并构造RSAV中的线性算子;为保持耗散结构,采用特征值截断确保半正定性。此外,提出自适应策略,依据原始与修正能量偏差重用近似海森矩阵,显著降低计算开销。我们在凸二次问题和物理信息神经网络训练等具有有效低秩结构的病态问题上进行数值实验,结果表明新方法相比传统RSAV方法实现明显更快的收敛速度。我们还提供了在Polyak-Lojasiewicz(PL)条件下带有通用半正定算子的RSAV方案的收敛分析,并在额外凸性假设下建立了N-RSAV的相应收敛保证。
原文摘要 · Abstract (English)
We propose a new optimization method, the Nyström-enhanced relaxed scalar auxiliary variable method (N-RSAV), which incorporates curvature information into the RSAV framework to accelerate convergence while preserving an unconditional modified energy dissipation law. Existing RSAV-based methods rely solely on first-order information and often suffer from slow convergence, particularly for ill-conditioned problems such as those arising in physics-informed neural networks (PINNs). To address this limitation, we design the linear operator in the RSAV scheme using approximate Hessian information obtained from a randomized low-rank Nyström approximation. To preserve the dissipation structure, we enforce positive semidefiniteness through eigenvalue truncation. Furthermore, we introduce an adaptive strategy that reuses the approximate Hessian based on the deviation between the original and modified energies, significantly reducing computational cost. We also provide a convergence analysis of the RSAV scheme with a general positive semidefinite operator under the Polyak-Lojasiewicz (PL) condition and establish corresponding convergence guarantees for N-RSAV under the PL condition and an additional convexity assumption. Numerical experiments on ill-conditioned problems with effectively low-rank structure, including convex quadratic problems and training of PINNs, demonstrate that the proposed methods achieve substantially faster convergence than conventional RSAV-based approaches.
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