Multivariate data modelling through Piecewise generalized HDMR method

This work aims to develop a new High Dimensional Model Representation (HDMR) based method which can construct an analytical structure for a given multivariate data modelling problem. Modelling multivariate data through a divide-and-conquer method stands for multivariate data partitioning process in which we deal with a number of less variate data sets instead of a single N dimensional problem. Generalized HDMR is one of these methods used to model a multivariate data set which has a number of scattered nodes with associated function values. However, Generalized HDMR includes a linear equation system with huge number of unknowns and equations to be solved. This equation sometimes has linearly dependent equations in it and this is an undesirable situation. This work offers a new method named Piecewise Generalized HDMR method which bypasses this disadvantage as well as reducing the mathematical complexity and CPU time needed to complete the algorithm of the previous method. Our new method splits the given problem domain into subdomains, applies the Generalized HDMR philosophy to each subdomain and superpositions the information coming from these subdomains. The algorithm of this new method and a number of numerical implementations are given in this paper.     

A Matrix Based Indexing HDMR method for multivariate data modelling

Modelling multivariate data of real life problems from engineering, chemistry, physics, mathematics or other related sciences, in which function values are known only at arbitrarily distributed points of the problem domain, is an important and complicated issue since there exist mathematical and computational complexities in the analytical structure construction process coming from the multivariance. The Plain High Dimensional Model Representation (HDMR) method expresses a multivariate problem in terms of less-variate problems. In this work, a Matrix Based Indexing HDMR method is developed to make the Plain HDMR philosophy employable for the multivariate data partitioning process. This new method will have the ability of dealing with less-variate data sets by partitioning the given data set into univariate, bivariate and trivariate data sets. Interpolating these partitioned data sets will construct an approximate analytical structure as the model of the given multivariate data modelling problem.     

Hybrid HDMR method with an optimized hybridity parameter in multivariate function representation

High Dimensional Model Representation (HDMR) based methods are used to generate an approximation for a given multivariate function in terms of less variate functions. This paper focuses on Hybrid HDMR which is composed of Plain HDMR and Logarithmic HDMR. The Plain HDMR method works well for representing multivariate functions having additive nature. If the function under consideration has a multiplicative nature, then the Logarithmic HDMR method produces better approximation. Hybrid HDMR method aims to successfully represent a multivariate function having neither purely additive nor purely multiplicative nature under a hybridity parameter. The performance of the Hybrid HDMR method strongly depends on the value of this hybridity parameter because this parameter manages the contribution level of Plain and Logarithmic HDMR expansions. The main purpose of this work is to optimize the hybridity parameter to get the best approximations. Fluctuationlessness Approximation Theorem is used in this optimization process and in evaluating the multiple integrals appearing in HDMR based methods. A number of numerical implementations are given at the end of the paper to show the performance of our proposed method.     

Constancy maximization based weight optimization in high dimensional model representation for multivariate functions

High Dimensional Model Representation (HDMR) method is a technique that represents a multivariate function in terms of less-variate functions. Even though the method has a finite expansion, to determine the components of this expansion is very expensive due to integration based natures of the components. Hence, the HDMR expansion is generally truncated at certain multivariance level and such approximations are produced to represent the given multivariate function approximately. The weight function selection becomes an important issue for the HDMR based applications when it is desired to give different importances to function values at different points. An appropriately chosen weight function may increase the quality of the approximation incredibly. This work aims at a multivariate weight function optimization to obtain high quality approximations through the HDMR method to represent multivariate functions. The proposed optimization considers constancy measurer maximization which produces a quadratic vector equation to be solved. Another contribution of this work is to use a recently developed method, fluctuation free integration, with HDMR, to solve this equation easily. This work is an extension of a previous work about weight optimization in HDMR for univariate functions.     

Efficient Implementation of High Dimensional Model Representations

Physical models of various phenomena are often represented by a mathematical model where the output(s) of interest have a multivariate dependence on the inputs. Frequently, the underlying laws governing this dependence are not known and one has to interpolate the mathematical model from a finite number of output samples. Multivariate approximation is normally viewed as suffering from the curse of dimensionality as the number of sample points needed to learn the function to a sufficient accuracy increases exponentially with the dimensionality of the function. However, the outputs of most physical systems are mathematically well behaved and the scarcity of the data is usually compensated for by additional assumptions on the function (i.e., imposition of smoothness conditions or confinement to a specific function space). High dimensional model representations (HDMR) are a particular family of representations where each term in the representation reflects the individual or cooperative contributions of the inputs upon the output. The main assumption of this paper is that for most well defined physical systems the output can be approximated by the sum of these hierarchical functions whose dimensionality is much smaller than the dimensionality of the output. This ansatz can dramatically reduce the sampling effort in representing the multivariate function. HDMR has a variety of applications where an efficient representation of multivariate functions arise with scarce data. The formulation of HDMR in this paper assumes that the data is randomly scattered throughout the domain of the output. Under these conditions and the assumptions underlying the HDMR it is argued that the number of samples needed for representation to a given tolerance is invariant to the dimensionality of the function, thereby providing for a very efficient means to perform high dimensional interpolation. Selected applications of HDMR's are presented from sensitivity analysis and time-series analysis.     

A high dimensional model representation based numerical method for solving ordinary differential equations

A new numerical method for solving ordinary differential equations by using High Dimensional Model Representation (HDMR) has been developed in this work. Higher order ordinary differential equations can be reduced to a set of first order ODEs. Although HDMR is generally used for multivariate functions, univariate functions are taken into account throughout the work because of the ODEs’ natures. Not the numerical solution but its image under an appropriately chosen linear ordinary differential operator is expressed as a linear combination of the positive deviation powers of independent variable from its initial value. The linear combination of these image functions are expected to form a basis set under consideration. The unknown constants in the linear combination are found by maximizing the constancy measurer formed in terms of the HDMR components after they are evaluated. Results are compared with well-known step size based numerical methods. A semi qualitative error analysis of the proposed method is also established.     

The influence of the support functions on the quality of enhanced multivariance product representation

This paper presents recently developed Enhanced Multivariance Product Representation (EMPR) method for multivariate functions. EMPR disintegrates a multivariate function to components which are respectively constant, univariate, bivariate and so on in ascending multivariance. Although the EMPR method has the same philosophy with the High Dimensional Model Representation (HDMR) method, it has been proposed to get better quality than HDMR’s with the help of the support functions. For this purpose, we investigate the EMPR truncation qualities with respect to the selection of the support functions. The obtained results and a number of numerical implementations to show the efficiency of the method are also given in this paper.     

Estimation of molecular properties by high-dimensional model representation

Additivity models have been widely employed to approximate unknown molecular properties based on previously measured or calculated data for similar molecules. This paper proposes an improved formulation of additivity, which is based on high-dimensional model representation (HDMR). HDMR is a general function-mapping technique that expresses the output of a multivariate system in terms of a hierarchy of cooperative effects among its input variables. HDMR rests on the general observation that, for many physical systems, only relatively low-order input variable cooperativity is significant. A molecule is expressed as a multivariate system by defining binary-valued input variables corresponding to the presence or absence of a chemical bond, with the molecular property as the output. Conventional additivity decomposes a molecular property into contributions from nonoverlapping subcomponents of fixed size. On the other hand, HDMR decomposes a molecular property into the exact contributions from the full hierarchy of its variable-sized subcomponents and contains additivity as a special case. The complete hierarchical structure of HDMR can in many cases lead to a much more accurate estimate than conventional additivity. Also, when full group additivity is not possible, HDMR gives an expression for a lower-order approximation for the missing group additivity value, greatly expanding the scope of HDMR compared to additivity. The component terms in an HDMR approximation have well-defined physical significance. Moreover, HDMR gives an exact expression for the truncation error in any given HDMR approximation, also with a well-defined physical significance. The HDMR model is tested for the enthalpy of formation of a broad range of organic molecules, and its advantages over additivity are illustrated.     

Combined small scale high dimensional model representation

Nowadays the utilization of High Dimensional Model Representation (HDMR), which is an algorithm for approximating multivariate functions, is becoming more pervasive in the applications of approximation theory. This extensive usage motivates new works on HDMR, to get better solutions while approximating to the multivariate functions. One of them is recently developed “Combined Small Scale High Dimensional Model Representation (CSSHDMR)". This new scheme not only optimises HDMR results but also provides good approximation with less terms than HDMR does. This paper presents the theory and the numerical results of the new method and shows that it is possible to apply approximation to multivariate functions by keeping only constant term of HDMR. From this aspect CSSHDMR can be used in any scientific problem which includes multivariate functions, from chemistry to statistics.     

Fluctuation free multivariate integration based logarithmic HDMR in multivariate function representation

This paper focuses on the Logarithmic High Dimensional Model Representation (Logarithmic HDMR) method which is a divide–and–conquer algorithm developed for multivariate function representation in terms of less-variate functions to reduce both the mathematical and the computational complexities. The main purpose of this work is to bypass the evaluation of N–tuple integrations appearing in Logarithmic HDMR by using the features of a new theorem named as Fluctuationlessness Approximation Theorem. This theorem can be used to evaluate the complicated integral structures of any scientific problem whose values can not be easily obtained analytically and it brings an approximation to the values of these integrals with the help of the matrix representation of functions. The Fluctuation Free Multivariate Integration Based Logarithmic HDMR method gives us the ability of reducing the complexity of the scientific problems of chemistry, physics, mathematics and engineering. A number of numerical implementations are also given at the end of the paper to show the performance of this new method.     

Random sampling-high dimensional model representation (RS-HDMR) and orthogonality of its different order component functions

High dimensional model representation is under active development as a set of quantitative model assessment and analysis tools for capturing high-dimensional input-output system behavior based on a hierarchy of functions of increasing dimensions. The HDMR component functions are optimally constructed from zeroth order to higher orders step-by-step. This paper extends the definitions of HDMR component functions to systems whose input variables may not be independent. The orthogonality of the higher order terms with respect to the lower order ones guarantees the best improvement in accuracy for the higher order approximations. Therefore, the HDMR component functions are constructed to be mutually orthogonal. The RS-HDMR component functions are efficiently constructed from randomly sampled input-output data. The previous introduction of polynomial approximations for the component functions violates the strictly desirable orthogonality properties. In this paper, new orthonormal polynomial approximation formulas for the RS-HDMR component functions are presented that preserve the orthogonality property. An integrated exposure and dose model as well as ionospheric electron density determined from measured ionosonde data are used as test cases, which show that the new method has better accuracy than the prior one.     

A review of recent methods for the determination of ranges of feasible solutions resulting from soft modelling analyses of multivariate data

Soft modelling or multivariate curve resolution (MCR) are well-known methodologies for the analysis of multivariate data in many different application fields. Results obtained by soft modelling methods are very likely impaired by rotational and scaling ambiguities, i.e. a full range of feasible solutions can describe the data equally well while fulfilling the constraints of the system. These issues are severely limiting the applicability of these methods and therefore, they can be considered as the most challenging ones. The purpose of the current review is to describe and critically compare the available methods that attempt at determining the range of ambiguity for the case of 3-component systems. Theoretical and practical aspects are discussed, based on a collection of simulated examples containing noise-free and noisy data sets as well as an experimental example.     

High-dimensional model representations generated from low order terms--lp-RS-HDMR

High-dimensional model representation (HDMR) is a general set of quantitative model assessment and analysis tools for improving the efficiency of deducing high dimensional input-output system behavior. RS-HDMR is a particular form of HDMR based on random sampling (RS) of the input variables. The component functions in an HDMR expansion are optimal choices tailored to the n-variate function f(x) being represented over the desired domain of the n-dimensional vector x. The high-order terms (usually larger than second order, or equivalently beyond cooperativity between pairs of variables) in the expansion are often negligible. When it is necessary to go beyond the first and the second order RS-HDMR, this article introduces a modified low-order term product (lp)-RS-HDMR method to approximately represent the high-order RS-HDMR component functions as products of low-order functions. Using this method the high-order truncated RS-HDMR expansions may be constructed without directly computing the original high-order terms. The mathematical foundations of lp-RS-HDMR are presented along with an illustration of its utility in an atmospheric chemical kinetics model.     

High dimensional model representation constructed by support vector regression. I. Independent variables with known probability distributions

High dimensional model representation (HDMR) is a general set of quantitative model assessment and analysis tools for capturing high dimensional input-output system behavior. In practice, the HDMR component functions are each approximated by an appropriate basis function expansion. This procedure often requires many input-output samples which can restrict the treatment of high dimensional systems. In order to address this problem we introduce svr-based HDMR to efficiently and effectively construct the HDMR expansion by support vector regression (SVR) for a function \(f(\mathbf{x})\). In this paper the results for independent variables sampled over known probability distributions are reported. The theoretical foundation of the new approach relies on the kernel used in SVR itself being an HDMR expansion (referred to as the HDMR kernel ), i.e., an ANOVA kernel whose component kernels are mutually orthogonal and all non-constant component kernels have zero expectation. Several HDMR kernels are constructed as illustrations. While preserving the characteristic properties of HDMR, the svr-based HDMR method enables efficient construction of high dimensional models with satisfactory prediction accuracy from a modest number of samples, which also permits accurate computation of the sensitivity indices. A genetic algorithm is employed to optimally determine all the parameters of the component HDMR kernels and in SVR. The svr-based HDMR introduces a new route to advance HDMR algorithms. Two examples are used to illustrate the capability of the method.     

Weighted tridiagonal matrix enhanced multivariance products representation (WTMEMPR) for decomposition of multiway arrays: applications on certain chemical system data sets

This work focuses on the utilization of a very recently developed decomposition method, weighted tridiagonal matrix enhanced multivariance products representation (WTMEMPR) which can be equivalently used on continuous functions, and, multiway arrays after appropriate unfoldings. This recursive method has been constructed on the Bivariate EMPR and the remainder term of each step therein has been expanded into EMPR from step to step until no remainder term appears in one of the consecutive steps. The resulting expansion can also be expressed in a three factor product representation whose core factor is a tridiagonal matrix. The basic difference and novelty here is the non-constant weight utilization and the applications on certain chemical system data sets to show the efficiency of the WTMEMPR truncation approximants.     

A novel piecewise multivariate function approximation method via universal matrix representation

Multivariance in science and engineering causes problematic situations even for continous and discrete cases. One way to overcome this situation is to decrease the multivariance level of the problem by using a divide—and—conquer based method. In this sense, Enhanced Multivariance Product Representation (EMPR) plays a part in the considered scenario and acts successfully. This method brings up a finite expansion to represent a multivariate function in terms of less-variate functions with the assistance of univariate support functions. This work aims to propose a new EMPR based algorithm which has two new features that improves the determination process of each expansion component through Fluctuation Free Integration method, which is an efficient method in evaluating multiple integrals through a universal matrix representation, and increases the approximation quality through inserting a piecewise structure into the standard EMPR algorithm. This new method is called Fluctuation Free Integration based piecewise EMPR. Some numerical implementations are also given to examine the performance of this proposed method.     

Canonical Measure of Correlation (CMC) and Canonical Measure of Distance (CMD) between sets of data: Part 2. Variable reduction

This paper proposes a new method for determining the subset of variables that reproduce as well as possible the main structural features of the complete data set. This method can be useful for pre-treatment of large data sets since it allows discarding variables that contain redundant information. Reducing the number of variables often allows one to better investigate data structure and obtain more stable results from multivariate modelling methods.The novel method is based on the recently proposed canonical measure of correlation (CMC index) between two sets of variables [R. Todeschini, V. Consonni, A. Manganaro, D. Ballabio, A. Mauri, Canonical Measure of Correlation (CMC) and Canonical Measure of Distance (CMD) between sets of data. Part 1. Theory and simple chemometric applications, Anal. Chim. Acta submitted for publication (2009)]. Following a stepwise procedure (backward elimination), each variable in turn is compared to all the other variables and the most correlated is definitively discarded. Finally, a key subset of variables being as orthogonal as possible are selected. The performance was evaluated on both simulated and real data sets. The effectiveness of the novel method is discussed by comparison with results of other well known methods for variable reduction, such as Jolliffe techniques, McCabe criteria, Krzanowski approach and its modification based on genetic algorithms, loadings of the first principal component, Key Set Factor Analysis (KSFA), Variable Inflation Factor (VIF), pairwise correlation approach, and K correlation analysis (KIF). The obtained results are consistent with those of the other considered methods; moreover, the advantage of the proposed CMC method is that calculation is very quick and can be easily implemented in any software application.     

Analytical HDMR formulas for functions expressed as quadratic polynomials with a multivariate normal distribution

High Dimensional Model Representation (HDMR) is a general set of quantitative model assessment and analysis tools for systems with many variables. A general formulation for the HDMR component functions with independent and correlated variables was obtained previously. Since the HDMR component functions generally are coupled to one another and involve multi-dimensional integrals, explicit formulas for the component functions are not available for an arbitrary function with an arbitrary probability distribution amongst their variables. This paper presents analytical formulas for the HDMR component functions and the corresponding sensitivity indexes for the common case of a function expressed as a quadratic polynomial with a multivariate normal distribution over its variables. This advance is important for practical applications of HDMR with correlated variables.     

A random-sampling high dimensional model representation neural network for building potential energy surfaces

We combine the high dimensional model representation (HDMR) idea of Rabitz and co-workers [J. Phys. Chem. 110, 2474 (2006)] with neural network (NN) fits to obtain an effective means of building multidimensional potentials. We verify that it is possible to determine an accurate many-dimensional potential by doing low dimensional fits. The final potential is a sum of terms each of which depends on a subset of the coordinates. This form facilitates quantum dynamics calculations. We use NNs to represent HDMR component functions that minimize error mode term by mode term. This NN procedure makes it possible to construct high-order component functions which in turn enable us to determine a good potential. It is shown that the number of available potential points determines the order of the HDMR which should be used.