Ratio control variate method for efficiently determining high-dimensional model representations

The High-Dimensional Model Representation (HDMR) technique is a family of approaches to efficiently interpolate high-dimensional functions. RS(Random Sampling)-HDMR is a practical form of HDMR based on randomly sampling the overall function, and utilizing orthonormal polynomial expansions to approximate the RS-HDMR component functions. The determination of the expansion coefficients for the component functions employs Monte Carlo integration, which controls the accuracy of the RS-HDMR interpolation. The control variate method is an established approach to improve the accuracy of Monte Carlo integration. However, this method is often not practical for an arbitrary function f(x) because there is no general way to find the analytical control variate function h(x), which needs to be very similar to f(x). In this article, we show that truncated RS-HDMR expansions can be used as h(x) for arbitrary f(x), and a more stable iterative ratio control variate method was developed for the determination of the expansion coefficients for the RS-HDMR component functions. As the asymptotic error (standard deviation) of the estimator given by the ratio control variate method is proportional to 1/N(sample size), it is more efficient than the direct Monte Carlo integration, whose error is proportional to 1/square root(N). In an illustration of a four-dimensional atmospheric model a few hundred random samples are sufficient to construct an RS-HDMR expansion by the ratio control variate method with an accuracy comparable to that obtained by direct Monte Carlo integration with thousands of samples.     

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.     

High Dimensional Model Representations Generated from Low Dimensional Data Samples. I. mp-Cut-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. For a high dimensional system, an output f(x) is commonly a function of many input variables x=|x ₁,x ₂,...,x _n } with n10² or larger. HDMR describes f(x) by a finite hierarchical correlated function expansion in terms of the input variables. Various forms of HDMR can be constructed for different purposes. Cut- and RS-HDMR are two particular HDMR expansions. Since the correlated functions in an HDMR expansion are optimal choices tailored to f(x) over the entire domain of x, the high order terms (usually larger than second order, or beyond pair cooperativity) in the expansion are often negligible. When the approximations given by the first and the second order Cut-HDMR correlated functions are not adequate, this paper presents a monomial based preconditioned HDMR method to represent the higher order terms of a Cut-HDMR expansion by expressions similar to the lower order ones with monomial multipliers. The accuracy of the Cut-HDMR expansion can be significantly improved using preconditioning with a minimal number of additional input–output samples without directly invoking the determination of higher order terms. The mathematical foundations of monomial based preconditioned Cut-HDMR is presented along with an illustration of its applicability to an atmospheric chemical kinetics model.     

Regularized random-sampling high dimensional model representation (RS-HDMR)

High Dimensional Model Representation (HDMR) is under active development as a set of quantitative model assessment and analysis tools for capturing high-dimensional input–output system behavior. HDMR is based on a hierarchy of component functions of increasing dimensions. The Random-Sampling High Dimensional Model Representation (RS-HDMR) is a practical approach to HDMR utilizing random sampling of the input variables. To reduce the sampling effort, the RS-HDMR component functions are approximated in terms of a suitable set of basis functions, for instance, orthonormal polynomials. Oscillation of the outcome from the resultant orthonormal polynomial expansion can occur producing interpolation error, especially on the input domain boundary, when the sample size is not large. To reduce this error, a regularization method is introduced. After regularization, the resultant RS-HDMR component functions are smoother and have better prediction accuracy, especially for small sample sizes (e.g., often few hundred). The ignition time of a homogeneous H₂/air combustion system within the range of initial temperature, 1000 < T ₀ < 1500 K, pressure, 0.1 < P < 100 atm and equivalence ratio of H₂/O₂, 0.2 < R < 10 is used for testing the regularized RS-HDMR.      

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.     

Correlation method for variance reduction of Monte Carlo integration in RS-HDMR

The High Dimensional Model Representation (HDMR) technique is a procedure for efficiently representing high-dimensional functions. A practical form of the technique, RS-HDMR, is based on randomly sampling the overall function and utilizing orthonormal polynomial expansions. The determination of expansion coefficients employs Monte Carlo integration, which controls the accuracy of RS-HDMR expansions. In this article, a correlation method is used to reduce the Monte Carlo integration error. The determination of the expansion coefficients becomes an iteration procedure, and the resultant RS-HDMR expansion has much better accuracy than that achieved by direct Monte Carlo integration. For an illustration in four dimensions a few hundred random samples are sufficient to construct an RS-HDMR expansion by the correlation method with an accuracy comparable to that obtained by direct Monte Carlo integration with thousands of samples.     

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.     

General formulation of HDMR component functions with independent and correlated variables

The High Dimensional Model Representation (HDMR) technique decomposes an n-variate function f (x) into a finite hierarchical expansion of component functions in terms of the input variables x = (x ₁, x ₂, . . . , x _n ). The uniqueness of the HDMR component functions is crucial for performing global sensitivity analysis and other applications. When x ₁, x ₂, . . . , x _n are independent variables, the HDMR component functions are uniquely defined under a specific so called vanishing condition. A new formulation for the HDMR component functions is presented including cases when x contains correlated variables. Under a relaxed vanishing condition, a general formulation for the component functions is derived providing a unique HDMR decomposition of f (x) for independent and/or correlated variables. The component functions with independent variables are special limiting cases of the general formulation. A novel numerical method is developed to efficiently and accurately determine the component functions. Thus, a unified framework for the HDMR decomposition of an n-variate function f (x) with independent and/or correlated variables is established. A simple three variable model with a correlated normal distribution of the variables is used to illustrate this new treatment.     

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.     

Multicut-HDMR with an application to an ionospheric model

A new High Dimensional Model Representation (HDMR) tool, Multicut-HDMR, is introduced and applied to an ionospheric electron density model. HDMR is a general set of quantitative model assessment and analysis tools for improving the efficiency of deducing high-dimensional input-output system behavior. HDMR describes an output [f(x)] in terms of its input variables (x = [x(1), x(2), em leader, x(n)]) via a series of finite, hierarchical, correlated function expansions. Various forms of HDMR are constructed for different purposes such as modeling laboratory or field data, or reproducing a complicated mathematical model. The Cut-HDMR technique, which expresses f(x) with respect to a specified reference point x in the input space, is appropriate when the input space is sampled in an orderly fashion. However, if the desired domain of the input space is too large, the HDMR function expansion may not converge, and Cut-HDMR will be unable to accurately approximate f(x). The new Multicut-HDMR technique addresses this problem through the use of multiple reference points in the input space.     

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.     

On the fundamental conjecture of HDMR: a Fourier analysis approach

Although the HDMR decomposition has become an important tool for the understanding of high dimensional functions, the fundamental conjecture underlying its practical utility is still open for theoretical analysis. In this paper, we introduce the HDMR decomposition in conjunction with the Fourier-HDMR approximation leading to the following conclusions: (1) we suggest a type of Fourier-HDMR approximation for certain classes of differentiable functions; (2) utilizing the Fourier-HDMR method, we prove the fundamental conjecture about the dominance of low order terms in the HDMR expansion under relevant conditions, and we also obtain error estimates of the truncated HDMR expansion up to order u; (3) we prove the domain decomposition approximation theorem which shows that the global Fourier-HDMR approximation is not always optimal for a given accuracy order; (4) and finally, a piecewise Fourier-HDMR approach is discussed for high dimensional modeling. These results help to further understand how to efficiently represent the high dimensional functions.     

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.     

Simple method to obtain symmetry harmonics of point groups

We propose a simple, self-consistent method to obtain basis functions of irreducible representations of a finite point group. Our method is based on eigenproblem formulation of a projection operator represented as a nonhomogeneous polynomial of angular momentum L. The method is shown to be more efficient than the usual numerical methods when applied to the analysis of high-order symmetry harmonics in cubic and icosahedral groups. For low-order symmetry harmonics the method provides rational coefficients of expansion in the Y(L,M) basis.     

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.     

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.     

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.     

Analytic high-order Douglas-Kroll-Hess electric field gradients

In this work we present a comprehensive study of analytical electric field gradients in hydrogen halides calculated within the high-order Douglas-Kroll-Hess (DKH) scalar-relativistic approach taking picture-change effects analytically into account. We demonstrate the technical feasibility and reliability of a high-order DKH unitary transformation for the property integrals. The convergence behavior of the DKH property expansion is discussed close to the basis set limit and conditions ensuring picture-change-corrected results are determined. Numerical results are presented, which show that the DKH property expansion converges rapidly toward the reference values provided by four-component methods. This shows that in closed-shell cases, the scalar-relativistic DKH(2,2) approach which is of second order in the external potential for both orbitals and property operator yields a remarkable accuracy. As a parameter-dependence-free high-order DKH model, we recommend DKH(4,3). Moreover, the effect of a finite-nucleus model, different parametrization schemes for the unitary matrices, and the reliability of standard basis sets are investigated.     

General foundations of high‐dimensional model representations

A family of multivariate representations is introduced to capture the input–output relationships of highdimensional physical systems with many input variables. A systematic mapping procedure between the inputs and outputs is prescribed to reveal the hierarchy of correlations amongst the input variables. It is argued that for most welldefined physical systems, only relatively loworder correlations of the input variables are expected to have an impact upon the output. The highdimensional model representations (HDMR) utilize this property to present an exact hierarchical representation of the physical system. At each new level of HDMR, higherorder correlated effects of the input variables are introduced. Tests on several systems indicate that the few lowestorder terms are often sufficient to represent the model in equivalent form to good accuracy. The input variables may be either finitedimensional (i.e., a vector of parameters chosen from the Euclidean space ) or may be infinitedimensional as in the function space . Each hierarchical level of HDMR is obtained by applying a suitable projection operator to the output function and each of these levels are orthogonal to each other with respect to an appropriately defined inner product. A family of HDMRs may be generated with each having distinct character by the use of different choices of projection operators. Two types of HDMRs are illustrated in the paper: ANOVAHDMR is the same as the analysis of variance (ANOVA) decomposition used in statistics. Another cutHDMR will be shown to be computationally more efficient than the ANOVA decomposition. Application of the HDMR tools can dramatically reduce the computational effort needed in representing the input–output relationships of a physical system. In addition, the hierarchy of identified correlation functions can provide valuable insight into the model structure. The notion of a model in the paper also encompasses input–output relationships developed with laboratory experiments, and the HDMR concepts are equally applicable in this domain. HDMRs can be classified as nonregressive, nonparametric learning networks. Selected applications of the HDMR concept are presented along with a discussion of its general utility.     

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.