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 novel method for multivariate data modelling: Piecewise Generalized EMPR

A multivariate data modelling problem consists of a number of nodes with associated function values. Increase in multivariance urges us to use divide-and-conquer algorithms in modelling process of these problems. High dimensional model representation based methods can partition a given multivariate data set into less-variate data sets and have the ability of building a model through these partitioned data sets. Generalized HDMR (GHDMR) is one of these methods and it is known that it works well for dominantly and purely additive natures. Piecewise Generalized HDMR is an alternative method and was developed to increase the efficiency of GHDMR but the performance of the method for modelling multiplicative natures is still not sufficient and acceptable. This work aims to develop a new piecewise method based on enhanced multivariance product representation which works well for representing multiplicative natures.     

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.     

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.     

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.     

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.     

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.     

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.     

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.     

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.     

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.     

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.     

Manifold preprocessing for laser‐induced breakdown spectroscopy under Mars conditions

Laser‐induced breakdown spectroscopy (LIBS) is currently being used onboard the Mars Science Laboratory rover Curiosity to predict elemental abundances in dust, rocks, and soils using a partial least squares regression model developed by the ChemCam team. Accuracy of that model is constrained by the number of samples needed in the calibration, which grows exponentially with the dimensionality of the data, a phenomenon known as the curse of dimensionality. LIBS data are very high dimensional, and the number of ground‐truth samples (i.e., standards) recorded with the ChemCam before departing for Mars was small compared with the dimensionality, so strategies to optimize prediction accuracy are needed. In this study, we first use an existing machine learning algorithm, locally linear embedding (LLE), to combat the curse of dimensionality by embedding the data into a low‐dimensional manifold subspace before regressing. LLE constructs its embedding by maintaining local neighborhood distances and discarding large global geodesic distances between samples, in an attempt to preserve the underlying geometric structure of the data. We also introduce a novel supervised version, LLE for regression (LLER), which takes into account the known chemical composition of the training data when embedding. LLER is shown to outperform traditional LLE when predicting most major elements. We show the effectiveness of both algorithms using three different LIBS datasets recorded under Mars‐like conditions. Copyright © 2015 John Wiley & Sons, Ltd.     

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.     

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.     

Spectroscopic interpretation: the high vibrations of CDBrClF

We extract the dynamics implicit in an algebraic fitted model Hamiltonian for the deuterium chromophore's vibrational motion in the molecule CDBrClF. The original model has four degrees of freedom, three positions and one representing interbond couplings. A conserved polyad allows in a semiclassical approach the reduction to three degrees of freedom. For most quantum states we can identify the underlying motion that when quantized gives the said state. Most of the classifications, identifications, and assignments are done by visual inspection of the already available wave function semiclassically transformed from the number representation to a representation on the reduced dimension toroidal configuration space corresponding to the classical action and angle variables. The concentration of the wave function density to lower dimensional subsets centered on idealized simple lower dimensional organizing structures and the behavior of the phase along such organizing centers already reveals the atomic motion. Extremely little computational work is needed.     

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.