An empirical study on the GEOtop hydrological model optimal estimation and uncertainty reduction using supercomputers

Author(s):  
Giacomo Bertoldi ◽  
Stefano Campanella ◽  
Emanuele Cordano ◽  
Alberto Sartori

<p>Proper characterization of uncertainty remains a major research and operational challenge in Earth and Environmental Systems Models (EESMs). In fact, model calibration is often more an art than a science: one must make several discretionary choices, guided more by his own experience and intuition than by the scientific method. In practice, this means that the result of calibration (CA) could be suboptimal. One of the challenges of CA is the large number of parameters involved in EESM, which hence are usually selected with the help of a preliminary sensitivity analysis (SA). Finally, the computational burden of EESMs models and the large volume of the search space make SA and CA very time-consuming processes.</p><p>This work applies a modern HPC approach to optimize a complex, over parameterized hydrological model, improving the computational efficiency of SA/CA. We apply the derivative-free optimization algorithms implemented in the Facebook Nevergrad Python library (Rapin and Teytaud, 2018) on a HPC cluster, thanks to the Dask framework (Dask Development Team, 2016).</p><p>The approach has been applied to the GEOtop hydrological model (Rigon et al., 2006; Endrizzi et al., 2014) to predict the time evolution of variables as soil water content and evapotranspiration for several mountain agricultural sites in South Tyrol with different elevation, land cover (pasture, meadow, orchard), soil types.</p><p>We performed simulations on one-dimensional domains, where the model solves the energy and water budget equations in a column of soil and neglects the lateral water fluxes.  Even neglecting the distribution of parameters across layers of soil, considering a homogeneous column, one has tens of parameters, controlling soil and vegetation properties, where only a few of them are experimentally available. </p><p>Because the interpretation of global SA could be difficult or misleading and the number of model evaluations needed by SA is comparable with CA, we employed the following strategy. We performed CA using a full set of continuous parameters and SA after CA, using the samples collected during CA, to interpret the results. However, given the above-mentioned computational challenges, this strategy is possible only using HPC resources. For this reason, we focused on the computational aspects of calibration from an HPC perspective and examined the scaling of these algorithms and their implementation up to 1024 cores on a cluster. Other issues that we had to address were the complex shape of the search space and robustness of CA and SA against model convergence failure.</p><p>HPC  techniques allow to calibrate models with a high number of parameters within a reasonable computing time and  exploring the parameters space properly. This is particularly important with noisy, multimodal objective functions. In our case, HPC was essential to determine the  parameters controlling the water retention curve, which is highly not linear.  The developed  framework, which is published and freely available on GitHub, shows also how libraries and tools used within the machine learning community could be useful and easily adapted to EESMs CA.</p>

2021 ◽  
Vol 7 ◽  
pp. e693
Author(s):  
Runze Yang ◽  
Teng Long

In recent years, graph convolutional networks (GCNs) have emerged rapidly due to their excellent performance in graph data processing. However, recent researches show that GCNs are vulnerable to adversarial attacks. An attacker can maliciously modify edges or nodes of the graph to mislead the model’s classification of the target nodes, or even cause a degradation of the model’s overall classification performance. In this paper, we first propose a black-box adversarial attack framework based on derivative-free optimization (DFO) to generate graph adversarial examples without using gradient and apply advanced DFO algorithms conveniently. Second, we implement a direct attack algorithm (DFDA) using the Nevergrad library based on the framework. Additionally, we overcome the problem of large search space by redesigning the perturbation vector using constraint size. Finally, we conducted a series of experiments on different datasets and parameters. The results show that DFDA outperforms Nettack in most cases, and it can achieve an average attack success rate of more than 95% on the Cora dataset when perturbing at most eight edges. This demonstrates that our framework can fully exploit the potential of DFO methods in node classification adversarial attacks.


2021 ◽  
Author(s):  
Fernando Buzzulini Prioste

This paper presents a genetic algorithm (GA) to solve Optimal Power Flow (OPF) problems, optimizing electricity generation fuel cost. The GA based OPF is a derivative free optimization technique that relies on the evaluation of several points in the parameter search space strictly on the objective function. A 3 bus system and the IEEE 30 bus test system are used to validate the developed GA based OPF by means of comparisons with an interior point based optimal power flow.


2021 ◽  
Vol 47 (3) ◽  
pp. 1-27
Author(s):  
Dounia Lakhmiri ◽  
Sébastien Le Digabel ◽  
Christophe Tribes

The performance of deep neural networks is highly sensitive to the choice of the hyperparameters that define the structure of the network and the learning process. When facing a new application, tuning a deep neural network is a tedious and time-consuming process that is often described as a “dark art.” This explains the necessity of automating the calibration of these hyperparameters. Derivative-free optimization is a field that develops methods designed to optimize time-consuming functions without relying on derivatives. This work introduces the HyperNOMAD package, an extension of the NOMAD software that applies the MADS algorithm [7] to simultaneously tune the hyperparameters responsible for both the architecture and the learning process of a deep neural network (DNN). This generic approach allows for an important flexibility in the exploration of the search space by taking advantage of categorical variables. HyperNOMAD is tested on the MNIST, Fashion-MNIST, and CIFAR-10 datasets and achieves results comparable to the current state of the art.


Author(s):  
Kiyohiko Uehara ◽  
Kaoru Hirota ◽  
◽  

A method is proposed for evaluating fuzzy rules independently of each other in fuzzy rules learning. The proposed method is named α-FUZZI-ES (α-weight-based fuzzy-rule independent evaluations) in this paper. In α-FUZZI-ES, the evaluation value of a fuzzy system is divided out among the fuzzy rules by using the compatibility degrees of the learning data. By the effective use of α-FUZZI-ES, a method for fast fuzzy rules learning is proposed. This is named α-FUZZI-ES learning (α-FUZZI-ES-based fuzzy rules learning) in this paper. α-FUZZI-ES learning is especially effective when evaluation functions are not differentiable and derivative-based optimization methods cannot be applied to fuzzy rules learning. α-FUZZI-ES learning makes it possible to optimize fuzzy rules independently of each other. This property reduces the dimensionality of the search space in finding the optimum fuzzy rules. Thereby, α-FUZZI-ES learning can attain fast convergence in fuzzy rules optimization. Moreover, α-FUZZI-ES learning can be efficiently performed with hardware in parallel to optimize fuzzy rules independently of each other. Numerical results show that α-FUZZI-ES learning is superior to the exemplary conventional scheme in terms of accuracy and convergence speed when the evaluation function is non-differentiable.


2020 ◽  
Vol 178 ◽  
pp. 65-74
Author(s):  
Ksenia Balabaeva ◽  
Liya Akmadieva ◽  
Sergey Kovalchuk

Author(s):  
Luca Accorsi ◽  
Daniele Vigo

In this paper, we propose a fast and scalable, yet effective, metaheuristic called FILO to solve large-scale instances of the Capacitated Vehicle Routing Problem. Our approach consists of a main iterative part, based on the Iterated Local Search paradigm, which employs a carefully designed combination of existing acceleration techniques, as well as novel strategies to keep the optimization localized, controlled, and tailored to the current instance and solution. A Simulated Annealing-based neighbor acceptance criterion is used to obtain a continuous diversification, to ensure the exploration of different regions of the search space. Results on extensively studied benchmark instances from the literature, supported by a thorough analysis of the algorithm’s main components, show the effectiveness of the proposed design choices, making FILO highly competitive with existing state-of-the-art algorithms, both in terms of computing time and solution quality. Finally, guidelines for possible efficient implementations, algorithm source code, and a library of reusable components are open-sourced to allow reproduction of our results and promote further investigations.


2021 ◽  
Author(s):  
Faruk Alpak ◽  
Yixuan Wang ◽  
Guohua Gao ◽  
Vivek Jain

Abstract Recently, a novel distributed quasi-Newton (DQN) derivative-free optimization (DFO) method was developed for generic reservoir performance optimization problems including well-location optimization (WLO) and well-control optimization (WCO). DQN is designed to effectively locate multiple local optima of highly nonlinear optimization problems. However, its performance has neither been validated by realistic applications nor compared to other DFO methods. We have integrated DQN into a versatile field-development optimization platform designed specifically for iterative workflows enabled through distributed-parallel flow simulations. DQN is benchmarked against alternative DFO techniques, namely, the Broyden–Fletcher–Goldfarb–Shanno (BFGS) method hybridized with Direct Pattern Search (BFGS-DPS), Mesh Adaptive Direct Search (MADS), Particle Swarm Optimization (PSO), and Genetic Algorithm (GA). DQN is a multi-thread optimization method that distributes an ensemble of optimization tasks among multiple high-performance-computing nodes. Thus, it can locate multiple optima of the objective function in parallel within a single run. Simulation results computed from one DQN optimization thread are shared with others by updating a unified set of training data points composed of responses (implicit variables) of all successful simulation jobs. The sensitivity matrix at the current best solution of each optimization thread is approximated by a linear-interpolation technique using all or a subset of training-data points. The gradient of the objective function is analytically computed using the estimated sensitivities of implicit variables with respect to explicit variables. The Hessian matrix is then updated using the quasi-Newton method. A new search point for each thread is solved from a trust-region subproblem for the next iteration. In contrast, other DFO methods rely on a single-thread optimization paradigm that can only locate a single optimum. To locate multiple optima, one must repeat the same optimization process multiple times starting from different initial guesses for such methods. Moreover, simulation results generated from a single-thread optimization task cannot be shared with other tasks. Benchmarking results are presented for synthetic yet challenging WLO and WCO problems. Finally, DQN method is field-tested on two realistic applications. DQN identifies the global optimum with the least number of simulations and the shortest run time on a synthetic problem with known solution. On other benchmarking problems without a known solution, DQN identified compatible local optima with reasonably smaller numbers of simulations compared to alternative techniques. Field-testing results reinforce the auspicious computational attributes of DQN. Overall, the results indicate that DQN is a novel and effective parallel algorithm for field-scale development optimization problems.


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