Name
Abstract | ||
|---|---|---|
Active subspaces are an emerging set of tools for identifying and exploiting the most important directions in the space of a computer simulation's input parameters; these directions depend on the simulation's quantity of interest, which we treat as a function from inputs to outputs. To identify a function's active subspace, one must compute the eigenpairs of a matrix derived from the function's gradient, which presents challenges when the gradient is not available as a subroutine. We numerically study two methods for estimating the necessary eigenpairs using only linear measurements of the function's gradient. In practice, these measurements can be estimated by finite differences using only two function evaluations, regardless of the dimension of the function's input space. |
Year | DOI | Venue |
|---|---|---|
2015 | 10.1109/CAMSAP.2015.7383809 | 2015 IEEE 6th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP) |
Keywords | Field | DocType |
gradient sketching,active subspaces,computer simulation,input parameters,simulation quantity of interest,eigenpairs,matrix,function gradient,linear measurements,finite differences,function evaluations,function input space | Mathematical optimization,Subroutine,Subspace topology,Finite difference,Mathematical analysis,Matrix (mathematics),Linear subspace,Mathematics | Conference |
Citations | PageRank | References |
1 | 0.36 | 6 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Paul G. Constantine | 1 | 126 | 15.38 |
| Armin Eftekhari | 2 | 129 | 12.42 |
| Michael B. Wakin | 3 | 4299 | 271.57 |