Edmond Chow's research while affiliated with Georgia Institute of Technology and other places

Gaussian Process Regression (GPR) is widely used in statistics and machine learning for prediction tasks requiring uncertainty measures. Its efficacy depends on the appropriate specification of the mean function, covariance kernel function, and associated hyperparameters. Severe misspecifications can lead to inaccurate results and problematic consequences, especially in safety-critical applications. However, a systematic approach to handle these misspecifications is lacking in the literature. In this work, we propose a general framework to address these issues. Firstly, we introduce a flexible two-stage GPR framework that separates mean prediction and uncertainty quantification (UQ) to prevent mean misspecification, which can introduce bias into the model. Secondly, kernel function misspecification is addressed through a novel automatic kernel search algorithm, supported by theoretical analysis, that selects the optimal kernel from a candidate set. Additionally, we propose a subsampling-based warm-start strategy for hyperparameter initialization to improve efficiency and avoid hyperparameter misspecification. With much lower computational cost, our subsampling-based strategy can yield competitive or better performance than training exclusively on the full dataset. Combining all these components, we recommend two GPR methods-exact and scalable-designed to match available computational resources and specific UQ requirements. Extensive evaluation on real-world datasets, including UCI benchmarks and a safety-critical medical case study, demonstrates the robustness and precision of our methods.

A general, rectangular kernel matrix may be defined as where is a kernel function and where and are two sets of points. In this paper, we seek a low‐rank approximation to a kernel matrix where the sets of points and are large and are arbitrarily distributed, such as away from each other, “intermingled”, identical, and so forth. Such rectangular kernel matrices may arise, for example, in Gaussian process regression where corresponds to the training data and corresponds to the test data. In this case, the points are often high‐dimensional. Since the point sets are large, we must exploit the fact that the matrix arises from a kernel function, and avoid forming the matrix, and thus ruling out most algebraic techniques. In particular, we seek methods that can scale linearly or nearly linearly with respect to the size of data for a fixed approximation rank. The main idea in this paper is to geometrically select appropriate subsets of points to construct a low rank approximation. An analysis in this paper guides how this selection should be performed.

We present a Graphics Processing Unit (GPU)-accelerated version of the real-space SPARC electronic structure code for performing Kohn-Sham density functional theory calculations within the local density and generalized gradient approximations. In particular, we develop a modular math-kernel based implementation for NVIDIA architectures wherein the computationally expensive operations are carried out on the GPUs, with the remainder of the workload retained on the central processing units (CPUs). Using representative bulk and slab examples, we show that relative to CPU-only execution, GPUs enable speedups of up to 6× and 60× in node and core hours, respectively, bringing time to solution down to less than 30 s for a metallic system with over 14 000 electrons and enabling significant reductions in computational resources required for a given wall time.

SPARC is an accurate, efficient, and scalable real-space electronic structure code for performing ab initio Kohn-Sham density functional theory calculations. Version 2.0.0 of the software provides increased efficiency, and includes spin-orbit coupling, dispersion interactions, and advanced semilocal/hybrid exchange-correlation functionals. These new features further expand the range of physical applications amenable to first principles investigation using SPARC.

The spectrum of a kernel matrix significantly depends on the parameter values of the kernel function used to define the kernel matrix. This makes it challenging to design a preconditioner for a regularized kernel matrix that is robust across different parameter values. This paper proposes the Adaptive Factorized Nystr\"om (AFN) preconditioner. The preconditioner is designed for the case where the rank k of the Nystr\"om approximation is large, i.e., for kernel function parameters that lead to kernel matrices with eigenvalues that decay slowly. AFN deliberately chooses a well-conditioned submatrix to solve with and corrects a Nystr\"om approximation with a factorized sparse approximate matrix inverse. This makes AFN efficient for kernel matrices with large numerical ranks. AFN also adaptively chooses the size of this submatrix to balance accuracy and cost.

We present a GPU-accelerated version of the real-space SPARC electronic structure code for performing Kohn-Sham density functional theory calculations within the local density and generalized gradient approximations. In particular, we develop a modular math kernel based implementation for NVIDIA architectures wherein the computationally expensive operations are carried out on the GPUs, with the remainder of the workload retained on the CPUs. Using representative bulk and slab examples, we show that GPUs enable speedups of up to 6x relative to CPU-only execution, bringing time to solution down to less than 30 seconds for a metallic system with over 14,000 electrons, and enabling significant reductions in computational resources required for a given wall time.

A general, {\em rectangular} kernel matrix may be defined as $K_{ij} = \kappa(x_i,y_j)$ where $\kappa(x,y)$ is a kernel function and where $X=\{x_i\}_{i=1}^m$ and $Y=\{y_i\}_{i=1}^n$ are two sets of points. In this paper, we seek a low-rank approximation to a kernel matrix where the sets of points $X$ and $Y$ are large and are not well-separated (e.g., the points in $X$ and $Y$ may be ``intermingled''). Such rectangular kernel matrices may arise, for example, in Gaussian process regression where $X$ corresponds to the training data and $Y$ corresponds to the test data. In this case, the points are often high-dimensional. Since the point sets are large, we must exploit the fact that the matrix arises from a kernel function, and avoid forming the matrix, and thus ruling out most algebraic techniques. In particular, we seek methods that can scale linearly, i.e., with computational complexity $O(m)$ or $O(n)$ for a fixed accuracy or rank. The main idea in this paper is to {\em geometrically} select appropriate subsets of points to construct a low rank approximation. An analysis in this paper guides how this selection should be performed.