Principled Acceleration of Iterative Numerical Methods Using Machine Learning
Abstract: Iterative methods are ubiquitous in large-scale scientific computing applications, and a number of approaches based on meta-learning have been recently proposed to accelerate them. However, a systematic study of these approaches and how they differ from meta-learning is lacking. In this paper, we propose a framework to analyze such learning-based acceleration approaches, where one can immediately identify a departure from classical meta-learning. We theoretically show that this departure may lead to arbitrary deterioration of model performance, and at the same time, we identify a methodology to ameliorate it by modifying the loss objective, leading to a novel training method for learning-based acceleration of iterative algorithms. We demonstrate the significant advantage and versatility of the proposed approach through various numerical applications.
Submission Number: 5678
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