Thu, 01 Feb 2018

14:00 - 15:00
L4

Optimisation for Gradient Boosted Trees with Risk Control

Ruth Misener
(Imperial College)
Abstract


Decision trees usefully represent the sparse, high dimensional and noisy nature of chemical data from experiments. Having learned a function from this data, we may want to thereafter optimise the function, e.g. for picking the best catalyst for a chemical process. This work studies a mixed-integer non-linear optimisation problem involving: (i) gradient boosted trees modelling catalyst behaviour, (ii) penalty functions mitigating risk, and (iii) penalties enforcing chemical composition constraints. We develop several heuristic methods to find feasible solutions, and an exact, branch and bound algorithm that leverages structural properties of the gradient boost trees and penalty functions. We computationally test our methods on an industrial instance from BASF.
This work was completed in collaboration with Mr Miten Mistry and Dr Dimitris Letsios at Imperial College London and Dr Robert Lee and Dr Gerhard Krennrich from BASF.
 

Thu, 25 Jan 2018

14:00 - 15:00
L4

Numerical integrators for rank-constrained differential equations

Bart Vandereycken
(University of Geneva)
Abstract

We present discrete methods for computing low-rank approximations of time-dependent tensors that are the solution of a differential equation. The approximation format can be Tucker, tensor trains, MPS or hierarchical tensors. We will consider two types of discrete integrators: projection methods based on quasi-optimal metric projection, and splitting methods based on inexact solutions of substeps. For both approaches we show numerically and theoretically that their behaviour is superior compared to standard methods applied to the so-called gauged equations. In particular, the error bounds are robust in the presence of small singular values of the tensor’s matricisations. Based on joint work with Emil Kieri, Christian Lubich, and Hanna Walach.

Thu, 18 Jan 2018

14:00 - 15:00
L4

Hybrid discontinuous Galerkin discretisation and domain decomposition preconditioners for the Stokes problem

Victorita Dolean
(University of Strathclyde)
Abstract

Solving the Stokes equation by an optimal domain decomposition method derived algebraically involves the use of non standard interface conditions whose discretisation is not trivial. For this reason the use of approximation methods such as hybrid discontinuous Galerkin appears as an appropriate strategy: on the one hand they provide the best compromise in terms of the number of degrees of freedom in between standard continuous and discontinuous Galerkin methods, and on the other hand the degrees of freedom used in the non standard interface conditions are naturally defined at the boundary between elements. In this work we introduce the coupling between a well chosen discretisation method (hybrid discontinuous Galerkin) and a novel and efficient domain decomposition method to solve the Stokes system. We present the detailed analysis of the hybrid discontinuous Galerkin method for the Stokes problem with non standard boundary conditions. This analysis is supported by numerical evidence. In addition, the advantage of the new preconditioners over more classical choices is also supported by numerical experiments.

This work was done in collaboration with G. Barrenechea, M. Bosy (Univ. Strathclyde) and F. Nataf, P-H Tournier (Univ of Paris VI)

Thu, 01 Mar 2018
16:00
C5

TBA

Emily Maw
(UCL London)
Mon, 05 Mar 2018

14:15 - 15:15
L4

Stratified hyperkähler spaces

Maxence Mayrand
(Oxford)
Abstract

Symplectic reduction is the natural quotient construction for symplectic manifolds. Given a free and proper action of a Lie group G on a symplectic manifold M, this process produces a new symplectic manifold of dimension dim(M) - 2 dim(G). For non-free actions, however, the result is usually fairly singular. But Sjamaar-Lerman (1991) showed that the singularities can be understood quite precisely: symplectic reductions by non-free actions are partitioned into smooth symplectic manifolds, and these manifolds fit nicely together in the sense that they form a stratification.

Symplectic reduction has an analogue in hyperkähler geometry, which has been a very important tool for constructing new examples of these special manifolds. In this talk, I will explain how Sjamaar-Lerman’s results can be extended to this setting, namely, hyperkähler quotients by non-free actions are stratified
spaces whose strata are hyperkähler.

 

Thu, 15 Nov 2018

17:15 - 18:15
L1

Michael Berry - Chasing the dragon: tidal bores in the UK and elsewhere

Michael Berry
(University of Bristol)
Abstract

Oxford Mathematics Public Lectures
Hooke Lecture

Michael Berry - Chasing the dragon: tidal bores in the UK and elsewhere
15 November 2018 - 5.15pm

In some of the world’s rivers, an incoming high tide can arrive as a smooth jump decorated by undulations, or as a breaking wave. The river reverses direction and flows upstream.

Understanding tidal bores involves

· analogies with tsunamis, rainbows, horizons in relativity, and ideas from  quantum physics;

· the concept of a ‘minimal model’ in mathematical explanation;

· different ways in which different cultures describe the same thing;

· the first unification in fundamental physics.

Michael Berry is Emeritus Professor of Physics, H H Wills Physics Laboratory, University of Bristol

5.15pm, Mathematical Institute, Oxford

Please email @email to register.

Watch live:

https://www.facebook.com/OxfordMathematics
https://livestream.com/oxuni/Berry

Oxford Mathematics Public Lectures are generously supported by XTX Markets.

 

 

 

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