论文标题
解决加强学习的K-SPARSE特征值问题
Solving the k-sparse Eigenvalue Problem with Reinforcement Learning
论文作者
论文摘要
我们研究了使用增强学习(RL)算法来解决大规模特征值问题的可能性,在这些问题中,所需的特征向量可以由稀疏的向量近似具有最多$ k $ n零元素的稀疏向量,其中$ k $与矩阵与矩阵的尺寸相比,相对较小。这种类型的问题是在所需特征向量表现出本地化属性和在大规模特征值计算中的应用中出现的,其中计算资源的量受到限制。当可以确定这些非零元素的位置时,我们可以通过计算从$ k $行中提取的$ k \ times k $ subbatrix的特征值来获取原始问题的$ k $ -sparse近似,并获得原始矩阵的列。我们回顾了一种先前开发的贪婪算法,用于逐步探测非零元素在$ k $ -sparse近似eigenvector中的位置,并表明可以通过使用RL方法来改进贪婪算法,以优化选择$ K $行的原始矩阵的$ K $行。我们描述了如何在旨在解决$ k $ -sparse特征值问题的RL算法中表示状态,行动,奖励和政策,并在两个源自量子多体物理学的示例上证明了RL算法的有效性。
We examine the possibility of using a reinforcement learning (RL) algorithm to solve large-scale eigenvalue problems in which the desired the eigenvector can be approximated by a sparse vector with at most $k$ nonzero elements, where $k$ is relatively small compare to the dimension of the matrix to be partially diagonalized. This type of problem arises in applications in which the desired eigenvector exhibits localization properties and in large-scale eigenvalue computations in which the amount of computational resource is limited. When the positions of these nonzero elements can be determined, we can obtain the $k$-sparse approximation to the original problem by computing eigenvalues of a $k\times k$ submatrix extracted from $k$ rows and columns of the original matrix. We review a previously developed greedy algorithm for incrementally probing the positions of the nonzero elements in a $k$-sparse approximate eigenvector and show that the greedy algorithm can be improved by using an RL method to refine the selection of $k$ rows and columns of the original matrix. We describe how to represent states, actions, rewards and policies in an RL algorithm designed to solve the $k$-sparse eigenvalue problem and demonstrate the effectiveness of the RL algorithm on two examples originating from quantum many-body physics.