For low-dimensional data sets with a large amount of data points, standard kernel methods are usually not feasible for regression anymore. Besides simple linear models or involved heuristic deep learning models, grid-based discretizations of larger (kernel) model classes lead to algorithms, which naturally scale linearly in the amount of data points. For moderate-dimensional or high-dimensional regression tasks, these grid-based discretizations suffer from the curse of dimensionality. Here, sparse grid methods have proven to circumvent this problem to a large extent. In this context, space- and dimension-adaptive sparse grids, which can detect and exploit a given low effective dimensionality of nominally high-dimensional data, are particularly successful. They nevertheless rely on an axis-aligned structure of the solution and exhibit issues for data with predominantly skewed and rotated coordinates. In this paper we propose a preprocessing approach for these adaptive sparse grid algorithms that determines an optimized, problem-dependent coordinate system and, thus, reduces the effective dimensionality of a given data set in the ANOVA sense. We provide numerical examples on synthetic data as well as real-world data to show how an adaptive sparse grid least squares algorithm benefits from our preprocessing method.

In this paper we provide a finite-sample and an infinite-sample representer theorem for the concatenation of (linear combinations of) kernel functions of reproducing kernel Hilbert spaces. These results serve as mathematical foundation for the analysis of machine learning algorithms based on compositions of functions. As a direct consequence in the finite-sample case, the corresponding infinite-dimensional minimization problems can be recast into (nonlinear) finite-dimensional minimization problems, which can be tackled with nonlinear optimization algorithms. Moreover, we show how concatenated machine learning problems can be reformulated as neural networks and how our representer theorem applies to a broad class of state-of-the-art deep learning methods.

We present a novel multiscale approach for flow visualization. We define a local alignment tensor that encodes a measure for alignment to the direction of a given flow field. This tensor induces an anisotropic differential operator on the flow domain, which is discretized with a standard finite element technique. The entries of the corresponding stiffness matrix represent the anisotropically weighted couplings of adjacent nodes of the domain mesh. We use an algebraic multigrid algorithm to generate a hierarchy of fine to coarse descriptions for the above coupling data. This hierarchy comprises a set of coarse grid nodes, a multiscale of basis functions and their corresponding supports. We use these supports to obtain a multilevel decomposition of the flow structure. Standard streamline icons are used to visualize this decomposition at any user-selected level of detail. The method provides a single framework for vector field decomposition independent on the domain dimension or mesh type. Applications are shown in 2D, for flow fields on curved surfaces, and for 3D volumetric flow fields.

Weather radars can measure the backscatter from rain drops in the atmosphere. A complete radar scan provides three-dimensional precipitation information. For the understanding of the underlying atmospheric processes interactive visualization of these data sets is necessary. This is a challenging task due to the size, structure and required context of the data. In this case study, a multiresolution approach for real-time simultaneous visualization of radar measurements together with the corresponding terrain data is illustrated.

Recently we presented a new approach [18] to the classification problem arising in data mining. It is based on the regularization network approach but, in contrast to other methods which employ ansatz functions associated to data points, we use a grid in the usually high-dimensional feature space for the minimization process. To cope with the curse of dimensionality, we employ sparse grids [49]. Thus, only O(hn-1nd-1) instead of O(hn-d) grid points and unknowns are involved. Here d denotes the dimension of the feature space and hn = 2-n gives the mesh size. We use the sparse grid combination technique [28] where the classification problem is discretized and solved on a sequence of conventional grids with uniform mesh sizes in each dimension. The sparse grid solution is then obtained by linear combination. In contrast to our former work, where d-linear functions were used, we now apply linear basis functions based on a simplicial discretization. This allows to handle more dimensions and the algorithm needs less operations per data point.We describe the sparse grid combination technique for the classification problem, give implementational details and discuss the complexity of the algorithm. It turns out that the method scales linearly with the number of given data points. Finally we report on the quality of the classifier built by our new method on data sets with up to 10 dimensions. It turns out that our new method achieves correctness rates which are competitive to that of the best existing methods.