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BCR-Net: a neural network based on the nonstandard wavelet form

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(2018)cite arxiv:1810.08754Comment: 17 pages and 9 figures.
DOI: 10.1016/j.jcp.2019.02.002

Abstract

This paper proposes a novel neural network architecture inspired by the nonstandard form proposed by Beylkin, Coifman, and Rokhlin in Communications on Pure and Applied Mathematics, 44(2), 141-183. The nonstandard form is a highly effective wavelet-based compression scheme for linear integral operators. In this work, we first represent the matrix-vector product algorithm of the nonstandard form as a linear neural network where every scale of the multiresolution computation is carried out by a locally connected linear sub-network. In order to address nonlinear problems, we propose an extension, called BCR-Net, by replacing each linear sub-network with a deeper and more powerful nonlinear one. Numerical results demonstrate the efficiency of the new architecture by approximating nonlinear maps that arise in homogenization theory and stochastic computation.

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