We have a new publication:
Lloyd S., Irani R. A. and Ahmadi M., (2020) Neural Network Quadrature for Fast Numerical Integration and Optimization in IEEE Access.
The paper is available through an Early Access release on IEEE Xplore.
Abstract:
We present a novel numerical integration technique, Neural Network Integration, or NNI, where shallow neural network design is used to approximate an integrand function within a bounded set. This function approximation is such that a closed-form solution exists to its definite integral across any generalized polyhedron within the network’s domain. This closed-form solution allows for fast integral evaluation of the function across different bounds, following the initial training of the network. In other words, it becomes possible to “pre-compute” the numerical integration problem, allowing for rapid evaluation later. Experimental tests are performed using the Genz integration test functions. These experiments show NNI to be a viable integration method, working best on predictable integrand functions, but worse results on singular and non-smooth functions. NNI is proposed as a solution to problems where numerical integrations of higher dimension must be performed over different domains frequently or rapidly and with low memory requirements, such as in real-time or embedded engineering applications. The application of this method to the optimization of integral functions is also discussed.
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