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Algorithm 1049: The Delaunay Density Diagnostic

Journal Article · · ACM Transactions on Mathematical Software
DOI:https://doi.org/10.1145/3700134· OSTI ID:2530713

Accurate approximation of a real-valued function depends on two aspects of the available data: the density of inputs within the domain of interest and the variation of the outputs over that domain. There are few methods for assessing whether the density of inputs is sufficient to identify the relevant variations in outputs—i.e., the “geometric scale” of the function—despite the fact that sampling density is closely tied to the success or failure of an approximation method. In this article, we introduce a general purpose, computational approach to detecting the geometric scale of real-valued functions over a fixed domain using a deterministic interpolation technique from computational geometry. The algorithm is intended to work on scalar data in moderate dimensions (2–10). Our algorithm is based on the observation that a sequence of piecewise linear interpolants will converge to a continuous function at a quadratic rate (in L2 norm) if and only if the data are sampled densely enough to distinguish the feature from noise (assuming sufficiently regular sampling). We present numerical experiments demonstrating how our method can identify feature scale, estimate uncertainty in feature scale, and assess the sampling density for fixed (i.e., static) datasets of input–output pairs. Finally, we include analytical results in support of our numerical findings and have released lightweight code that can be adapted for use in a variety of data science settings.

Research Organization:
Lawrence Livermore National Laboratory (LLNL), Livermore, CA (United States)
Sponsoring Organization:
USDOE National Nuclear Security Administration (NNSA)
Grant/Contract Number:
AC52-07NA27344
OSTI ID:
2530713
Report Number(s):
LLNL--JRNL-846568; 1070753
Journal Information:
ACM Transactions on Mathematical Software, Journal Name: ACM Transactions on Mathematical Software Journal Issue: 4 Vol. 50; ISSN 0098-3500
Publisher:
Association for Computing MachineryCopyright Statement
Country of Publication:
United States
Language:
English

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