Hyperparameter optimization of hp-greedy reduced basis for gravitational
  wave surrogates
Franco Cerino Andrés Diaz-Pace Emmanuel Tassone Manuel Tiglio Atuel Villegas
In a previous work we introduced, in the context of gravitational wave
science, an initial study on an automated domain-decomposition approach for
reduced basis through hp-greedy refinement. The approach constructs local
reduced bases of lower dimensionality than global ones, with the same or higher
accuracy. These ``light'' local bases should imply both faster evaluations when
predicting new waveforms and faster data analysis, in particular faster
statistical inference (the forward and inverse problems, respectively). In this
approach, however, we have previously found important dependence on several
hyperparameters, which do not appear in global reduced basis. This naturally
leads to the problem of hyperparameter optimization (HPO), which is the subject
of this paper. We tackle the problem through a Bayesian optimization, and show
its superiority when compared to grid or random searches. We find that for
gravitational waves from the collision of two spinning but non-precessing black
holes, for the same accuracy, local hp-greedy reduced bases with HPO have a
lower dimensionality of up to $4 \times$ for the cases here studied, depending
on the desired accuracy. This factor should directly translate in a parameter
estimation speedup, for instance. Such acceleration might help in the near
real-time requirements for electromagnetic counterparts of gravitational waves
from compact binary coalescences. In addition, we find that the Bayesian
approach used in this paper for HPO is two orders of magnitude faster than, for
example, a grid search, with about a $100 \times$ acceleration. The code
developed for this project is available as open source from public
repositories.