Norm-optimal model order reduction in reproducing kernel Hilbert spaces

Overview & Synopsis

We consider the problem of model order reduction (MOR) in reproducing kernel Hilbert spaces (RKHSs). We prove generalizations of well-known necessary interpolatory conditions for norm-optimal reduced-order models, originally stated for rational functions in $H_2$ Hardy-Hilbert spaces. We construct an alternative to the iterative rational Krylov (IRKA) algorithm for RKHSs with differentiable kernels to obtain norm-optimal reduced-order models. Then, we introduce generalized Malmquist-Takenaka (GMT) functions that can be used to define orthonormal bases in an arbitrary RKHS. Using GMT functions, we propose unitary transformations between separable RKHSs. This allows us to extend our optimality conditions and subsequent algorithms to MOR problems posed in RKHSs with non-differentiable kernels. The potential and versatility of the proposed MOR framework is demonstrated in several numerical experiments. We perform norm-optimal MOR on various machine learning models such as support vector machines and deep ReLU networks. In addition, we show how the proposed MOR framework can be used to solve seemingly unrelated problems. In particular, we provide an example for fitting high degree polynomials to data and also obtain a FEM-like method for solving partial differential equations (PDEs) with an optimal kernel basis.