Dimension reduction in heterogeneous neural networks: generalized Polynomial Chaos (gPC) and ANalysis-Of-VAriance (ANOVA)

We propose, and illustrate via a neural network example, two different approaches to coarse-graining large heterogeneous networks. Both approaches are inspired from, and use tools developed in, methods for uncertainty quantification in systems with multiple uncertain parameters - in our case, the parameters are heterogeneously distributed on the network nodes. The approach shows promise in accelerating large scale network simulations as well as coarse-grained fixed point, periodic solution and stability analysis. We also demonstrate that the approach can successfully deal with structural as well as intrinsic heterogeneities.