Nuclear masses in extended kernel ridge regression with odd-even effects
Creators
- 1. State Key Laboratory of Nuclear Physics and Technology, School of Physics, Peking University, Beijing, 100871 (China)
Description
The kernel ridge regression (KRR) approach is extended to include the odd-even effects in nuclear mass predictions by remodulating the kernel function without introducing new weight parameters and inputs in the training network. By taking the WS4 mass model as an example, the mass for each nucleus in the nuclear chart is predicted with the extended KRR network, which is trained with the mass model residuals, i.e., deviations between experimental and calculated masses, of other nuclei with known masses. The resultant root-mean-square mass deviation from the available experimental data for the 2353 nuclei with and can be reduced to 128 keV, which provides the most precise mass model from machine learning approaches so far. Moreover, the extended KRR approach can avoid the risk of worsening the mass predictions for nuclei at large extrapolation distances, and meanwhile, it provides a smooth extrapolation behavior with respect to the odd and even extrapolation distances.
Availability note (English)
Available from http://dx.doi.org/10.1016/j.physletb.2021.136387Additional details
Identifiers
- DOI
- 10.1016/j.physletb.2021.136387;
- PII
- S0370269321003270;
Publishing Information
- Journal Title
- Physics Letters. Section B
- Journal Volume
- 819
- Journal Page Range
- vp.
- ISSN
- 0370-2693
- CODEN
- PYLBAJ
INIS
- Country of Publication
- Netherlands
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 54083224
- Subject category
- S73: NUCLEAR PHYSICS AND RADIATION PHYSICS;
- Descriptors DEI
- EXTRAPOLATION; KERNELS; KEV RANGE; MACHINE LEARNING; NUCLEI
- Descriptors DEC
- ALGORITHMS; ARTIFICIAL INTELLIGENCE; ENERGY RANGE; LEARNING; MATHEMATICAL LOGIC; MATHEMATICAL SOLUTIONS; NUMERICAL SOLUTION
Optional Information
- Copyright
- Copyright (c) 2021 The Author(s). Published by Elsevier B.V.