Supervised multi-model dimension reduction for computational science
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Abstract not provided.
We propose a surrogate modeling framework based on dimension reduction to facilitate the quantification of seismic risk of structural systems in performance-based earthquake engineering. The framework adopts incremental dynamic analysis (IDA) for addressing hazard variability, and promotes significant computational efficiency improvement for propagating epistemic uncertainties associated with the structural models. It utilizes both linear and nonlinear dimension reduction approaches, equipped with inverse mappings, to learn a functional between the input parameter space (e.g., the epistemic uncertainties of the structure) to the high-dimensional output space created through the IDA implementation across different ground motions and seismic intensity levels. Polynomial chaos expansion is adopted as the surrogate model to learn this functional in the reduced space. A nine-story steel moment-resisting frame with uncertain structural properties is used as a testbed. Furthermore, we select the seismic fragility curves as a measure of the structure’s seismic performance, since it provides an estimate of the probability of entering specified damage states for given levels of ground shaking.
This work focuses on the space-time reduced-order modeling (ROM) method for solving large-scale uncertainty quantification (UQ) problems with multiple random coefficients. In contrast with the traditional space ROM approach, which performs dimension reduction in the spatial dimension, the space-time ROM approach performs dimension reduction on both the spatial and temporal domains, and thus enables accurate approximate solutions at a low cost. We incorporate the space-time ROM strategy with various classical stochastic UQ propagation methods such as stochastic Galerkin and Monte Carlo. Numerical results demonstrate that our methodology has significant computational advantages compared to state-of-the-art ROM approaches. By testing the approximation errors, we show that there is no obvious loss of simulation accuracy for space-time ROM given its high computational efficiency.
The design of a power electronics module is a multiphysics problem and involves electrical, thermal, and reliability targets and constraints. Although the electrical and thermal design consider multiple aspects such as materials, geometry, and energy losses, reliability design is often limited to the selection of the attachment materials and electrical interconnect types. In this paper, we incorporate reliability metrics in the design phase by investigating the impact of package geometry on the thermomechanical behavior of the die-attachment material. To this end, we conducted thermal and power cycling simulations of a commercial six-pack power module with silicon carbide devices to compute junction temperature and strain energy density per cycle, respectively. We performed multiple simulations with different geometric dimensions and established a correlation between input features and output variables using subspace-based dimension reduction. The machine learning-based dimension reduction method serves as a surrogate model, which can be employed to identify the optimal module design from a thermal and reliability standpoint.
Gaussian process surrogates are a popular alternative to directly using computationally expensive simulation models. When the simulation output consists of many responses, dimension-reduction techniques are often employed to construct these surrogates. However, surrogate methods with dimension reduction generally rely on complete output training data. This article proposes a new Gaussian process surrogate method that permits the use of partially observed output while remaining computationally efficient. The new method involves the imputation of missing values and the adjustment of the covariance matrix used for Gaussian process inference. The resulting surrogate represents the available responses, disregards the missing responses, and provides meaningful uncertainty quantification. In conclusion, the proposed approach is shown to offer sharper inference than alternatives in a simulation study and a case study where an energy density functional model that frequently returns incomplete output is calibrated.
Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional O(10 n ), n ≥ 2, stochastic inputs (e.g., forcing terms, boundary conditions, initial conditions) poses tremendous challenges. The “curse of dimensionality” can be addressed with suitable unsupervised learning techniques used as a pre-processing tool to encode inputs onto lower-dimensional subspaces while retaining its structural information and meaningful properties. In this work, we review and investigate thirteen dimension reduction methods including linear and nonlinear, spectral, blind source separation, convex and non-convex methods and utilize the resulting embeddings to construct a mapping to quantities of interest via polynomial chaos expansions (PCE). Here, we refer to the general proposed approach as manifold PCE (m-PCE), where manifold corresponds to the latent space resulting from any of the studied dimension reduction methods. To investigate the capabilities and limitations of these methods we conduct numerical tests for three physics-based systems (treated as black-boxes) having high-dimensional stochastic inputs of varying complexity modeled as both Gaussian and non-Gaussian random fields to investigate the effect of the intrinsic dimensionality of input data. We demonstrate both the advantages and limitations of the unsupervised learning methods and we conclude that a suitable m-PCE model provides a cost-effective approach compared to alternative algorithms proposed in the literature, including recently proposed expensive deep neural network-based surrogates and can be readily applied for high-dimensional UQ in stochastic PDEs.
Manifold learning (ML), also known as nonlinear dimension reduction, is a set of methods to find the low-dimensional structure of data. Dimension reduction for large, high-dimensional data is not merely a way to reduce the data; the new representations and descriptors obtained by ML reveal the geometric shape of high-dimensional point clouds and allow one to visualize, denoise, and interpret them. This review presents the underlying principles of ML, its representative methods, and their statistical foundations, all from a practicing statistician's perspective. It describes the trade-offs and what theory tells us about the parameter and algorithmic choices we make in order to obtain reliable conclusions.
In deep learning (DL), dimension reduction plays a pivotal role in improving training efficiency and minimizing overfitting, especially when working with complex datasets like three-dimensional (3D) saturation data. In the context of geological carbon storage (GCS), 3D saturation data introduces unique challenges due to its sparse nature and sharp transitions at plume boundaries, known as shock fronts. To tackle these challenges, we developed a novel DL framework that combines dimension reduction with advanced 3D reconstruction techniques. Our approach utilizes latent variables derived from 2D average saturation fields to efficiently capture the essential features of high-dimensional data while reducing the number of variables. This enhances both the robustness and accuracy of DL models, making the framework more practical for real-world applications. By offering a tailored solution for modeling complex 3D saturation dynamics, this framework holds significant potential for environmental monitoring, energy storage, and other geological applications.
Molecular-scale understanding of rheological properties of small-molecular liquids and polymers is critical to optimizing their performance in practical applications such as lubrication and hydraulic fracking. We combine nonequilibrium molecular dynamics simulations with two unsupervised machine learning methods: principal component analysis (PCA) and t-distributed stochastic neighbor embedding (t-SNE), to extract the correlation between the rheological properties and molecular structure of squalane sheared at high strain rates (10 6 –10 10 s -1 ) for which substantial shear thinning is observed under pressures P ϵ 0.1–955 MPa at 293 K. Intramolecular atom pair orientation tensors of 435 × 6 dimensions and the intermolecular atom pair orientation tensors of 61 × 6 dimensions are reduced and visualized using PCA and t-SNE to assess the changes in the orientation order during the shear thinning of squalane. Dimension reduction of intramolecular orientation tensors at low pressures P = 0.1,100 MPa reveals a strong correlation between changes in strain rate and the orientation of the side-backbone atom pairs, end-backbone atom pairs, short backbone-backbone atom pairs, and long backbone-backbone atom pairs associated with a squalane molecule. At high pressures P ≥ 400 MPa, the orientation tensors are better classified by these different pair types rather than strain rate, signaling an overall limited evolution of intramolecular orientation with changes in strain rate. Dimension reduction also finds no clear evidence of the link between shear thinning at high pressures and changes in the intermolecular orientation. The alignment of squalane molecules is found to be saturated over the entire range of rates during which squalane exhibits substantial shear thinning at high pressures.
As an effective dimension reduction and feature extraction technique, manifold learning has been successfully applied to high-dimensional data analysis. With the rapid development of sensor technology, a large amount of high-dimensional data such as image streams can be easily available. Thus, a promising application of manifold learning is in the field of sensor signal analysis, particular for the applications of online process monitoring and control using high-dimensional data. The objective of this study is to develop a manifold learning-based feature extraction method for process monitoring of Additive Manufacturing (AM) using online sensor data. Due to the non-parametric nature of most existing manifold learning methods, their performance in terms of computational efficiency, as well as noise resistance has yet to be improved. To address this issue, this study proposes an integrated manifold learning approach termed multi-kernel metric learning embedded isometric feature mapping (MKML-ISOMAP) for dimension reduction and feature extraction of online high-dimensional sensor data such as images. Based on the extracted features with the utilization of supervised classification and regression methods, an online process monitoring methodology for AM is implemented to identify the actual process quality status. Finally, in the numerical simulation and real-world case studies, the proposed method demonstrates excellent performance in both prediction accuracy and computational efficiency.
Carbon capture and storage (CCS) is one approach being studied by the U.S. Department of Energy to help mitigate global warming. The process involves capturing CO 2 emissions from industrial sources and permanently storing them in deep geologic formations (storage reservoirs). However, CCS projects generally target “green field sites,” where there is often little characterization data and therefore large uncertainty about the petrophysical properties and other geologic attributes of the storage reservoir. Consequently, ensemble-based approaches are often used to forecast multiple realizations prior to CO 2 injection to visualize a range of potential outcomes. In addition, monitoring data during injection operations are used to update the pre-injection forecasts and thereby improve agreement between forecasted and observed behavior. Thus, a system for generating accurate, timely forecasts of pressure buildup and CO 2 movement and distribution within the storage reservoir and for updating those forecasts via monitoring measurements becomes crucial. This study proposes a learning-based prediction method that can accurately and rapidly forecast spatial distribution of CO 2 concentration and pressure with uncertainty quantification without relying on traditional inverse modeling. The machine learning techniques include dimension reduction, multivariate data analysis, and Bayesian learning. The outcome is expected to provide CO 2 storage site operators with an effective tool for timely and informative decision making based on limited simulation and monitoring data.
Computational simulation provides an efficient means to predict the behavior of customized hybrid material configurations using validated, physics-based models. One limitation to this approach is the quality and quantity of available data to characterize the many constituent input properties. Therefore, a systematic approach to identify the most influential parameters on the hybrid behavior and quantify the corresponding uncertainty in predictive capabilities is required. Here, an approach using Bayesian multimodel inference and imprecise global sensitivity analysis is presented to investigate the effects of sparse constituent data on the prediction of composite material properties. The methodology allows the identification, using quantified uncertainties, of the most influential constituent material parameters for specified homogenized properties. This sensitivity analysis further enables a dimension reduction when assessing the influence of uncertainties on material properties and can be used to inform testing programs of the constituent properties that require additional testing/data collection in order to minimize uncertainty in macro-scale composite properties. The methodology is specifically demonstrated on the prediction and sensitivity analysis of out-of-plane mechanical properties of a unidirectional lamina.
Wind plants operate in stochastic environments characterized by complex turbulent flow dynamics and high-dimensional random variables. A key step in uncertainty quantification studies is sensitivity analysis and dimension reduction that can facilitate the development of surrogate models to be used for forward and inverse propagation or optimization under uncertainty. Prior work has shown active subspaces are an effective tool for identifying important directions in the space of stochastic inputs; however, they have only been applied to single-fidelity wind plant models. In this study, we investigate the efficacy of a multi-fidelity active subspace method for analyzing the uncertainty in wind plant power output. The multi-fidelity active subspace estimator offers the promise of increased accuracy in identifying active subspaces as compared to a single-fidelity estimator for the same computational cost, or a reduction in cost for the same accuracy. This makes the study of uncertainty in larger wind plants and with higher fidelity physics tractable. The multi-fidelity active subspace method is applied to gridded and existing wind plant layouts with single and multiple inflow conditions and its performance for surrogate modeling and uncertainty propagation is compared against a single-fidelity active subspace method. This multi-fidelity approach yields substantial computational speedups of 2x - 3.4x across the test cases along with acceptable accuracy in surrogate modeling and computing statistical moments.
Dimension reduction techniques have long been an important topic in statistics, and active subspaces (AS) have received much attention this past decade in the computer experiments literature. The most common approach towards estimating the AS is to use Monte Carlo with numerical gradient evaluation. While sensible in some settings, this approach has obvious drawbacks. Recent research has demonstrated that active subspace calculations can be obtained in closed form, conditional on a Gaussian process (GP) surrogate, which can be limiting in high-dimensional settings for computational reasons. In this paper, we produce the relevant calculations for a more general case when the model of interest is a linear combination of tensor products. These general equations can be applied to the GP, recovering previous results as a special case, or applied to the models constructed by other regression techniques including multivariate adaptive regression splines (MARS). Furthermore, using a MARS surrogate has many advantages including improved scaling, better estimation of active subspaces in high dimensions and the ability to handle a large number of prior distributions in closed form. In one real-world example, we obtain the active subspace of a radiation-transport code with 240 inputs and 9,372 model runs in under half an hour.
The computational cost of high-fidelity numerical models makes outer-loop analysis, which requires repeated interrogation of the model such as uncertainty quantification, computationally demanding. Multi-fidelity methods, which construct a surrogate model using data from an ensemble of models of varying cost and accuracy, can substantially reduce the cost of outer-loop analysis. However, these methods can be difficult to apply when the model ensemble does not admit a clear hierarchy a priori and the correlations between models are low. Consequently, in this paper, we present a multi-fidelity method that leverages dimension reduction to enhance the correlation between models, thereby reducing the amount of data needed to train a surrogate from an unordered ensemble of models. Our method utilizes basis adaptation to build low-dimensional polynomial chaos expansions of each model and employs Multi-fidelity Networks to encode the relationships among models. We show that the resulting method exhibit two notable advantages over its counterpart: (1) enhanced accuracy (both reduced bias and variance); and (2) reduced dependency on the graph structure encoding relationships among models. We demonstrate the approach on an analytical test problem and a challenging finite element model for a spent nuclear fuel. Our method produces a surrogate model that is significantly more accurate than either a single-fidelity surrogate or a multi-fidelity surrogate constructed without basis adaptation.