Results for “aleatoric uncertainty”

NASA NTRSDate not supplied

Uncertainty Quantification using Deep Ensembles for Decision Making in Cyber-Physical-Human Systems

In this paper and its companion, Differential Equation Approximation Using Gradient-Boosted Quantile Regression, Robison et al., we examine an approach to quantifying model uncertainty with the aim of increasing the trustworthiness of computational models in human-machine interactions. In Differential Equation Approximation Using Gradient-Boosted Quantile Regression, we focus on gradient-boosted decision trees, while in this one, we give more details about deep ensembles. Uncertainty quantification is crucial for building trustworthy autonomous decision-making agents in human-machine teams. There are two types of uncertainties: aleatoric and epistemic. The former is related to the inherent stochasticity (noise) of the process, whereas the latter is associated with the lack of knowledge or representation capability of models, such as neural networks. By lack of knowledge, we mean the model’s inability to accurately predict outputs for all possible inputs. The aleatory uncertainty can be estimated fairly easily with, for example, filters, whereas epistemic uncertainty is challenging to compute. This paper uses deep ensembles to quantify both aleatory and epistemic uncertainty. It can act as an uncertainty-aware surrogate transition model for decision-making frameworks. "Uncertainty-aware" means that the surrogate transition model should make predictions along with confidence in those predictions. In the context of decision-making, the transition models are ordinary differential equations (ODEs). Since ODEs can be simulated to make one-step or multi-step predictions, a good surrogate model for them should perform reasonably well in both modes. In a multi-step approach, the trajectory sampling method TS∞ was used to propagate uncertainty over multiple steps. The cartpole dynamical system was selected to demonstrate the ability of deep ensembles as good surrogate transition models for decision-making frameworks. The deep ensembles modeled the dynamics of cartpole ODEs and made uncertainty-aware predictions in single-step and multi-step transition modes.

CPH systems↗

NASA NTRS2017

Uncertainty Quantification of CFD Data Generated for a Model Scramjet Isolator Flowfield

Computational fluid dynamics is now considered to be an indispensable tool for the design and development of scramjet engine components. Unfortunately, the quantification of uncertainties is rarely addressed with anything other than sensitivity studies, so the degree of confidence associated with the numerical results remains exclusively with the subject matter expert that generated them. This practice must be replaced with a formal uncertainty quantification process for computational fluid dynamics to play an expanded role in the system design, development, and flight certification process. Given the limitations of current hypersonic ground test facilities, this expanded role is believed to be a requirement by some in the hypersonics community if scramjet engines are to be given serious consideration as a viable propulsion system. The present effort describes a simple, relatively low cost, nonintrusive approach to uncertainty quantification that includes the basic ingredients required to handle both aleatoric (random) and epistemic (lack of knowledge) sources of uncertainty. The nonintrusive nature of the approach allows the computational fluid dynamicist to perform the uncertainty quantification with the flow solver treated as a "black box". Moreover, a large fraction of the process can be automated, allowing the uncertainty assessment to be readily adapted into the engineering design and development workflow. In the present work, the approach is applied to a model scramjet isolator problem where the desire is to validate turbulence closure models in the presence of uncertainty. In this context, the relevant uncertainty sources are determined and accounted for to allow the analyst to delineate turbulence model-form errors from other sources of uncertainty associated with the simulation of the facility flow.

Baurle, R. A.↗

NASA NTRSDate not supplied

TPSAS-NF1676L-32640-DND

Computational fluid dynamics is now considered to be an indispensable tool for the design and development of scramjet engine components. Unfortunately, the quantification of uncertainties is rarely addressed with anything other than sensitivity studies, so the degree of confidence associated with the numerical results remains exclusively with the subject matter expert that generated them. This practice must be replaced with a formal uncertainty quantification process for computational fluid dynamics to play an expanded role in the system design, development, and flight certification process. Given the limitations of current hypersonic ground test facilities, this expanded role is believed to be a requirement by some in the hypersonics community if scramjet engines are to be given serious consideration as a viable propulsion system. The present effort describes a simple, relatively low cost, nonintrusive approach to uncertainty quantification that includes the basic ingredients required to handle both aleatoric (random) and epistemic (lack of knowledge) sources of uncertainty.

Robert A Baurle↗