Ilias Bilionis

Alex Alberts, Ilias Bilionis

Data-driven approaches coupled with physical knowledge are powerful techniques to model systems. The goal of such models is to efficiently solve for the underlying field by combining measurements with known physical laws. As many systems contain unknown elements, such as missing parameters, noisy data, or incomplete physical laws, this is widely approached as an uncertainty quantification problem. The common techniques to handle all the variables typically depend on the numerical scheme used to approximate the posterior, and it is desirable to have a method which is independent of any such discretization. Information field theory (IFT) provides the tools necessary to perform statistics over fields that are not necessarily Gaussian. We extend IFT to physics-informed IFT (PIFT) by encoding the functional priors with information about the physical laws which describe the field. The posteriors derived from this PIFT remain independent of any numerical scheme and can capture multiple modes, allowing for the solution of problems which are ill-posed. We demonstrate our approach through an analytical example involving the Klein-Gordon equation. We then develop a variant of stochastic gradient Langevin dynamics to draw samples from the joint posterior over the field and model parameters. We apply our method to numerical examples with various degrees of model-form error and to inverse problems involving nonlinear differential equations. As an addendum, the method is equipped with a metric which allows the posterior to automatically quantify model-form uncertainty. Because of this, our numerical experiments show that the method remains robust to even an incorrect representation of the physics given sufficient data. We numerically demonstrate that the method correctly identifies when the physics cannot be trusted, in which case it automatically treats learning the field as a regression problem.

Ilias Bilionis

This work is concerned with the quantification of the epistemic uncertainties induced the discretization of partial differential equations. Following the paradigm of probabilistic numerics, we quantify this uncertainty probabilistically. Namely, we develop a probabilistic solver suitable for linear partial differential equations (PDE) with mixed (Dirichlet and Neumann) boundary conditions defined on arbitrary geometries. The idea is to assign a probability measure on the space of solutions of the PDE and then condition this measure by enforcing that the PDE and the boundary conditions are satisfied at a finite set of spatial locations. The resulting posterior probability measure quantifies our state of knowledge about the solution of the problem given this finite discretization.

Kairui Hao, Ilias Bilionis

Dynamical system state estimation and parameter calibration problems are ubiquitous across science and engineering. Bayesian approaches to the problem are the gold standard as they allow for the quantification of uncertainties and enable the seamless fusion of different experimental modalities. When the dynamics are discrete and stochastic, one may employ powerful techniques such as Kalman, particle, or variational filters. Practitioners commonly apply these methods to continuous-time, deterministic dynamical systems after discretizing the dynamics and introducing fictitious transition probabilities. However, approaches based on time-discretization suffer from the curse of dimensionality since the number of random variables grows linearly with the number of time-steps. Furthermore, the introduction of fictitious transition probabilities is an unsatisfactory solution because it increases the number of model parameters and may lead to inference bias. To address these drawbacks, the objective of this paper is to develop a scalable Bayesian approach to state and parameter estimation suitable for continuous-time, deterministic dynamical systems. Our methodology builds upon information field theory. Specifically, we construct a physics-informed prior probability measure on the function space of system responses so that functions that satisfy the physics are more likely. This prior allows us to quantify model form errors. We connect the system's response to observations through a probabilistic model of the measurement process. The joint posterior over the system responses and all parameters is given by Bayes' rule. To approximate the intractable posterior, we develop a stochastic variational inference algorithm. In summary, the developed methodology offers a powerful framework for Bayesian estimation in dynamical systems.

Vahidullah Tac, Manuel K Rausch, Ilias Bilionis et al.

Many natural materials exhibit highly complex, nonlinear, anisotropic, and heterogeneous mechanical properties. Recently, it has been demonstrated that data-driven strain energy functions possess the flexibility to capture the behavior of these complex materials with high accuracy while satisfying physics-based constraints. However, most of these approaches disregard the uncertainty in the estimates and the spatial heterogeneity of these materials. In this work, we leverage recent advances in generative models to address these issues. We use as building block neural ordinary equations (NODE) that -- by construction -- create polyconvex strain energy functions, a key property of realistic hyperelastic material models. We combine this approach with probabilistic diffusion models to generate new samples of strain energy functions. This technique allows us to sample a vector of Gaussian white noise and translate it to NODE parameters thereby representing plausible strain energy functions. We extend our approach to spatially correlated diffusion resulting in heterogeneous material properties for arbitrary geometries. We extensively test our method with synthetic and experimental data on biological tissues and run finite element simulations with various degrees of spatial heterogeneity. We believe this approach is a major step forward including uncertainty in predictive, data-driven models of hyperelasticity

Nimish Awalgaonkar, Ilias Bilionis, Xiaoqi Liu et al.

Thermal preferences vary from person to person and may change over time. The main objective of this paper is to sequentially pose intelligent queries to occupants in order to optimally learn the indoor air temperature values which maximize their satisfaction. Our central hypothesis is that an occupant's preference relation over indoor air temperature can be described using a scalar function of these temperatures, which we call the "occupant's thermal utility function". Information about an occupant's preference over these temperatures is available to us through their response to thermal preference queries : "prefer warmer," "prefer cooler" and "satisfied" which we interpret as statements about the derivative of their utility function, i.e. the utility function is "increasing", "decreasing" and "constant" respectively. We model this hidden utility function using a Gaussian process prior with built-in unimodality constraint, i.e., the utility function has a unique maximum, and we train this model using Bayesian inference. This permits an expected improvement based selection of next preference query to pose to the occupant, which takes into account both exploration (sampling from areas of high uncertainty) and exploitation (sampling from areas which are likely to offer an improvement over current best observation). We use this framework to sequentially design experiments and illustrate its benefits by showing that it requires drastically fewer observations to learn the maximally preferred temperature values as compared to other methods. This framework is an important step towards the development of intelligent HVAC systems which would be able to respond to occupants' personalized thermal comfort needs. In order to encourage the use of our PE framework and ensure reproducibility in results, we publish an implementation of our work named GPPrefElicit as an open-source package in Python.

Alex Alberts, Ilias Bilionis

Physics-informed machine learning is one of the most commonly used methods for fusing physical knowledge in the form of partial differential equations with experimental data. The idea is to construct a loss function where the physical laws take the place of a regularizer and minimize it to reconstruct the underlying physical fields and any missing parameters. However, there is a noticeable lack of a direct connection between physics-informed loss functions and an overarching Bayesian framework. In this work, we demonstrate that Brownian bridge Gaussian processes can be viewed as a softly-enforced physics-constrained prior for the Poisson equation. We first show equivalence between the variational form of the physics-informed loss function for the Poisson equation and a kernel ridge regression objective. Then, through the connection between Gaussian process regression and kernel methods, we identify a Gaussian process for which the posterior mean function and physics-informed loss function minimizer agree. This connection allows us to probe different theoretical questions, such as convergence and behavior of inverse problems. We also connect the method to the important problem of identifying model-form error in applications.

Shrenik Zinage, Peter Meckl, Ilias Bilionis

Accurate prediction of engine-out NOx is essential for meeting stringent emissions regulations and optimizing engine performance. Traditional approaches rely on models trained on data from a small number of engines, which can be insufficient in generalizing across an entire population of engines due to sensor biases and variations in input conditions. In real world applications, these models require tuning or calibration to maintain acceptable error tolerance when applied to other engines. This highlights the need for models that can adapt with minimal adjustments to accommodate engine-to-engine variability and sensor discrepancies. While previous studies have explored machine learning methods for predicting engine-out NOx, these approaches often fail to generalize reliably across different engines and operating environments. To address these issues, we propose a Bayesian calibration framework that combines Gaussian processes with approximate Bayesian computation to infer and correct sensor biases. Starting with a pre-trained model developed using nominal engine data, our method identifies engine specific sensor biases and recalibrates predictions accordingly. By incorporating these inferred biases, our approach generates posterior predictive distributions for engine-out NOx on unseen test data, achieving high accuracy without retraining the model. Our results demonstrate that this transferable modeling approach significantly improves the accuracy of predictions compared to conventional non-adaptive GP models, effectively addressing engine-to-engine variability and improving model generalizability.

Alex Alberts, Ilias Bilionis

Quantifying the uncertainty in the output of a neural network is essential for deployment in scientific or engineering applications where decisions must be made under limited or noisy data. Bayesian neural networks (BNNs) provide a framework for this purpose by constructing a Bayesian posterior distribution over the network parameters. However, the prior, which is of key importance in any Bayesian setting, is rarely meaningful for BNNs. This is because the complexity of the input-to-output map of a BNN makes it difficult to understand how certain distributions enforce any interpretable constraint on the output space. Gaussian processes (GPs), on the other hand, are often preferred in uncertainty quantification tasks due to their interpretability. The drawback is that GPs are limited to small datasets without advanced techniques, which often rely on the covariance kernel having a specific structure. To address these challenges, we introduce a new class of priors for BNNs, called Mercer priors, such that the resulting BNN has samples which approximate that of a specified GP. The method works by defining a prior directly over the network parameters from the Mercer representation of the covariance kernel, and does not rely on the network having a specific structure. In doing so, we can exploit the scalability of BNNs in a meaningful Bayesian way.

Shrenik Zinage, Ilias Bilionis, Peter Meckl

The stringent regulatory requirements on nitrogen oxides (NOx) emissions from diesel compression ignition engines require accurate and reliable models for real-time monitoring and diagnostics. Although traditional methods such as physical sensors and virtual engine control module (ECM) sensors provide essential data, they are only used for estimation. Ubiquitous literature primarily focuses on deterministic models with little emphasis on capturing the various uncertainties. The lack of probabilistic frameworks restricts the applicability of these models for robust diagnostics. The objective of this paper is to develop and validate a probabilistic model to predict engine-out NOx emissions using Gaussian process regression. Our approach is as follows. We employ three variants of Gaussian process models: the first with a standard radial basis function kernel with input window, the second incorporating a deep kernel using convolutional neural networks to capture temporal dependencies, and the third enriching the deep kernel with a causal graph derived via graph convolutional networks. The causal graph embeds physics knowledge into the learning process. All models are compared against a virtual ECM sensor using both quantitative and qualitative metrics. We conclude that our model provides an improvement in predictive performance when using an input window and a deep kernel structure. Even more compelling is the further enhancement achieved by the incorporation of a causal graph into the deep kernel. These findings are corroborated across different verification and validation datasets.

Sharmila Karumuri, Ilias Bilionis

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies epistemic uncertainty. Since analytical posteriors are not typically available, one resorts to Markov chain Monte Carlo sampling or approximate variational inference. However, inference needs to be rerun from scratch for each new set of data. This drawback limits the applicability of the Bayesian formulation to real-time settings, e.g., health monitoring of engineered systems, and medical diagnosis. The objective of this paper is to develop a methodology that enables real-time inference by learning the Bayesian inverse map, i.e., the map from data to posteriors. Our approach is as follows. We parameterize the posterior distribution as a function of data. This work outlines two distinct approaches to do this. The first method involves parameterizing the posterior using an amortized full-rank Gaussian guide, implemented through neural networks. The second method utilizes a Conditional Normalizing Flow guide, employing conditional invertible neural networks for cases where the target posterior is arbitrarily complex. In both approaches, we learn the network parameters by amortized variational inference which involves maximizing the expectation of evidence lower bound over all possible datasets compatible with the model. We demonstrate our approach by solving a set of benchmark problems from science and engineering. Our results show that the posterior estimates of our approach are in agreement with the corresponding ground truth obtained by Markov chain Monte Carlo. Once trained, our approach provides the posterior distribution for a given observation just at the cost of a forward pass of the neural network.

Andrés Beltrán-Pulido, Ilias Bilionis, Dionysios Aliprantis

The objective of this paper is to investigate the ability of physics-informed neural networks to learn the magnetic field response as a function of design parameters in the context of a two-dimensional (2-D) magnetostatic problem. Our approach is as follows. First, we present a functional whose minimization is equivalent to solving parametric magnetostatic problems. Subsequently, we use a deep neural network (DNN) to represent the magnetic field as a function of space and parameters that describe geometric features and operating points. We train the DNN by minimizing the physics-informed functional using stochastic gradient descent. Lastly, we demonstrate our approach on a \mbox{ten-dimensional} EI-core electromagnet problem with parameterized geometry. We evaluate the accuracy of the DNN by comparing its predictions to those of finite element analysis.

Marios Papamichalis, Abhishek Ray, Ilias Bilionis et al.

Probabilistic machine learning models are often insufficient to help with decisions on interventions because those models find correlations - not causal relationships. If observational data is only available and experimentation are infeasible, the correct approach to study the impact of an intervention is to invoke Pearl's causality framework. Even that framework assumes that the underlying causal graph is known, which is seldom the case in practice. When the causal structure is not known, one may use out-of-the-box algorithms to find causal dependencies from observational data. However, there exists no method that also accounts for the decision-maker's prior knowledge when developing the causal structure either. The objective of this paper is to develop rational approaches for making decisions from observational data in the presence of causal graph uncertainty and prior knowledge from the decision-maker. We use ensemble methods like Bayesian Model Averaging (BMA) to infer set of causal graphs that can represent the data generation process. We provide decisions by computing the expected value and risk of potential interventions explicitly. We demonstrate our approach by applying them in different example contexts.

Kolawole Ogunsina, Ilias Bilionis, Daniel DeLaurentis

Reliable platforms for data collation during airline schedule operations have significantly increased the quality and quantity of available information for effectively managing airline schedule disruptions. To that effect, this paper applies macroscopic and microscopic techniques by way of basic statistics and machine learning, respectively, to analyze historical scheduling and operations data from a major airline in the United States. Macroscopic results reveal that majority of irregular operations in airline schedule that occurred over a one-year period stemmed from disruptions due to flight delays, while microscopic results validate different modeling assumptions about key drivers for airline disruption management like turnaround as a Gaussian process.

Casey Stowers, Taeksang Lee, Ilias Bilionis et al.

Excessive loads near wounds produce pathological scarring and other complications. Presently, stress cannot easily be measured by surgeons in the operating room. Instead, surgeons rely on intuition and experience. Predictive computational tools are ideal candidates for surgery planning. Finite element (FE) simulations have shown promise in predicting stress fields on large skin patches and complex cases, helping to identify potential regions of complication. Unfortunately, these simulations are computationally expensive and deterministic. However, running a few, well-selected FE simulations allows us to create Gaussian process (GP) surrogate models of local cutaneous flaps that are computationally efficient and able to predict stress and strain for arbitrary material parameters. Here, we create GP surrogates for the advancement, rotation, and transposition flaps. We then use the predictive capability of these surrogates to perform a global sensitivity analysis, ultimately showing that fiber direction has the most significant impact on strain field variations. We then perform an optimization to determine the optimal fiber direction for each flap for three different objectives driven by clinical guidelines. While material properties are not controlled by the surgeon and are actually a source of uncertainty, the surgeon can in fact control the orientation of the flap. Therefore, fiber direction is the only material parameter that can be optimized clinically. The optimization task relies on the efficiency of the GP surrogates to calculate the expected cost of different strategies when the uncertainty of other material parameters is included. We propose optimal flap orientations for the three cost functions and that can help in reducing stress resulting from the surgery and ultimately reduce complications associated with excessive mechanical loading near wounds.

Piyush Pandita, Nimish Awalgaonkar, Ilias Bilionis et al.

Estimating arbitrary quantities of interest (QoIs) that are non-linear operators of complex, expensive-to-evaluate, black-box functions is a challenging problem due to missing domain knowledge and finite budgets. Bayesian optimal design of experiments (BODE) is a family of methods that identify an optimal design of experiments (DOE) under different contexts, using only in a limited number of function evaluations. Under BODE methods, sequential design of experiments (SDOE) accomplishes this task by selecting an optimal sequence of experiments while using data-driven probabilistic surrogate models instead of the expensive black-box function. Probabilistic predictions from the surrogate model are used to define an information acquisition function (IAF) which quantifies the marginal value contributed or the expected information gained by a hypothetical experiment. The next experiment is selected by maximizing the IAF. A generally applicable IAF is the expected information gain (EIG) about a QoI as captured by the expectation of the Kullback-Leibler divergence between the predictive distribution of the QoI after doing a hypothetical experiment and the current predictive distribution about the same QoI. We model the underlying information source as a fully-Bayesian, non-stationary Gaussian process (FBNSGP), and derive an approximation of the information gain of a hypothetical experiment about an arbitrary QoI conditional on the hyper-parameters The EIG about the same QoI is estimated by sample averages to integrate over the posterior of the hyper-parameters and the potential experimental outcomes. We demonstrate the performance of our method in four numerical examples and a practical engineering problem of steel wire manufacturing. The method is compared to two classic SDOE methods: random sampling and uncertainty sampling.

Ali Lenjani, Shirley J. Dyke, Ilias Bilionis et al.

In post-event reconnaissance missions, engineers and researchers collect perishable information about damaged buildings in the affected geographical region to learn from the consequences of the event. A typical post-event reconnaissance mission is conducted by first doing a preliminary survey, followed by a detailed survey. The preliminary survey is typically conducted by driving slowly along a pre-determined route, observing the damage, and noting where further detailed data should be collected. This involves several manual, time-consuming steps that can be accelerated by exploiting recent advances in computer vision and artificial intelligence. The objective of this work is to develop and validate an automated technique to support post-event reconnaissance teams in the rapid collection of reliable and sufficiently comprehensive data, for planning the detailed survey. The technique incorporates several methods designed to automate the process of categorizing buildings based on their key physical attributes, and rapidly assessing their post-event structural condition. It is divided into pre-event and post-event streams, each intending to first extract all possible information about the target buildings using both pre-event and post-event images. Algorithms based on convolutional neural network (CNNs) are implemented for scene (image) classification. A probabilistic approach is developed to fuse the results obtained from analyzing several images to yield a robust decision regarding the attributes and condition of a target building. We validate the technique using post-event images captured during reconnaissance missions that took place after hurricanes Harvey and Irma. The validation data were collected by a structural wind and coastal engineering reconnaissance team, the National Science Foundation (NSF) funded Structural Extreme Events Reconnaissance (StEER) Network.

Ali Lenjani, Chul Min Yeum, Shirley Dyke et al.

After a disaster, teams of structural engineers collect vast amounts of images from damaged buildings to obtain new knowledge and extract lessons from the event. However, in many cases, the images collected are captured without sufficient spatial context. When damage is severe, it may be quite difficult to even recognize the building. Accessing images of the pre-disaster condition of those buildings is required to accurately identify the cause of the failure or the actual loss in the building. Here, to address this issue, we develop a method to automatically extract pre-event building images from 360o panorama images (panoramas). By providing a geotagged image collected near the target building as the input, panoramas close to the input image location are automatically downloaded through street view services (e.g., Google or Bing in the United States). By computing the geometric relationship between the panoramas and the target building, the most suitable projection direction for each panorama is identified to generate high-quality 2D images of the building. Region-based convolutional neural networks are exploited to recognize the building within those 2D images. Several panoramas are used so that the detected building images provide various viewpoints of the building. To demonstrate the capability of the technique, we consider residential buildings in Holiday Beach, Texas, the United States which experienced significant devastation in Hurricane Harvey in 2017. Using geotagged images gathered during actual post-disaster building reconnaissance missions, we verify the method by successfully extracting residential building images from Google Street View images, which were captured before the event.

Rohit Tripathy, Ilias Bilionis

A problem of considerable importance within the field of uncertainty quantification (UQ) is the development of efficient methods for the construction of accurate surrogate models. Such efforts are particularly important to applications constrained by high-dimensional uncertain parameter spaces. The difficulty of accurate surrogate modeling in such systems, is further compounded by data scarcity brought about by the large cost of forward model evaluations. Traditional response surface techniques, such as Gaussian process regression (or Kriging) and polynomial chaos are difficult to scale to high dimensions. To make surrogate modeling tractable in expensive high-dimensional systems, one must resort to dimensionality reduction of the stochastic parameter space. A recent dimensionality reduction technique that has shown great promise is the method of `active subspaces'. The classical formulation of active subspaces, unfortunately, requires gradient information from the forward model - often impossible to obtain. In this work, we present a simple, scalable method for recovering active subspaces in high-dimensional stochastic systems, without gradient-information that relies on a reparameterization of the orthogonal active subspace projection matrix, and couple this formulation with deep neural networks. We demonstrate our approach on synthetic and real world datasets and show favorable predictive comparison to classical active subspaces.

Chul Min Yeum, Ali Lenjani, Shirley J. Dyke et al.

After a disaster, teams of structural engineers collect vast amounts of images from damaged buildings to obtain lessons and gain knowledge from the event. Images of damaged buildings and components provide valuable evidence to understand the consequences on our structures. However, in many cases, images of damaged buildings are often captured without sufficient spatial context. Also, they may be hard to recognize in cases with severe damage. Incorporating past images showing a pre-disaster condition of such buildings is helpful to accurately evaluate possible circumstances related to a building's failure. One of the best resources to observe the pre-disaster condition of the buildings is Google Street View. A sequence of 360 panorama images which are captured along streets enables all-around views at each location on the street. Once a user knows the GPS information near the building, all external views of the building can be made available. In this study, we develop an automated technique to extract past building images from 360 panorama images serviced by Google Street View. Users only need to provide a geo-tagged image, collected near the target building, and the rest of the process is fully automated. High-quality and undistorted building images are extracted from past panoramas. Since the panoramas are collected from various locations near the building along the street, the user can identify its pre-disaster conditions from the full set of external views.

Piyush Pandita, Ilias Bilionis, Jitesh Panchal

Bayesian optimal design of experiments (BODE) has been successful in acquiring information about a quantity of interest (QoI) which depends on a black-box function. BODE is characterized by sequentially querying the function at specific designs selected by an infill-sampling criterion. However, most current BODE methods operate in specific contexts like optimization, or learning a universal representation of the black-box function. The objective of this paper is to design a BODE for estimating the statistical expectation of a physical response surface. This QoI is omnipresent in uncertainty propagation and design under uncertainty problems. Our hypothesis is that an optimal BODE should be maximizing the expected information gain in the QoI. We represent the information gain from a hypothetical experiment as the Kullback-Liebler (KL) divergence between the prior and the posterior probability distributions of the QoI. The prior distribution of the QoI is conditioned on the observed data and the posterior distribution of the QoI is conditioned on the observed data and a hypothetical experiment. The main contribution of this paper is the derivation of a semi-analytic mathematical formula for the expected information gain about the statistical expectation of a physical response. The developed BODE is validated on synthetic functions with varying number of input-dimensions. We demonstrate the performance of the methodology on a steel wire manufacturing problem.

Rohit Tripathy, Ilias Bilionis

State-of-the-art computer codes for simulating real physical systems are often characterized by a vast number of input parameters. Performing uncertainty quantification (UQ) tasks with Monte Carlo (MC) methods is almost always infeasible because of the need to perform hundreds of thousands or even millions of forward model evaluations in order to obtain convergent statistics. One, thus, tries to construct a cheap-to-evaluate surrogate model to replace the forward model solver. For systems with large numbers of input parameters, one has to deal with the curse of dimensionality - the exponential increase in the volume of the input space, as the number of parameters increases linearly. In this work, we demonstrate the use of deep neural networks (DNN) to construct surrogate models for numerical simulators. We parameterize the structure of the DNN in a manner that lends the DNN surrogate the interpretation of recovering a low dimensional nonlinear manifold. The model response is a parameterized nonlinear function of the low dimensional projections of the input. We think of this low dimensional manifold as a nonlinear generalization of the notion of the active subspace. Our approach is demonstrated with a problem on uncertainty propagation in a stochastic elliptic partial differential equation (SPDE) with uncertain diffusion coefficient. We deviate from traditional formulations of the SPDE problem by not imposing a specific covariance structure on the random diffusion coefficient. Instead, we attempt to solve a more challenging problem of learning a map between an arbitrary snapshot of the diffusion field and the response.

Panagiotis Tsilifis, Ilias Bilionis, Ioannis Katsounaros et al.

The classical approach to inverse problems is based on the optimization of a misfit function. Despite its computational appeal, such an approach suffers from many shortcomings, e.g., non-uniqueness of solutions, modeling prior knowledge, etc. The Bayesian formalism to inverse problems avoids most of the difficulties encountered by the optimization approach, albeit at an increased computational cost. In this work, we use information theoretic arguments to cast the Bayesian inference problem in terms of an optimization problem. The resulting scheme combines the theoretical soundness of fully Bayesian inference with the computational efficiency of a simple optimization.