Florian Sobieczky

Florian Sobieczky, Alfredo Lopez, Erika Dudkin et al.

We introduce a reinforcement learning (RL) based adaptive optimization algorithm for aerodynamic shape optimization focused on dimensionality reduction. The form in which RL is applied here is that of a surrogate-based, actor-critic policy evaluation MCMC approach allowing for temporal 'freezing' of some of the parameters to be optimized. The goals are to minimize computational effort, and to use the observed optimization results for interpretation of the discovered extrema in terms of their role in achieving the desired flow-field. By a sequence of local optimized parameter changes around intermediate CFD simulations acting as ground truth, it is possible to speed up the global optimization if (a) the local neighbourhoods of the parameters in which the changed parameters must reside are sufficiently large to compete with the grid-sized steps and its large number of simulations, and (b) the estimates of the rewards and costs on these neighbourhoods necessary for a good step-wise parameter adaption are sufficiently accurate. We give an example of a simple fluid-dynamical problem on which the method allows interpretation in the sense of a feature importance scoring.

Alfredo Lopez, Florian Sobieczky

We introduce a local surrogate approach for explainable time-series forecasting. An initially non-interpretable predictive model to improve the forecast of a classical time-series 'base model' is used. 'Explainability' of the correction is provided by fitting the base model again to the data from which the error prediction is removed (subtracted), yielding a difference in the model parameters which can be interpreted. We provide illustrative examples to demonstrate the potential of the method to discover and explain underlying patterns in the data.

Anna-Christina Glock, Florian Sobieczky, Johannes Fürnkranz et al.

A change point detection (CPD) framework assisted by a predictive machine learning model called "Predict and Compare" is introduced and characterised in relation to other state-of-the-art online CPD routines which it outperforms in terms of false positive rate and out-of-control average run length. The method's focus is on improving standard methods from sequential analysis such as the CUSUM rule in terms of these quality measures. This is achieved by replacing typically used trend estimation functionals such as the running mean with more sophisticated predictive models (Predict step), and comparing their prognosis with actual data (Compare step). The two models used in the Predict step are the ARIMA model and the LSTM recursive neural network. However, the framework is formulated in general terms, so as to allow the use of other prediction or comparison methods than those tested here. The power of the method is demonstrated in a tribological case study in which change points separating the run-in, steady-state, and divergent wear phases are detected in the regime of very few false positives.

Florian Sobieczky, Manuela Geiß

A local surrogate for an AI-model correcting a simpler 'base' model is introduced representing an analytical method to yield explanations of AI-predictions. The approach is studied here in the context of the base model being linear regression. The AI-model approximates the residual error of the linear model and the explanations are formulated in terms of the change of the interpretable base model's parameters. Criteria are formulated for the precise relation between lost accuracy of the surrogate, the accuracy of the AI-model, and the surrogate fidelity. It is shown that, assuming a certain maximal amount of noise in the observed data, these criteria induce neighborhoods of the instances to be explained which have an ideal size in terms of maximal accuracy and fidelity.