20.1LGJun 3
Evidence-Guided Neural Architecture Selection under Uncertainty for Subject-Specific Blood Glucose ForecastingMd Azharul Islam, Dwyer Deighan, Tarunraj Singha et al.
Reliable neural architecture selection is an open challenge in time-series forecasting under limited, noisy, and heterogeneous data, where standard heuristic architecture design and validation approaches fail to ensure accurate and reliable prediction and generalization. We propose EVIDENT (EVidence-based IDEntification of Neural archiTectures), a framework for architecture selection that integrates Bayesian training, evidence-based ranking, and task-specific validation under uncertainty. The framework explores the candidate architecture pool and identifies the lowest-capacity model that satisfies a prescribed validation criterion. We demonstrate this method using temporal convolutional networks (TCNs) for individualized blood glucose forecasting in type 1 diabetes patients. The results show that EVIDENT systematically rejects both under- and over-parameterized TCN architectures on population-level diabetes data, while identifying models that generalize reliably to unseen patients. When multiple architectures are competitive, the framework further supports plausibility-weighted ensemble predictions that enhance predictive performance. Compared with a random-search baseline, EVIDENT identified smaller architectures with more consistent forecasting performance on unseen patients. These findings establish EVIDENT as a strategy to neural architecture discovery, enabling reliable model selection for high-consequence forecasting in data-limited and heterogeneous settings.
NAMar 6, 2019
Goal-Oriented Adaptive Modeling of Random Heterogeneous Media and Model-Based Multilevel Monte Carlo MethodsLaura Scarabosio, Barbara Wohlmuth, J. Tinsley Oden et al.
Methods for generating sequences of surrogates approximating fine scale models of two-phase random heterogeneous media are presented that are designed to adaptively control the modeling error in key quantities of interest (QoIs). For specificity, the base models considered involve stochastic partial differential equations characterizing, for example, steady-state heat conduction in random heterogeneous materials and stochastic elastostatics problems in linear elasticity. The adaptive process involves generating a sequence of surrogate models defined on a partition of the solution domain into regular subdomains and then, based on estimates of the error in the QoIs, assigning homogenized effective material properties to some subdomains and full random fine scale properties to others, to control the error so as to meet a preset tolerance. New model-based Multilevel Monte Carlo (mbMLMC) methods are presented that exploit the adaptive sequencing and are designed to reduce variances and thereby accelerate convergence of Monte Carlo sampling. Estimates of cost and mean squared error of the method are presented. The results of several numerical experiments are discussed that confirm that substantial saving in computer costs can be realized through the use of controlled surrogate models and the associated mbMLMC algorithms.
CEMar 13, 2024
A Framework for Strategic Discovery of Credible Neural Network Surrogate Models under UncertaintyPratyush Kumar Singh, Kathryn A. Farrell-Maupin, Danial Faghihi
The widespread integration of deep neural networks in developing data-driven surrogate models for high-fidelity simulations of complex physical systems highlights the critical necessity for robust uncertainty quantification techniques and credibility assessment methodologies, ensuring the reliable deployment of surrogate models in consequential decision-making. This study presents the Occam Plausibility Algorithm for surrogate models (OPAL-surrogate), providing a systematic framework to uncover predictive neural network-based surrogate models within the large space of potential models, including various neural network classes and choices of architecture and hyperparameters. The framework is grounded in hierarchical Bayesian inferences and employs model validation tests to evaluate the credibility and prediction reliability of the surrogate models under uncertainty. Leveraging these principles, OPAL-surrogate introduces a systematic and efficient strategy for balancing the trade-off between model complexity, accuracy, and prediction uncertainty. The effectiveness of OPAL-surrogate is demonstrated through two modeling problems, including the deformation of porous materials for building insulation and turbulent combustion flow for the ablation of solid fuels within hybrid rocket motors.
COMP-PHNov 9, 2024
UQ of 2D Slab Burner DNS: Surrogates, Uncertainty Propagation, and Parameter CalibrationGeorgios Georgalis, Alejandro Becerra, Kenneth Budzinski et al.
The goal of this paper is to demonstrate and address challenges related to all aspects of performing a complete uncertainty quantification analysis of a complicated physics-based simulation like a 2D slab burner direct numerical simulation (DNS). The UQ framework includes the development of data-driven surrogate models, propagation of parametric uncertainties to the fuel regression rate--the primary quantity of interest--and Bayesian calibration of the latent heat of sublimation and a chemical reaction temperature exponent using experimental data. Two surrogate models, a Gaussian Process (GP) and a Hierarchical Multiscale Surrogate (HMS) were constructed using an ensemble of 64 simulations generated via Latin Hypercube sampling. HMS is superior for prediction demonstrated by cross-validation and able to achieve an error < 15% when predicting multiscale boundary quantities just from a few far field inputs. Subsequent Bayesian calibration of chemical kinetics and fuel response parameters against experimental observations showed that the default values used in the DNS should be higher to better match measurements. This study highlights the importance of surrogate model selection and parameter calibration in quantifying uncertainty in predictions of fuel regression rates in complex combustion systems.