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Francom, Devin

Publications and source records attributed to Francom, Devin.

10 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Generalized Bayesian MARS: Tools for Stochastic Computer Model Emulation

The multivariate adaptive regression spline (MARS) approach of Friedman and its Bayesian counterpart are effective approaches for the emulation of computer models. The traditional assumption of Gaussian errors limits the usefulness of MARS, and many popular alternatives, when dealing with stochastic computer models. Here, we propose a generalized Bayesian MARS (GBMARS) framework which admits the broad class of generalized hyperbolic distributions as the induced likelihood function. This allows us to develop tools for the emulation of stochastic simulators which are parsimonious, scalable, and interpretable and require minimal tuning, while providing powerful predictive and uncertainty quantification capabilities. GBMARS is capable of robust regression with t distributions, quantile regression with asymmetric Laplace distributions, and a general form of “Normal-Wald” regression in which the shape of the error distribution and the structure of the mean function are learned simultaneously. We demonstrate the effectiveness of GBMARS on various stochastic computer models, and we show that it compares favorably to several popular alternatives.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Discovering Active Subspaces for High-Dimensional Computer Models

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.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Comparing emulation methods for a high‐resolution storm surge model

Abstract Realistic simulations of complex systems are fundamental for climate and environmental studies. Large computer systems are often not sufficient to run sophisticated computational models for large numbers of different input settings. Statistical surrogate models, or emulators, are key tools enabling fast exploration of the simulator input space. Gaussian processes have become standard for computer simulator emulation. However, they require careful implementation to scale appropriately, motivating alternative methods more recently introduced. We present a comparison study of surrogates of the Sea, Lake, and Overland Surges from Hurricanes (SLOSH) simulator—the simulator of choice for government agencies—using four emulation approaches: BASS; BART; SEPIA; and RobustGaSP. SEPIA and RobustGaSP use Gaussian processes, BASS implements adaptive splines, and BART is based on ensembles of regression trees. We describe the four models and compare them in terms of computation time and predictive metrics. These surrogates use proven and distinct methodologies, are available through accessible software, and quantify prediction uncertainty. Our data cover millions of response values. We find that SEPIA and RobustGaSP provide exceptional predictive power, but cannot scale to emulate experiments as large as the one considered in this paper as effectively as BASS and BART.

Hutchings, Grant↗
DOE OSTI2022

BPP R package

The BPP package contains R code to perform Bayesian projection pursuit regression under various regression settings. Bayesian projection pursuit regression learns the functional relationship between inputs and outputs by considering a sum of functions of one dimensional projections of the inputs. This is useful as a general machine learning software.

Francom, Devin↗
DOE OSTI2020

Fast strength model characterization using Bayesian statistics

A variety of flow stress models exist with new models constantly being developed. These models aim to approximate the strength of materials in a variety of regimes from quasistatic loading through shock scenarios. All models contain an array of parameters which need to be tuned to the material under study. Some models perform well under limited conditions, requiring adjustment of the parameters when venturing outside of those predefined ranges. Other models perform well over a wide range of conditions with a set of parameters, but may be outperformed by other models optimized on a tighter range of conditions. Recent research by Los Alamos demonstrated the ability to optimize the Johnson Cook (JC) model using a set of 3 plate-impact experiments on Aluminum. They utilized Bayesian statistics and emulation to determine optimal parameters for the model with a quantification of parameter uncertainty. We present an extension of this capability to incorporate velocimetry from plate-impact tests, stress-strain data from split Hopkinson pressure bar and quasistatic compression tests, plus profiles from Taylor cylinders in a unified fashion. Statistically robust comparisons of the performance and uncertainty of different realizations of the JC flow stress model were carried out based on calibration to several possible combinations of these three different experiment types.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗
DOE OSTI2020

BASS: An R Package for Fitting and Performing Sensitivity Analysis of Bayesian Adaptive Spline Surfaces

In this work, we present the R package BASS as a tool for nonparametric regression. The primary focus of the package is fitting fully Bayesian adaptive spline surface (BASS) models and performing global sensitivity analyses of these models. The BASS framework is similar to that of Bayesian multivariate adaptive regression splines (BMARS) from Denison, Mallick, and Smith (1998), but with many added features. The software is built to efficiently handle significant amounts of data with many continuous or categorical predictors and with functional response. Under our Bayesian framework, most priors are automatic but these can be modified by the user to focus on parsimony and the avoidance of overfitting. If directed to do so, the software uses parallel tempering to improve the reversible jump Markov chain Monte Carlo (RJMCMC) methods used to perform inference. We discuss the implementation of these features and present the performance of BASS in a number of analyses of simulated and real data.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Sensitivity Analysis and Emulation for Functional Data using Bayesian Adaptive Splines

When a computer code is used to simulate a complex system, one of the fundamental tasks is to assess the sensitivity of the simulator to the different input parameters. In the case of computationally expensive simulators, this is often accomplished via a surrogate statistical model, a statistical output emulator. An effective emulator is one that provides good approximations to the computer code output for wide ranges of input values. In addition, an emulator should be able to handle large dimensional simulation output for a relevant number of inputs; it should flexibly capture heterogeneities in the variability of the response surface; it should be fast to evaluate for arbitrary combinations of input parameters, and it should provide an accurate quantification of the emulation uncertainty. In this paper we discuss the Bayesian approach to multivariate adaptive regression splines (BMARS) as an emulator for a computer model that outputs curves. We introduce modifications to traditional BMARS approaches that allow for fitting large amounts of data and allow for more efficient MCMC sampling. We emphasize the ease with which sensitivity analysis can be performed in this situation. We present a sensitivity analysis of a computer model of the deformation of a protective plate used in pressure-driven experiments. Our example serves as an illustration of the ability of BMARS emulators to fulfill all the necessities of computability, flexibility and reliable calculation on relevant measures of sensitivity.

97 MATHEMATICS AND COMPUTING↗