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Patrick E. Leser

Publications and source records attributed to Patrick E. Leser.

Efficient Calibration of Expensive Computational Models

Accounting for uncertainty when calibrating expensive computational models is a common challenge faced by scientists and engineers. Often Bayesian techniques are adopted to estimate a probability density function over the model parameters given noisy empirical data. The methods used to perform this type of probabilistic calibration are computationally prohibitive in that they require a large number of evaluations of the expensive model. In these cases, surrogate modeling -- that is, using a fast-to-evaluate, lower fidelity stand-in for the original computational model -- may be the only option to alleviate this computational burden. However, the upfront cost of generating training data to build a surrogate model can itself be expensive. As such, it is important to be judicious when selecting training points at which the full-fidelity model is evaluated. Here, an active learning approach is proposed that enables efficient selection of training points using approximate samples of the calibrated parameter probability density function. In this way, the training points can be concentrated in regions where the calibration algorithm requires high model accuracy.

active learning

Algorithm Performance Dataset from NASA Open-Source Software

NASA Langley Research Center has recently developed and released the open-source software Multi Model Monte Carlo with Python (MXMCPy- LAR-19756-1) as a general capability for computing the statistics of outputs from an expensive, high-fidelity model by leveraging faster, low-fidelity models for speedup. Given a fixed computational budget and a collection of models with varying cost/accuracy, multi model Monte Carlo (MC) seeks a sample allocation strategy across the models that results in an estimator with optimal variance reduction. MXMCPy is a versatile tool that enables convenient access to many existing multi-model MC approaches (over a dozen algorithms available) within one modular and extensible package [1]. With MXMCPy, users can easily compare existing methods to determine the best choice for their particular problem,while developers have a basis for implementing and sharing new variance reduction approaches. However,there is currently very little understanding about which algorithm will perform best for a given problem (defined by the correlation between and relative cost of the available models) without a brute force search.

Geoffrey F Bomarito

Fast and Precise Trajectory Simulation for Entry, Descent, and Landing Using A Multi-Model Monte Carlo Approach

Predicting landing radius and other quantities of interest (QoI) for entry, descent, and landing (EDL) applications requires a viable uncertainty propagation method for quantifying the impact of uncertainties in wind pattern variations, atmospheric uncertainties, etc. While standard MC simulation is the defacto standard for providing robust and unbiased predictions,it is often infeasible for expensive, high-fidelity EDL models. Low-fidelity models are commonly constructed to replace the high-fidelity model in MC simulation for computational speedup,but at the expense of accuracy and unbiasedness. Emerging multi-model MC methods are bridging this gap by combining predictions from two or more models of varying fidelity and computational cost for efficient and unbiased uncertainty propagation. This work explores the use of multi-model MC for increasing the speed and precision of trajectory simulation for EDL. It is shown that combining a high-fidelity EDL model with low-fidelity models (e.g,data-driven, reduced physics) yields substantial computational speedup versus standard MCwith only the high-fidelity model. Moreover, the unbiasedness of multi-model MC predictions is highlighted by showing increased accuracy versus an approach that leverages a low-fidelity surrogate model alone.

James E. Warner

Bayesian Model Selection for Reducing Bloat and Overfitting in Genetic Programming for Symbolic Regression

When performing symbolic regression using genetic programming, overfitting and bloat can negatively impact generalizability and interpretability of the resulting equations as well as increase computation times. A Bayesian fitness metric is introduced and its impact on bloat and overfitting during population evolution is studied and compared to common alternatives in the literature. The proposed approach was found to be more robust to noise and data sparsity in numerical experiments, guiding evolution to a level of complexity appropriate to the dataset. Further evolution of the population resulted not in overfitting or bloat, but rather in slight simplifications in model form. The ability to identify an equation of complexity appropriate to the scale of noise in the training data was also demonstrated. In general, the Bayesian model selection algorithm was shown to be an effective means of regularization which resulted in less bloat and overfitting when any amount of noise was present in the training data.

Uncertainty quantification