PyApprox: Enabling efficient model analysis

Abstract

PyApprox is a Python-based one-stop-shop for probabilistic analysis of scientific numerical models. Easy to use and extendable tools are provided for constructing surrogates, sensitivity analysis, Bayesian inference, experimental design, and forward uncertainty quantification. The algorithms implemented represent the most popular methods for model analysis developed over the past two decades, including recent advances in multi-fidelity approaches that use multiple model discretizations and/or simplified physics to significantly reduce the computational cost of various types of analyses. Simple interfaces are provided for the most commonly-used algorithms to limit a user’s need to tune the various hyper-parameters of each algorithm. However, more advanced work flows that require customization of hyper-parameters is also supported. An extensive set of Benchmarks from the literature is also provided to facilitate the easy comparison of different algorithms for a wide range of model analyses. This paper introduces PyApprox and its various features, and presents results demonstrating the utility of PyApprox on a benchmark problem modeling the advection of a tracer in ground water.