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Bayesian Optimization Under Mixed Constraints with A Slack-Variable Augmented Lagrangian
An augmented Lagrangian (AL) can convert a constrained optimization problem into a sequence of simpler (e.g., unconstrained) problems, which are then usually solved with local solvers. Recently, surrogate-based Bayesian optimization (BO) sub-solvers have been successfully deployed in the AL framework for a more global search in the presence of inequality constraints; however, a drawback was that expected improvement (EI) evaluations relied on Monte Carlo. Here we introduce an alternative slack variable AL, and show that in this formulation the EI may be evaluated with library routines. The slack variables furthermore facilitate equality as well as inequality constraints, and mixtures thereof. We show our new slack “ALBO” compares favorably to the original. Its superiority over conventional alternatives is reinforced on several mixed constraint examples.
Uncertainty quantification and optimization of precipitating hydrometeor parameters for winter precipitation in a cloud microphysics scheme
The precipitating hydrometeor parameters used in cloud microphysics schemes carry inherent uncertainties. The quantification of these uncertainties, together with parameter optimization, can significantly improve precipitation forecasts. This study investigates the effects of 13 parameters in the Weather Research and Forecasting (WRF) Double-Moment 6-class (WDM6) microphysics scheme, which define the hydrometeor characteristics such as fall velocity–diameter and mass–diameter relationships, as well as the shape parameter of the drop size distribution for precipitating particles such as rain, snow, and graupel on simulated winter precipitation. A comparison between the model's pre-defined parameters and observations from the International Collaborative Experiments for the PyeongChang 2018 Olympic and Paralympic winter games (ICE-POP 2018) field campaign reveals that the fall velocity–diameter relationship for rain, the mass–diameter relationships for snow and graupel, and the shape parameters for all precipitating particles in the WDM6 scheme deviate from the median values observed by the two-dimensional video disdrometer (2DVD). To quantify parameter sensitivities, a perturbed parameter ensemble (PPE) of 256 simulations was conducted within parameter ranges constrained by 2DVD observations for three winter precipitation cases. Bayesian optimization was then applied to identify parameter sets that minimized the root mean square error (RMSE) for each case, achieving reductions of up to 30.2 %. These results demonstrate that ensemble-based uncertainty quantification and parameter optimization can help identify key parameters and provide a pathway to improving precipitation simulation performance. In addition, measurement sites can be strategically selected based on regions that show high sensitivity to variations in hydrometeor characteristic parameters.
Overhead longwave infrared hyperspectral material identification using radiometric models
Material detection algorithms used in hyperspectral data processing are computationally efficient but can produce relatively high numbers of false positives. Material identification performed as a secondary processing step on detected pixels can help mitigate false positives. A material identification processing chain for longwave infrared hyperspectral data of solid materials collected from airborne platforms is presented. The algorithms utilize unwhitened radiance data and Nelder–Meade numerical optimization to estimate the temperature, humidity, and ozone levels of the atmospheric profile. Pixel unmixing is done using constrained linear regression and Bayesian information criteria for model selection. The resulting identification product includes an optimal atmospheric profile and a full radiance material model that includes material temperature, abundance values, and several fit statistics. A logistic regression method utilizing the model parameters to improve identification is also presented. Furthermore, several examples are provided using modeled data at several noise levels.
AL4GAP: Active learning workflow for generating DFT-SCAN accurate machine-learning potentials for combinatorial molten salt mixtures
Machine learning interatomic potentials have emerged as a powerful tool for bypassing the spatiotemporal limitations of ab initio simulations, but major challenges remain in their efficient parameterization. We present AL4GAP, an ensemble active learning software workflow for generating multicomposition Gaussian approximation potentials (GAP) for arbitrary molten salt mixtures. The workflow capabilities include: (1) setting up user-defined combinatorial chemical spaces of charge neutral mixtures of arbitrary molten mixtures spanning 11 cations (Li, Na, K, Rb, Cs, Mg, Ca, Sr, Ba and two heavy species, Nd, and Th) and 4 anions (F, Cl, Br, and I), (2) configurational sampling using low-cost empirical parameterizations, (3) active learning for down-selecting configurational samples for single point density functional theory calculations at the level of Strongly Constrained and Appropriately Normed (SCAN) exchange-correlation functional, and (4) Bayesian optimization for hyperparameter tuning of two-body and many-body GAP models. Here, we apply the AL4GAP workflow to showcase high throughput generation of five independent GAP models for multicomposition binary-mixture melts, each of increasing complexity with respect to charge valency and electronic structure, namely: LiCl–KCl, NaCl–CaCl 2 , KCl–NdCl 3 , CaCl 2 –NdCl 3 , and KCl–ThCl 4 . Our results indicate that GAP models can accurately predict structure for diverse molten salt mixture with density functional theory (DFT)-SCAN accuracy, capturing the intermediate range ordering characteristic of the multivalent cationic melts.
Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations
Uncertainty quantification (UQ)—that is, quantifying uncertainties in complex mathematical models and their large-scale computational implementations—is widely viewed as one of the outstanding challenges facing the field of CS&E over the coming decade. The EUREKA project set to address the most difficult class of UQ problems: those for which both the underlying PDE model as well as the uncertain parameters are of extreme scale. In the project we worked on these extreme-scale challenges in the following four areas: 1. Scalable parallel algorithms for sampling and characterizing the posterior distribution that exploit the structure of the underlying PDEs and parameter-to-observable map. These include structure-exploiting versions of the randomized maximum likelihood method, which aims to overcome the intractability of employing conventional MCMC methods for solving extreme-scale Bayesian inversion problems by appealing to and adapting ideas from large-scale PDE-constrained optimization, which have been very successful at exploring high-dimensional spaces. 2. Scalable parallel algorithms for construction of prior and likelihood functions based on learning methods and non-parametric density estimation. Constructing problem-specific priors remains a critical challenge in Bayesian inference, and more so in high dimensions. Another challenge is construction of likelihood functions that capture unmodeled couplings between observations and parameters. We will create parallel algorithms for non-parametric density estimation using high dimensional N-body methods and combine them with supervised learning techniques for the construction of priors and likelihood functions. 3. Bayesian inadequacy models, which augment physics models with stochastic models that represent their imperfections. The success of the Bayesian inference framework depends on the ability to represent the uncertainty due to imperfections of the mathematical model of the phenomena of interest. This is a central challenge in UQ, especially for large-scale models. We propose to develop the mathematical tools to address these challenges in the context of extreme-scale problems. 4. Parallel scalable algorithms for Bayesian optimal experimental design (OED). Bayesian inversion yields quantified uncertainties in the model parameters, which can be propagated forward through the model to yield uncertainty in outputs of interest. This opens the way for designing new experiments to reduce the uncertainties in the model parameters and model predictions. Such experimental design problems have been intractable for large-scale problems using conventional methods; we will create OED algorithms that exploit the structure of the PDE model and the parameter-to-output map to overcome these challenges. Parallel algorithms for these four problems were created, analyzed, prototyped, implemented, tuned, and scaled up for leading-edge supercomputers, including UT-Austin’s own 10 petaflops Stampede system, ANL’s Mira system, and ORNL’s Titan system. While our focus is on fundamental mathematical/computational methods and algorithms, we will assess our methods on model problems derived from several DOE mission applications, including multiscale mechanics and ice sheet dynamics.
Probabilistic Groundwater Modeling of the RDX Plume at Los Alamos National Laboratory to Support Risk Assessment - 20359
A plume of the contaminant hexahydro-1,3,5-trinitro-1,3,5-triazine (RDX) with concentrations greater than the New Mexico tap water drinking standard (9.66 ppb) is present in the regional aquifer near the southwestern boundary of Los Alamos National Laboratory (LANL). A risk assessment is performed for exposure to regional aquifer groundwater, with long-term predictions of RDX concentrations provided by a calibrated, probabilistic, numerical fate and transport model. The structure of the model is hierarchical, with the RDX Regional Aquifer (RA) groundwater model acting as the primary tool for analysis of downgradient RDX concentrations. The RA model is deeply informed by the conceptual site model (CSM) and is calibrated using site RDX concentration data and hydraulic head measurements, along with other analyses. The model is calibrated using data through December 2019. Where data are scarce other lines of evidence are used to inform inputs, including the multiphase RDX Vadose Zone (VZ) model and Pipe and Disk analytical screening tool. Model inputs are described with informative prior distributions using a robust approach to development that incorporates all available lines of evidence for every parameter used as an input to the RA model. Calibration is performed using a classical nonlinear optimization routine, which is then used to initialize a Bayesian calibration. The Bayesian calibration constrains the uncertainty in the classical calibration, ultimately providing posterior distributions for all model parameters. The challenges of the calibration include high-dimensional parameter space, including spatially heterogeneous hydraulic conductivities, comparatively sparse data, and low RDX concentrations. Posterior parameter distributions developed in the calibration process are then used for stochastic predictive model runs into the future. The result of the forward runs is spatially and temporally explicit estimates of head and concentration with uncertainty at all points in space and time. The probabilistic modeling approach presented here includes innovative computational and statistical methods that leverage high-performance computing (HPC) resources. It makes use of prior modeling work performed at the chromium plume site in the central LANL area, with extensive updates. The risk assessment will ultimately be used to support decision-making at the site, using multiple appropriately weighted sources of information, as well as uncertainty, sensitivity, and value-of-information analyses. (authors)
pygwb: A Python-based Library for Gravitational-wave Background Searches
The collection of gravitational waves (GWs) that are either too weak or too numerous to be individually resolved is commonly referred to as the gravitational-wave background (GWB). A confident detection and model-driven characterization of such a signal will provide invaluable information about the evolution of the universe and the population of GW sources within it. We present a new, user-friendly, Python-based package for GW data analysis to search for an isotropic GWB in ground-based interferometer data. We employ cross-correlation spectra of GW detector pairs to construct an optimal estimator of the Gaussian and isotropic GWB, and Bayesian parameter estimation to constrain GWB models. The modularity and clarity of the code allow for both a shallow learning curve and flexibility in adjusting the analysis to one’s own needs. We describe the individual modules that make up pygwb, following the traditional steps of stochastic analyses carried out within the LIGO, Virgo, and KAGRA Collaboration. We then describe the built-in pipeline that combines the different modules and validate it with both mock data and real GW data from the O3 Advanced LIGO and Virgo observing run. We successfully recover all mock data injections and reproduce published results.
Coupled Investigation of Fracture Permeability Impact on Reservoir Stress and Seismic Slip Behavior
Our goal is to develop, apply and validate a holistic thermal, hydrologic, mechanical, and chemical (THMC) workflow that includes evaluation of induced seismic slip in EGS reservoirs. We will integrate experimental and modeling approaches to reduce parameter uncertainty and better predict/mitigate seismic hazard at EGS sites. Our novel approach couples 3D physics-based earthquake simulations with THMC models (THMc+E). This capability will enable improve engineering decisions at Utah-FORGE and move EGS operations toward repeatable, robust, economically viable, and socially accepted development. For example, our THMC+E models will predict circulation scenarios and related seismic hazard for a suite of flow rates and under uncertainty, thus enabling evaluation of optimal circulation strategy. Laboratory experiments will be performed to constrain key model parameters and Bayesian techniques will provide a probabilistic evaluation of parameters used in models. THMC+E simulations will enable exploration various circumstances that may hinder EGS success and develop mitigation strategies.
5-2428: Fracture Permeability Impact on Seismic Slip Behavior
Our goal is to develop, apply and validate a holistic thermal, hydrologic, mechanical, and chemical (THMC) workflow that includes evaluation of induced seismic slip in EGS reservoirs. We will integrate experimental and modeling approaches to reduce parameter uncertainty and better predict/mitigate seismic hazard at EGS sites. Our novel approach couples 3D physics-based earthquake simulations with THMC models (THMc+E). This capability will enable improve engineering decisions at Utah-FORGE and move EGS operations toward repeatable, robust, economically viable, and socially accepted development. For example, our THMC+E models will predict circulation scenarios and related seismic hazard for a suite of flow rates and under uncertainty, thus enabling evaluation of optimal circulation strategy. Laboratory experiments will be performed to constrain key model parameters and Bayesian techniques will provide a probabilistic evaluation of parameters used in models. THMC+E simulations will enable exploration various circumstances that may hinder EGS success and develop mitigation strategies.
Statistical Treatment of Inverse Problems Constrained by Differential Equations-based Models with Stochastic Terms
This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is to formulate the inverse problem, in particular the objective function, to find the closest forward distribution (i.e., the output of the stochastic forward problem) that best explains the distribution of the observations in a certain metric. We use proper scoring rules, a concept employed in statistical forecast verification, namely energy, variogram, and hybrid (i.e., combination of the two) scores. We study the performance of the proposed formulation in the context of two applications: a coefficient field inversion for subsurface flow governed by an elliptic partial differential equation with a stochastic source and a parameter inversion for power grid governed by differential-algebraic equations. In both cases we show that the variogram and the hybrid scores produce better parameter inversion results than does the energy score, whereas the energy score leads to better probabilistic predictions.
Overhead longwave infrared hyperspectral material identification using radiometric models
Material detection algorithms used in hyperspectral data processing are computationally efficient but can produce relatively high numbers of false positives. Material identification performed as a secondary processing step on detected pixels can help separate true and false positives. This paper presents a material identification processing chain for longwave infrared hyperspectral data of solid materials collected from airborne platforms. The algorithms utilize unwhitened radiance data and an iterative algorithm that determines the temperature, humidity, and ozone of the atmospheric profile. Pixel unmixing is done using constrained linear regression and Bayesian Information Criteria for model selection. The resulting product includes an optimal atmospheric profile and full radiance material model that includes material temperature, abundance values, and several fit statistics. A logistic regression method utilizing all model parameters to improve identification is also presented. This paper details the processing chain and provides justification for the algorithms used. Several examples are provided using modeled data at different noise levels.
Robust Optimal Experimental Design of Infinite-Dimensional Bayesian Nonlinear Inverse Problems
Abstract. We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the simulation model, the prior, or the measurement error model. ROED aims to produce an optimal design that is aware of the additional uncertainties encoded in the inverse problem and remains optimal even after variations in them. We follow a worst-case scenario approach to develop a new framework for robust optimal design of nonlinear Bayesian inverse problems. The proposed framework (a) is scalable and designed for infinite-dimensional Bayesian nonlinear inverse problems constrained by PDEs; (b) develops efficient approximations of the utility, namely the expected information gain; (c) employs eigenvalue sensitivity techniques to develop analytical forms and efficient evaluation methods of the gradient of the utility with respect to the uncertainties against which we wish to be robust; and (d) employs a probabilistic optimization paradigm that properly defines and efficiently solves the resulting combinatorial max-min optimization problem. The effectiveness of the proposed approach is illustrated for optimal sensor placement problem in an inverse problem governed by an elliptic PDE.
A scalable design of experiments framework for optimal sensor placement
Here, we present a scalable design of an experiments framework for sensor placement in systems described by partial differential equations (PDEs). In particular, we aim to compute optimal sensor locations by minimizing the uncertainty of parameters estimated from Bayesian inverse problems and where the system. The resulting problem is a computationally intractable mixed-integer nonlinear program constrained by PDEs. We approach this problem with two heuristics used in compressed sensing and optimal control literature: a sparsity-inducing approach and a sum-up rounding approach. We also investigate metrics to guide the design of experiments (the total flow variance and the A-optimal design criterion) and analyze the effect of different noise structures (white and colored). Using an application in natural gas pipelines, we conclude that the sum-up rounding approach approach gives the best results and produces shrinking gaps with increasing mesh resolution. We also observe that convergence for the white noise measurement error case is slower than for the colored noise case. For A-optimal design, the solution is close to a uniform distribution of sensors along the pipeline while for the flow variance design the distribution is unstructured.
AEOLUS: Advances in Experimental Design, Optimal Control, and Learning for Uncertain Complex Systems
Sustained advances in the mathematics of modeling and simulation have resulted in the capability today for routine simulation of a number of large scale complex DOE-relevant systems. As remarkable as this capability for solving the so-called forward problem is, it is typically only the first step-an inner loop within an outer loop that explores the simulation model's parameter space and decision space to characterize uncertainty in the model's predictions, learn unknown model parameters from data, design the most informative experiments, determine optimal control strategies, and create optimal designs. Broadly, what unifies all of these outer loop problems is that they are, in one form or another, optimization problems over parameter/control/design space that are constrained by complex uncertain models. To fully realize the power of scientific simulation as a basis for scientific discovery, technological innovation, and rational decision-making, it is imperative to move beyond simulation to tackle the outer loop of optimization for learning from data, experimental design, and control with complex uncertain models. When the models under consideration are large-scale and complex, and when the optimization variable and uncertain parameter spaces are high (or infinite) dimensional, this constitutes a grand challenge of the highest order, and is intractable with conventional methods. To overcome these challenges, the AEOLUS Center was established to develop a unified mathematical, computational, and statistical framework for (1) Learning predictive models from complex data via Bayesian inference and optimization, and (2) Optimizing experiments, processes, and designs using the resulting uncertain models. These problems are intractable with conventional methods, for several reasons: (1) The simulation problems that govern the inner loops of the optimization problems are expensive to execute (due to severe nonlinearity, heterogeneity, multiphysics/multiscale coupling); (2) The optimization variable and uncertain parameter spaces are high dimensional, often stemming from discretizations of infinite dimensional fields such as initial conditions, sources, or material properties. We argue that the key to overcoming these challenges is to develop new mathematical, computational, and statistical methods that exploit the structure of the Bayesian inference and optimization problems mediated by their underlying complex uncertain models. This structure includes the regularity, sparsity, geometry, low intrinsic dimensionality, and multifidelity nature of the maps from uncertain parameter/optimization variable spaces to the specific objectives targeted: Bayesian inference, optimal experimental design, and optimal control design. Black box methods developed as generic tools are incapable of exploiting this structure. To be successful, we must create, integrate, and cross-fertilize ideas across multiple areas of applied math--including approximation theory, Bayesian inference, data science, experimental design, information theory, machine learning, model reduction, optimal control theory, parallel algorithms, PDE-constrained optimization, randomized algorithms, stochastic optimization, and uncertainty quantification--all while exploiting the structure of the problems at hand. With this goal in mind, we have marshaled a team of leading authorities in these areas. While the methods we develop will be broadly applicable across a wide spectrum of DOE problems in which experiments inform models and the systems those models describe must be optimized under uncertainty, we have chosen a specific area, advanced manufacturing and materials, to drive our work. AMM is characterized by complex models across multiple scales, and is a rich source of challenging problems in inference, experimental design, and optimal control, requiring multifaceted and integrated advances in applied mathematics. As such, AMM serves as an excellent vehicle to motivate and demonstrate the advances in applied mathematics developed by our center.
An asynchronous parallel high-throughput model calibration framework for crystal plasticity finite element constitutive models
Crystal plasticity finite element model (CPFEM) is a powerful numerical simulation in the integrated computational materials engineering toolboxes that relates microstructures to homogenized materials properties and establishes the structure–property linkages in computational materials science. However, to establish the predictive capability, one needs to calibrate the underlying constitutive model, verify the solution and validate the model prediction against experimental data. Bayesian optimization (BO) has stood out as a gradient-free efficient global optimization algorithm that is capable of calibrating constitutive models for CPFEM. Here in this paper, we apply a recently developed asynchronous parallel constrained BO algorithm to calibrate phenomenological constitutive models for stainless steel 304 L, Tantalum, and Cantor high-entropy alloy.
Deep Sigma Point Processes-Assisted Chance-Constrained Power System Transient Stability Preventive Control
Here this paper proposes a deep sigma point processes (DSPP)-assisted chance-constrained power system transient stability preventive control method to deal with uncertain renewable energy and loads-induced stability risk. The traditional transient stability-constrained preventive control is reformulated as a chance-constrained optimization problem. To deal with the computational bottleneck of the time-domain simulation-based probabilistic transient stability assessment, the DSPP is developed. DSPP is a parametric Bayesian approach that allows us to predict system transient stability with high computational efficiency while accurately quantifying the confidence intervals of the predictions that can be used to inform system instability risk. To this end, with a given preset confidence probability, we embed DSPP into the primal dual interior point method to help solve the chance-constrained preventive control problem, where the corresponding Jacobian and Hessian matrices are derived. Comparison results with other existing methods show that the proposed method can significantly speed up preventive control while maintaining high accuracy and convergence
A data fusion approach to optimize compositional stability of halide perovskites
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