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At least 19 records

Data Assimilation for Robust UQ Within Agent-Based Simulation on HPC Systems

Agent-based simulation provides a powerful tool for in silico system modeling. However, these simulations do not provide built-in methods for uncertainty quantification (UQ). Within these types of models a typical approach to UQ is to run multiple realizations of the model then compute aggregate statistics. This approach is limited due to the compute time required for a solution. When faced with an emerging biothreat, public health decisions need to be made quickly and solutions for integrating near real-time data with analytic tools are needed. We propose an integrated Bayesian UQ framework for agent-based models based on sequential Monte Carlo sampling. Given streaming or static data about the evolution of an emerging pathogen this Bayesian framework provides a distribution over the parameters governing the spread of a disease through a population. These estimates of the spread of a disease may be provided to public health agencies seeking to abate the spread. By coupling agent-based simulations with Bayesian modeling in a data assimilation, our proposed framework provides a powerful tool for modeling dynamical systems in silico. We propose a method which reduces model error and provides a range of realistic possible outcomes. Moreover, our method addresses two primary limitations of ABMs: the lack of UQ and an inability to assimilate data. Our proposed framework combines the flexibility of an agent-based model with UQ provided by the Bayesian paradigm in a workflow which scales well to HPC systems. We provide algorithmic details and results on a simulated outbreak with both static and streaming data.

Spannaus, Adam [ORNL] (ORCID:0000000225213657)

Preliminary Results on Bayesian Inverse UQ for OECD/NEA WPNCS Subgroup 14 Benchmark Exercise for Error Recovery and Experimental Coverage

The Organization for Economic Cooperation and Development (OECD) Working Party on Nucelar Criticality Safety (WPNCS) has proposed a benchmark exercise representative of neutronic behavior in criticality experiments. Here, the goal is to develop confidence in data assimilation techniques used to adjust nuclear data. Participants are given synthetic experimental models with associated measured data and asked to estimate the model parameters given the model and measurements as well as provide predictions for separate application models. In this work, we performed data assimilation using Bayesian inverse Uncertainty Quantification (UQ) with machine learning surrogate models to produce posterior parameter distributions for the requested parameters and posterior predictive distributions for the requested responses. Several experimental models are shown to insufficiently inform the posterior parameter distributions for the applications involved. However, given sufficient experimental data, posterior parameter estimates yielded reduced uncertainty in the response predictions of interest while covering the experimental data.

Bayesian Inference

Uncertainty Quantification (UQ) for AI fact Sheet

UQ is traditionally defined as quantitative characterization and estimation of uncertainties in both computational and real-world applications. It tries to determine how likely certain outcomes are if some aspects of the system are not exactly known.

97 MATHEMATICS AND COMPUTING

Nuclear Data Adjustment for Nonlinear Applications in the OECD/NEA WPNCS SG14 Benchmark—A Bayesian Inverse UQ-Based Approach for Data Assimilation

The Organisation for Economic Co-operation and Development Working Party on Nuclear Criticality Safety has proposed a benchmark exercise to assess the performance of current nuclear data adjustment techniques applied to nonlinear applications and experiments with low correlation to applications. This work introduces Bayesian inverse uncertainty quantification (IUQ) employing scientific machine learning surrogate models as a method for nuclear data adjustments in this benchmark, and compares IUQ to the more traditional methods of generalized linear least squares (GLLS) and Monte Carlo Bayes (MOCABA). Posterior predictions from IUQ showed agreement with GLLS and MOCABA for linear applications. Here, when comparing GLLS, MOCABA, and IUQ posterior predictions to computed model responses using adjusted parameters, we observe that the GLLS predictions failed to replicate the computed response distributions for nonlinear applications, while MOCABA showed near agreement, and IUQ used the computed model responses directly. We also discuss observations on why experiments with low correlation to applications can be informative to nuclear data adjustments and identify some properties useful in selecting experiments for inclusion in nuclear data adjustment. Performance in this benchmark indicates potential for Bayesian IUQ in nuclear data adjustments.

Bayesian calibration

STAT_UQ_AI

Code to reproduce results in "Statistical Uncertainty Quantification for Aggregate Performance Metrics in Machine Learning Benchmarks".

Gopalan, Giri

Nuclear Data Adjustment for Nonlinear Applications in the OECD/NEA WPNCS SG14 Benchmark -- A Bayesian Inverse UQ-based Approach for Data Assimilation

The Organization for Economic Cooperation and Development (OECD) Working Party on Nuclear Criticality Safety (WPNCS) proposed a benchmark exercise to assess the performance of current nuclear data adjustment techniques applied to nonlinear applications and experiments with low correlation to applications. This work introduces Bayesian Inverse Uncertainty Quantification (IUQ) as a method for nuclear data adjustments in this benchmark, and compares IUQ to the more traditional methods of Generalized Linear Least Squares (GLLS) and Monte Carlo Bayes (MOCABA). Posterior predictions from IUQ showed agreement with GLLS and MOCABA for linear applications. When comparing GLLS, MOCABA, and IUQ posterior predictions to computed model responses using adjusted parameters, we observe that GLLS predictions fail to replicate computed response distributions for nonlinear applications, while MOCABA shows near agreement, and IUQ uses computed model responses directly. We also discuss observations on why experiments with low correlation to applications can be informative to nuclear data adjustments and identify some properties useful in selecting experiments for inclusion in nuclear data adjustment. Performance in this benchmark indicates potential for Bayesian IUQ in nuclear data adjustments.

FOS: Computer and information sciences

Democratizing uncertainty quantification

Uncertainty Quantification (UQ) is vital to safety-critical model-based analyses, but the widespread adoption of sophisticated UQ methods is limited by technical complexity. In this paper, we introduce UM-Bridge (the UQ and Modeling Bridge), a high-level abstraction and software protocol that facilitates universal interoperability of UQ software with simulation codes. It breaks down the technical complexity of advanced UQ applications and enables separation of concerns between experts. UM-Bridge democratizes UQ by allowing effective interdisciplinary collaboration, accelerating the development of advanced UQ methods, and making it easy to perform UQ analyses from prototype to High Performance Computing (HPC) scale. In addition, we present a library of ready-to-run UQ benchmark problems, all easily accessible through UM-Bridge. These benchmarks support UQ methodology research, enabling reproducible performance comparisons. We demonstrate UM-Bridge with several scientific applications, harnessing HPC resources even using UQ codes not designed with HPC support.

Benchmarks

The Fluid Dynamics Uncertainty Quantification Challenge Problem: XFOIL vs. MFOIL

Uncertainty quantification (UQ) has become more critical in aerospace engineering due to the growing dependence on computational tools for design optimization and performance analyses of aerospace vehicles. Even though the significance of UQ in assessing the credibility of computational analyses is well recognized, its costs and complexity impede its integration into standard practices, particularly in computational fluid dynamics (CFD) and other fluid analyses. This paper presents a UQ study for low-fidelity computational aerodynamics analyses with XFOIL and mfoil (i.e., the MATLAB version of XFOIL with several implementation modifications); these tools are utilized widely in both research and education. The main contributions of this paper are as follows: 1) improved precision in quantifying the uncertainty of the baseline Monte Carlo results used to benchmark surrogate modeling techniques for UQ, 2) quantification of the effect of the implementation differences between XFOIL and mfoil on solution quantities of interest (QoIs), such as lift and pitching moment coefficients, and 3) development of an open-source UQ library for use with XFOIL and mfoil, which has educational values and helps promote UQ for fluid analyses with aerospace applications. Results and discussions revolve around cases 1-4 of the challenge problem posed by the AIAA Fluid Dynamics Technical Committee’s Uncertainty Quantification Discussion Group (UQDG). In case 3, this work employs CFDverify, an open-source solution verification software, to quantify the discretization error and evaluate the extrapolated QoIs based on the grid convergence index (GCI). This UQ study differentiates itself from previous studies in the rigor of handling baseline Monte Carlo uncertainty and in including mfoil, which is a more accessible alternative to XFOIL. Finally, despite the growing computing power, low-fidelity computational tools remain valuable, such as for aerodynamic shape optimization at Mach numbers below 0.65 and low-to-mid Reynolds numbers.

Lay, Aidan S [University of Tennessee, Knoxville (

Role of the likelihood for elastic scattering uncertainty quantification

In the last decade, uncertainty quantification (UQ) for optical model potentials (OMPs) has become a focal point for nuclear reaction theory, and several competing approaches for OMP UQ have recently been developed. Here, we clarify recent efforts to compare frequentist and Bayesian approaches in the context of OMP UQ [G. B. King et al., Phys. Rev. Lett. 122, 232502 (2019)]. We replicate a portion of that OMP UQ study but use independent statistical tools. Specifically, we compare two methods for OMP parameter inference from elastic scattering data: the Levenberg-Marquardt algorithm for χ 2 minimization on one hand and Markov chain Monte Carlo (MCMC) sampling on the other. Separately, we assess the common practice of using a renormalized likelihood (χ 2 /N), N being the number of data points, instead of the canonical weighted-least-squares likelihood (χ 2 ), as a way of accounting for unknown data correlations. Here, we show that for a generic linear model and for a five-parameter OMP analysis, frequentist and uniform-prior Bayesian approaches recover the same optimum and uncertainty estimates—not systematically larger uncertainties for the Bayesian approach, as was concluded in G. B. King et al., Phys. Rev. Lett. 122, 232502 (2019). Further, we show that if an additional, near-degenerate parameter is introduced into the same OMP analysis such that the parameter posterior becomes non-Gaussian, then covariance-based estimates of uncertainty become unreliable. Finally, we show that regardless of optimization approach, if χ 2 /N is used for the likelihood, the resulting parametric uncertainties increase by $\sqrt{N}$, and that this is responsible for the conclusions drawn in the revisited study. Based on our replication results, we find that a fortuitous cancellation of unreported errors and the renormalization factor can lead to improvement in empirical coverages, as was the case in the original comparative study. We emphasize that developing and applying a realistic likelihood function is an essential task in a UQ analysis, and that several recent UQ studies that employed a renormalized likelihood (i.e., including a 1/N factor) may have yielded unrealistically large uncertainties for elastic-scattering observables. If the parameter posterior deviates from multivariate-normal, a sampling-based approach like MCMC has a clear advantage over methods that assume the Laplace approximation holds. We note that empirical coverage can serve as an important internal check for the analyst whose model or data may have additional, unaccounted-for uncertainties.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS

Non-conformity Scores for High-Quality Uncertainty Quantification from Conformal Prediction

High-quality uncertainty quantification (UQ) is a critical component of enabling trust in deep learning (DL) models and is especially important if DL models are to be deployed in high-consequence applications. Conformal prediction (CP) methods represent an emerging nonparametric approach for producing UQ that is easily interpretable and, under weak assumptions, provides a guarantee regarding UQ quality. This report describes the research outputs of an Exploratory Express Laboratory Directed Research and Development (LDRD) project at Sandia National Laboratories. This project focused on how best to implement CP methods for DL models. This report introduces new methodology for obtaining high-quality UQ from DL models using CP methods, describes a novel system of assessing UQ quality, and provides experimental results that demonstrate the quality of the new methodology and utility of the UQ quality assessment system. Avenues for future research and discussion of potential impacts at Sandia and in the wider research community are also given.

97 MATHEMATICS AND COMPUTING

Unpacking model inadequacy: The quantification of silver release from TRISO fuel by considering empirical and mechanistic approaches

Increasing adoption of the proposed tristructural isotropic (TRISO) particle fuel for both advanced and existing reactors makes it critical to assess and address any uncertainties and inadequacies of TRISO fission product release models. Model inadequacy stems from simplifications made to the computational model when compared to the experiments. The modeling and simulation efforts conducted using the BISON fuel performance code, along with the experimental campaigns carried out under the Advanced Gas Reactor Fuel Development and Qualification Program, afford a unique opportunity to conduct a rigorous modeling inadequacy assessment within the Bayesian uncertainty quantification (UQ) framework. Here, this study compares the standard Bayesian framework against the Kennedy-O'Hagan (KOH) framework, which explicitly represents modeling inadequacy, in regard to UQ for TRISO silver release models. For this purpose, both the traditional Arrhenius equation fitted to experimental data and the more advanced lower-length-scale (LLS)-informed model, which considers microstructure information, are independently considered. Applying the inverse UQ process on the AGR-2 and -3/4 datasets revealed modeling inadequacy to be the most dominant source of uncertainty. Experimental noise uncertainty is also significant; however, model parameter uncertainty can be considered negligible. Interestingly, both the Arrhenius equation and the LLS-informed model demonstrated similar levels of modeling inadequacy. For the forward predictive UQ, the KOH framework improved both the accuracy and quality of quantified uncertainties in comparison to the standard Bayesian framework. This is true for both the Arrhenius equation and the LLS-informed model. In comparing these modeling approaches, both demonstrated similar performance at the engineering scale, while the LLS-informed model expectedly outperformed the Arrhenius equation at the mesoscale. These conclusions highlight the importance of explicitly accounting for modeling inadequacy in the UQ process, and reinforce the need for continuous refinement of physics-based models in order to address the modeling inadequacy.

Advanced reactors