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At least 19 records

G/SPLINES: A hybrid of Friedman's Multivariate Adaptive Regression Splines (MARS) algorithm with Holland's genetic algorithm

G/SPLINES are a hybrid of Friedman's Multivariable Adaptive Regression Splines (MARS) algorithm with Holland's Genetic Algorithm. In this hybrid, the incremental search is replaced by a genetic search. The G/SPLINE algorithm exhibits performance comparable to that of the MARS algorithm, requires fewer least squares computations, and allows significantly larger problems to be considered.

Rogers, David↗

Multiclass Classification Using Bayesian Multivariate Adaptive Regression Splines

We present a new Bayesian model for the problem of multiclass classification. In this model, the probabilities of class membership of a given observation are determined by the mean of a latent Gaussian distribution. The mean functions of this latent distribution consist of combinations of highly flexible basis functions of the inputs: multivariate adaptive regression splines (MARS), first developed for multiple regression. We use reversible jump Markov chain Monte Carlo to make inference on the classification model, including the number of basis functions. We compare the probabilistic classification performance of our proposed approach to existing methods on simulated and benchmark data, and compare uncertainty estimates on simulated data. Our proposed method compares favorably with existing Bayesian and frequentist multiclass classification methods in out-of-sample probabilistic classification, and uncertainty estimation of these probabilistic classifications. We examine the fit of the proposed method to a data set of hurricane storm surge levels near Delaware Bay, US, and conclude that sea level rise is a key contributor to damage delivered by storm surge.

97 MATHEMATICS AND COMPUTING↗

Modeling of topographic effects on Antarctic sea ice using multivariate adaptive regression splines

The role of seafloor topography in the spatial variations of the southern ocean sea ice cover as observed (every other day) by the Nimbus 7 scanning multichannel microwave radiometer satellite in the years 1980, 1983, and 1984 is studied. Bottom bathymetry can affect sea ice surface characteristics because of the basically barotropic circulation of the ocean south of the Antarctic Circumpolar current. The main statistical tool used to quantify this effect is a local nonparametric regression model of sea ice concentration as a function of the depth and its first two derivatives in both meridional and zonal directions. First, we model the relationship of bathymetry to sea ice concentration in two sudy areas, one over the Maud Rise and the other over the Ross Sea shelf region. The multiple correlation coefficient is found to average 44% in the Maud Rise study area and 62% in the Ross Sea study area over the years 1980, 1983, and 1984. Second, a strategy of dividing the entire Antarctic region into an overlapping mosaic of small areas, or windows is considered. Keeping the windows small reduces the correlation of bathymetry with other factors such as wind, sea temperature, and distance to the continent. We find that although the form of the model varies from window to window due to the changing role of other relevant environmental variables, we are left with a spatially consistent ordering of the relative importance of the topographic predictors. For a set of three representative days in the Austral winter of 1980, the analysis shows that an average of 54% of the spatial variation in sea ice concentration over the entire ice cover can be attributed to topographic variables. The results thus support the hypothesis that there is a sea ice to bottom bathymetry link. However this should not undermine the considerable influence of wind, current, and temperature which affect the ice distribution directly and are partly responsible for the observed bathymetric effects.

De Veaux, Richard D.↗

Surrogate Model Selection for Design Space Approximation And Surrogatebased Optimization

Surrogate models are used to map input data to output data when the actual relationship between the two is unknown or computationally expensive to evaluate for sensitivity analysis, uncertainty propagation and surrogate based optimization. This work evaluates the performance of eight surrogate modeling techniques for design space approximation and surrogate based optimization applications over a set of generated datasets with known characteristics. With this work, we aim to provide general rules for selecting an appropriate surrogate model form solely based on the characteristics of the data being modeled. Furthermore, the computational experiments revealed that, in general, multivariate adaptive regression spline models (MARS) and single hidden layer feed forward neural networks (ANN) yielded the most accurate predictions over the design space while Random Forest (RF) models most reliably identified the locations of the optimums when used for surrogate-based optimization.

97 MATHEMATICS AND COMPUTING↗

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↗

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↗

Integrating Reanalysis and Satellite Cloud Information to Estimate Surface Downward Long-Wave Radiation

The estimation of downward long-wave radiation (DLR) at the surface is very important for the understanding of the Earth’s radiative budget with implications in surface–atmosphere exchanges, climate variability, and global warming. Theoretical radiative transfer and observationally based studies identify the crucial role of clouds in modulating the temporal and spatial variability of DLR. In this study, a new machine learning algorithm that uses multivariate adaptive regression splines (MARS) and the combination of near-surface meteorological data with satellite cloud information is proposed. The new algorithm is compared with the current operational formulation used by the European Organization for the Exploitation of Meteorological Satellites (EUMETSAT) Satellite Application Facility on Land Surface Analysis (LSA-SAF). Both algorithms use near-surface temperature and dewpoint temperature along with total column water vapor from the latest European Centre for Medium-range Weather Forecasts (ECMWF) reanalysis ERA5 and satellite cloud information from the Meteosat Second Generation. The algorithms are trained and validated using both ECMWF-ERA5 and DLR acquired from 23 ground stations as part of the Baseline Surface Radiation Network (BSRN) and the Atmospheric Radiation Measurement (ARM) user facility. Results show that the MARS algorithm generally improves DLR estimation in comparison with other model estimates, particularly when trained with observations. When considering all the validation data, root mean square errors (RMSEs) of 18.76, 23.55, and 22.08 W·m –2 are obtained for MARS, operational LSA-SAF, and ERA5, respectively. The added value of using the satellite cloud information is accessed by comparing with estimates driven by ERA5 total cloud cover, showing an increase of 17% of the RMSE. The consistency of MARS estimate is also tested against an independent dataset of 52 ground stations (from FLUXNET2015), further supporting the good performance of the proposed model.

54 ENVIRONMENTAL SCIENCES↗

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↗

TBASS: A Robust Adaptation of Bayesian Adaptive Spline Surfaces

The R package TBASS is an extension of the BASS package created by Francom and Sansó (2019). The package is used to fit a Bayesian multivariate adaptive spline to a dataset that either follows a Student’s t-distribution or has outliers. Much of the framework for TBASS is adapted from the concepts of Bayesian Multivariate Adaptive Regression Splines (BMARS), specifically the work done by Denison, Mallick, and Smith (1998). The spline function is fit using a Reversible-Jump Markov Chain Monte Carlo algorithm,. By including this more robust generalization, a dataset with outliers can be accurately fit using the BMARS model, without the possibility of overfitting or variance inflation.

97 MATHEMATICS AND COMPUTING↗

Predicting concrete compressive strength using hybrid ensembling of surrogate machine learning models

This study aims to implement a hybrid ensemble surrogate machine learning technique in predicting the compressive strength (CS) of concrete, an important parameter used for durability design and service life prediction of concrete structures in civil engineering projects. For this purpose, an experimental database consisting of 1030 records has been compiled from the machine learning repository of the University of California, Irvine. The database was used to train and validate four conventional machine learning (CML) models, namely Artificial Neural Network (ANN), Linear and Non-Linear Multivariate Adaptive Regression Splines (MARS-L and MARS-C), Gaussian Process Regression (GPR), and Minimax Probability Machine Regression (MPMR). Subsequently, the predicted outputs of CML models were combined and trained using ANN to construct the Hybrid Ensemble Model (HENSM). It is observed that the proposed HENSM produces higher predictive accuracy compared to the CML models used in the present study. The predictive performance of all models for CS prediction was compared using the testing dataset and it is found that the HENSM model attained the highest predictive accuracy in both phases. Based on the experimental results, the newly constructed HENSM model is very potential to be a new alternative in handling the overfitting issues of CML models and hence, can be used to predict the concrete CS, including the design of less polluting and more sustainable concrete constructions.

36 MATERIALS SCIENCE↗

Efficient Surrogate Model Development: Impact of Sample Size and Underlying Model Dimensions

This study compares eight surrogate-model construction approaches using computational experiments. Here, the construction approaches considered include: Artificial Neural Networks (ANNs), Automated Learning of Algebraic Models using Optimization (ALAMO), Radial Basis Networks (RBNs), Extreme Learning Machines (ELMs), Gaussian Progress Regression (GPR), Random Forests (RFs), Support Vector Regression (SVR), and Multivariate Adaptive Regression Splines. Each approach is used to construct surrogate models for predicting the outputs of thirty-four test functions. The data used to construct surrogate models were generated using Latin Hypercube Sampling (LHS), Halton and Sobol sampling methods. We studied the impact of sampling method, sample size, and challenge function characteristics on the accuracy of surrogate model predictions. Our results revealed that for smaller sample sizes, on average, surrogate models trained using the data points generated by Sobol sequences provided the best estimation for all surrogate model construction approaches. As the sample size increased, the impact of sampling methods diminished. The comparison of surrogate-modeling construction approaches at large sample sizes revealed that surrogate models trained using ANN, ALAMO, and ELM yielded smaller root mean squared error and higher adjusted R-squared values than the models trained using the rest of the approaches.

42 ENGINEERING↗

Geologic CO 2 sequestration monitoring design: A machine learning and uncertainty quantification based approach

Monitoring is a crucial aspect of geologic carbon dioxide (CO 2 ) sequestration risk management. Effective monitoring is critical to ensure CO 2 is safely and permanently stored throughout the life-cycle of a geologic CO 2 sequestration project. Effective monitoring involves deciding: (i) where is the optimal location to place the monitoring well(s), and (ii) what type of data (pressure, temperature, CO 2 saturation, etc.) should be measured taking into consideration the uncertainties at geologic sequestration sites. We have developed a filtering-based data assimilation procedure to design effective monitoring approaches. To reduce the computational cost of the filtering-based data assimilation process, a machine-learning algorithm: Multivariate Adaptive Regression Splines is used to derive computationally effcient reduced order models from results of full-physics numerical simulations of CO 2 injection in saline aquifer and subsequent multi-phase fluid flow. We use example scenarios of CO 2 leakage through legacy wellbore and demonstrate a monitoring strategy can be selected with the aim of reducing uncertainty in metrics related to CO 2 leakage. We demonstrate the proposed framework with two synthetic examples: a simple validation case and a more complicated case including multiple monitoring wells. The examples demonstrate that the proposed approach can be effective in developing monitoring approaches that take into consideration uncertainties.

58 GEOSCIENCES↗

Assessing the sensitivity of land-atmosphere coupling strength to boundary and surface layer parameters in the WRF model over Amazon

Modeling tools can be used to diagnose regional land-atmosphere (L-A) coupling strength in the absence of sufficient observations, but subject to uncertainties associated with parameters in model physical parameterizations. Different sensitivity analysis (SA) approaches may lead to different conclusions about the underlying sensitivities. In this study, we quantify simulation uncertainties related to parameter perturbations, and use different approaches to conduct parameter SA on the WRF model pertaining to L-A coupling strength for simulations over the Amazon region. A total of twenty parameters from the Yonsei University (YSU) planetary boundary layer (PBL) and the revised MM5 surface layer (SL) schemes were selected in this analysis. Three different SA methods, the Morris One-at-A-Time (MOAT) method, the Multivariate Adaptive Regression Splines (MARS) method, and the Sobol’ method, were employed to analyze seven WRF-simulated variables and five L-A coupling metrics. Results show that 1) parameter perturbations cause large simulation uncertainties which are comparable to those in the observations; 2) three different SA methods give consistent L-A coupling strength outcomes; 3) six out of the twenty parameters contribute 80%–95% of the total variance in the metrics analyzed, and first-order effects dominate over interaction effects; 4) the twelve variables/metrics of interest show similar sensitivity patterns to the selected parameters, which is consistent across all the methods used. Physical mechanisms for how the sensitive parameters act in determining the L-A coupling strength and associated variables also are illustrated. Our results will help quantifying L-A coupling strength and establishing a basis for parameter calibration over the Amazon region.

Wang, Chen↗

Accelerating phase-field-based microstructure evolution predictions via surrogate models trained by machine learning methods

Abstract The phase-field method is a powerful and versatile computational approach for modeling the evolution of microstructures and associated properties for a wide variety of physical, chemical, and biological systems. However, existing high-fidelity phase-field models are inherently computationally expensive, requiring high-performance computing resources and sophisticated numerical integration schemes to achieve a useful degree of accuracy. In this paper, we present a computationally inexpensive, accurate, data-driven surrogate model that directly learns the microstructural evolution of targeted systems by combining phase-field and history-dependent machine-learning techniques. We integrate a statistically representative, low-dimensional description of the microstructure, obtained directly from phase-field simulations, with either a time-series multivariate adaptive regression splines autoregressive algorithm or a long short-term memory neural network. The neural-network-trained surrogate model shows the best performance and accurately predicts the nonlinear microstructure evolution of a two-phase mixture during spinodal decomposition in seconds, without the need for “on-the-fly” solutions of the phase-field equations of motion. We also show that the predictions from our machine-learned surrogate model can be fed directly as an input into a classical high-fidelity phase-field model in order to accelerate the high-fidelity phase-field simulations by leaping in time. Such machine-learned phase-field framework opens a promising path forward to use accelerated phase-field simulations for discovering, understanding, and predicting processing–microstructure–performance relationships.

36 MATERIALS SCIENCE↗

Dynamic Transcriptomic and Phosphoproteomic Analysis During Cell Wall Stress in Aspergillus nidulans

The fungal cell-wall integrity signaling (CWIS) pathway regulates cellular response to environmental stress to enable wall repair and resumption of normal growth. This complex, interconnected, pathway has been only partially characterized in filamentous fungi. To better understand the dynamic cellular response to wall perturbation, a β-glucan synthase inhibitor (micafungin) was added to a growing A. nidulans shake-flask culture. From this flask, transcriptomic and phosphoproteomic data were acquired over 10 and 120 min, respectively. To differentiate statistically-significant dynamic behavior from noise, a multivariate adaptive regression splines (MARS) model was applied to both data sets. Over 1800 genes were dynamically expressed and over 700 phosphorylation sites had changing phosphorylation levels upon micafungin exposure. Twelve kinases had altered phosphorylation and phenotypic profiling of all non-essential kinase deletion mutants revealed putative connections between PrkA, Hk-8–4, and Stk19 and the CWIS pathway. Our collective data implicate actin regulation, endocytosis, and septum formation as critical cellular processes responding to activation of the CWIS pathway, and connections between CWIS and calcium, HOG, and SIN signaling pathways.

59 BASIC BIOLOGICAL SCIENCES↗

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↗