arXiv:2410.14090stat.MLcs.LG2024-10被引 2

用高斯过程动态调整降维模型基底,提升参数变化下的预测精度。

Adapting Projection-Based Reduced-Order Models using Projected Gaussian Process

  • 将基底更新问题转化为在流形上学习参数到子空间的映射。
  • 通过投影高斯过程预测新参数下的最优降维基底,误差低于传统方法。
  • 适合需要高精度降维建模的工程设计与数字孪生场景。

基于投影的模型降维是构建参数化降阶模型(ROM)最常用的方法之一。利用求解全阶控制方程得到的快照数据,通过本征正交分解(POD)计算出最优基模态,并在这些基构成的低维向量子空间中构建降阶模型。对于参数化控制方程,当系统行为随参数空间变化时,需更新POD基以保持降阶模型精度,这在设计、控制、不确定性量化及数字孪生等应用中构成挑战。本文提出投影高斯过程(pGP),将基底适应问题建模为监督统计学习任务,目标是学习从参数空间到包含最优子空间的格拉斯曼流形的映射。首先建立欧氏空间与参考子空间正交矩阵水平空间之间的映射,再通过指数/对数映射连接水平空间与流形。给定新参数后,通过高斯过程回归在欧氏空间中获得条件分布,并将其投影至格拉斯曼流形,从而预测新参数下的最优子空间。作为统计学习方法,该pGP可从数据中优化估计模型参数,并量化预测的统计不确定性。数值实验验证了其优势。

原文摘要 · Abstract (English)

Projection-based model reduction is among the most widely adopted methods for constructing parametric Reduced-Order Models (ROM). Utilizing the snapshot data from solving full-order governing equations, the Proper Orthogonal Decomposition (POD) computes the optimal basis modes that represent the data, and a ROM can be constructed in the low-dimensional vector subspace spanned by the POD basis. For parametric governing equations, a potential challenge arises when there is a need to update the POD basis to adapt ROM that accurately capture the variation of a system's behavior over its parameter space (in design, control, uncertainty quantification, digital twins applications, etc.). In this paper, we propose a Projected Gaussian Process (pGP) and formulate the problem of adapting the POD basis as a supervised statistical learning problem, for which the goal is to learn a mapping from the parameter space to the Grassmann manifold that contains the optimal subspaces. A mapping is firstly established between the Euclidean space and the horizontal space of an orthogonal matrix that spans a reference subspace in the Grassmann manifold. A second mapping from the horizontal space to the Grassmann manifold is established through the Exponential/Logarithm maps between the manifold and its tangent space. Finally, given a new parameter, the conditional distribution of a vector can be found in the Euclidean space using the Gaussian Process (GP) regression, and such a distribution is then projected to the Grassmann manifold that enables us to predict the optimal subspace for the new parameter. As a statistical learning approach, the proposed pGP allows us to optimally estimate (or tune) the model parameters from data and quantify the statistical uncertainty associated with the prediction. The advantages of the proposed pGP are demonstrated by numerical experiments.

降阶模型高斯过程流形学习参数化系统

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