用机器学习方法解决集合数据同化中的方差损失问题。
Mitigating loss of variance in ensemble data assimilation: machine learning-based and distance-free localization
- 基于机器学习设计无距离依赖的局部化方法,提升协方差估计精度。
- 显著减少输入变量的方差损失,改善同化结果与不确定性量化。
- 方法易实现,无需额外模拟或调参,适合实际应用。
我们提出两种受机器学习启发的新方法,用于表格数据的无距离依赖局部化,以增强集合数据同化中的协方差估计。主要目标是通过缓解采样误差导致的方差损失来提升同化效果。将方法集成至集合平滑器多数据同化(ES-MDA)框架中,实验表明所提局部化方法提高了协方差精度,增强了同化性能和不确定性量化。使用该方法后,输入变量的方差损失明显降低。我们还评估了多种机器学习模型在计算成本与协方差估计质量、数据拟合度之间的平衡。研究分析了集合大小的影响,为准确性和计算效率间的权衡提供见解。结果表明,某些机器学习模型更适用于此问题。本研究提出的两种新方法可有效缓解集合同化中模型参数的方差损失,具有实用性强、无需额外数值模拟或超参数调优的特点。
原文摘要 · Abstract (English)
We propose two new methods based/inspired by machine learning for tabular data and distance-free localization to enhance the covariance estimations in an ensemble data assimilation. The main goal is to enhance the data assimilation results by mitigating loss of variance due to sampling errors. We also analyze the suitability of several machine learning models and the balance between accuracy and computational cost of the covariance estimations. We introduce two distance-free localization techniques leveraging machine learning methods specifically tailored for tabular data. The methods are integrated into the Ensemble Smoother with Multiple Data Assimilation (ES-MDA) framework. The results show that the proposed localizations improve covariance accuracy and enhance data assimilation and uncertainty quantification results. We observe reduced variance loss for the input variables using the proposed methods. Furthermore, we compare several machine learning models, assessing their suitability for the problem in terms of computational cost, and quality of the covariance estimation and data match. The influence of ensemble size is also investigated, providing insights into balancing accuracy and computational efficiency. Our findings demonstrate that certain machine learning models are more suitable for this problem. This study introduces two novel methods that mitigate variance loss for model parameters in ensemble-based data assimilation, offering practical solutions that are easy to implement and do not require any additional numerical simulation or hyperparameter tuning.
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