用贝叶斯信息理论优化高斯过程采样,兼顾数据稀疏与模型不确定性。
BITS for GAPS: Bayesian Information-Theoretic Sampling for hierarchical GAussian Process Surrogates
- 通过层次化贝叶斯建模将超参数不确定性纳入采样准则
- 在二元混合物活性系数建模中提升信息增益与预测精度
- 适合有部分物理知识但需自适应采集数据的复杂系统研究
我们提出基于层次高斯过程代理模型的贝叶斯信息论采样框架(BITS for GAPS),实现信息论指导的实验设计。与传统方法不同,该框架通过贝叶斯层次建模将超参数不确定性传递至采样准则。潜变量服从高斯过程先验,超参数则引入额外先验以捕捉对物理现象的认知。因此,获取函数同时包含潜变量和超参数的不确定性,使采样既响应数据稀缺又聚焦模型不确定区域。我们建立了后验微分熵的闭式近似与下界理论结果。在气液平衡案例研究中,构建了二元混合物活性系数的代理模型,并将其嵌入扩展的拉乌尔定律形成混合模型,用于精馏设计。该案例表明,部分物理知识可转化为层次高斯过程代理模型;使用BITS for GAPS能有效提升预期信息增益与预测准确性,尤其针对威尔逊活性模型的高不确定性区域。总体而言,BITS for GAPS是一种通用的不确定性感知框架,适用于复杂物理系统的自适应数据采集。
原文摘要 · Abstract (English)
We introduce Bayesian Information-Theoretic Sampling for hierarchical GAussian Process Surrogates (BITS for GAPS), a framework enabling information-theoretic experimental design of Gaussian process-based surrogate models. Unlike standard methods, which use fixed or point-estimated hyperparameters in acquisition functions, our approach propagates hyperparameter uncertainty into the sampling criterion through Bayesian hierarchical modeling. In this framework, a latent function receives a Gaussian process prior, while hyperparameters are assigned additional priors to capture the modeler's knowledge of the governing physical phenomena. Consequently, the acquisition function incorporates uncertainties from both the latent function and its hyperparameters, ensuring that sampling is guided by both data scarcity and model uncertainty. We further establish theoretical results in this context: a closed-form approximation and a lower bound of the posterior differential entropy. We demonstrate the framework's utility for hybrid modeling with a vapor-liquid equilibrium case study. Specifically, we build a surrogate model for latent activity coefficients in a binary mixture. We construct a hybrid model by embedding the surrogate into an extended form of Raoult's law. This hybrid model then informs distillation design. This case study shows how partial physical knowledge can be translated into a hierarchical Gaussian process surrogate. It also shows that using BITS for GAPS increases expected information gain and predictive accuracy by targeting high-uncertainty regions of the Wilson activity model. Overall, BITS for GAPS is a generalized uncertainty-aware framework for adaptive data acquisition in complex physical systems.
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