用高斯过程梯度主动学习,提升有限算力下敏感性分析精度
Gradient-based Active Learning with Gaussian Processes for Global Sensitivity Analysis
- 基于高斯过程梯度的联合后验分布设计新采样准则
- 在标准测试函数上优于现有方法,真实农药迁移模型验证有效
- 适合计算成本高、需高效探索输入空间的科学模拟场景
复杂数值模拟器的全局敏感性分析常受限于可承受的模型评估次数。在此类情况下,利用有限模拟数据构建代理模型可显著降低计算负担,前提是实验设计能高效地进行扩充。本文提出一种主动学习方法,在固定评估预算下,聚焦输入空间中最具信息量的区域以提升敏感性分析精度。具体而言,该方法基于近期针对敏感性分析(如Sobol'指数和基于导数的全局敏感性度量,DGSM)的主动学习进展,利用高斯过程(GP)代理模型获取的梯度信息。通过利用GP梯度的联合后验分布,我们设计了能更好捕捉偏导数间相关性及其对响应面影响的采集函数,相较现有以DGSM为导向的标准方法更具全面性和鲁棒性。所提方法首先在标准基准函数上与最先进方法对比,随后应用于真实的农药迁移环境模型。
原文摘要 · Abstract (English)
Global sensitivity analysis of complex numerical simulators is often limited by the small number of model evaluations that can be afforded. In such settings, surrogate models built from a limited set of simulations can substantially reduce the computational burden, provided that the design of computer experiments is enriched efficiently. In this context, we propose an active learning approach that, for a fixed evaluation budget, targets the most informative regions of the input space to improve sensitivity analysis accuracy. More specifically, our method builds on recent advances in active learning for sensitivity analysis (Sobol' indices and derivative-based global sensitivity measures, DGSM) that exploit derivatives obtained from a Gaussian process (GP) surrogate. By leveraging the joint posterior distribution of the GP gradient, we develop acquisition functions that better account for correlations between partial derivatives and their impact on the response surface, leading to a more comprehensive and robust methodology than existing DGSM-oriented criteria. The proposed approach is first compared to state-of-the-art methods on standard benchmark functions, and is then applied to a real environmental model of pesticide transfers.
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